This flag indicates whether or not the local regression test system,
via RegressionTests.AlgorithmStatisticsRegression should run a given
IRegressionAlgorithmDefinition
Some algorithms had dependencies outside of the file that needed
to be copied into each project. The alternative here is to move
the Bitcoin and QuandlFuture type into Common\Data or similar
A mechanical refactoring was performed to make algorithms currently used in
regression algorithms to implement IRegressionAlgorithmDefinition, which allows
algorithms to define their own expected statistics and what languages should be
run as part of regression. The type name of the C# type is used to determine the
file/model name for python. This was for simplicity, but if needed, could later be
refactored to expose more information, but for now the convention of keeping names
the same makes sense and just works easily.
In some examples, we have been using Portfolio.Cash to calculate the quantity of shares in orders. This is a bad advice for users, since Portfolio.Cash does not account loses in other positions and its use can lead to invalid orders due to insufficient capital. Instead, users should use Portfolio.MarginRemaining.
FuzzyInferenceAlgorithm and LiveFeaturesAlgorithm had minor changes to perform backtests with available data
Martin Molinero