Commit Graph

1 Commits

Author SHA1 Message Date
Vinh Hung Nguyen c8a646c0f0 Feature 7182 missing python version crypto future algorithms (#7206)
Python Virtual Environments / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
* Solve Report Generation Conversion Rate Error bug (#7183)

* Solve bug

Remove if sentence that checked if Portfolio contained securities that
needed a conversion, like Forex, Crypto or Cfd. It didn't take into
account CryptoFutures so when the backtest result used that kind of
security types it never found a conversion for them. Making a git blame
for Report.PortfolioLooper constructor it was found the if sentence was
not needed so it was removed and then different reports were made for
algorithms that used security types different than Forex,Crypto,Cfd and
CryptoFutures to check everything was still working as expected.

* Solve bug

Remove if sentence that checked if Portfolio contained securities that
needed a conversion, like Forex, Crypto or Cfd. It didn't take into
account CryptoFutures so when the backtest result used that kind of
security types it never found a conversion for them. Making a git blame
for Report.PortfolioLooper constructor it was found the if sentence was
not needed so it was removed and then different reports were made for
algorithms that used security types different than Forex,Crypto,Cfd and
CryptoFutures to check everything was still working as expected.

* Missing Python Version of Crypto Future Algorithms - Issue 7128

* Address reviews

---------

Co-authored-by: hungv <hungv@compatibl.com>
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2023-04-24 11:27:38 -03:00