Commit Graph

5 Commits

Author SHA1 Message Date
Marco Grassi e823dfdfb7 fix a typo, and remove all unnecessary semicolumns in Python (#5795)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
2021-07-27 16:05:13 -03:00
Martin-Molinero cb326788b3 Filter out small orders based on Setting (#5776)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Filter out small orders based on Setting

- BuyingPowerModel will filter out small orders based on algorithm
  setting, a % of PTV, instead of hard coded 1 share value. Addin unit
  and regression tests
- Updating regression algorithms to use new setting, reduce order trades

* Update regression algorithms
2021-07-19 13:17:51 -03:00
Martin-Molinero 03f56481d4 Refactor python algorithm import (#5657)
Regression Tests / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
* Python research import improvements

- Improve start.py for research env
- Remove unrequired imports

* Centralize algorithm imports

* Add regression test GH action

* Unit test python import clean up

* Join research and main imports

* More python import clean up

* Fix failing skipped regression algorithm
2021-06-15 19:06:06 -03:00
Martin Molinero 3679ad591f Address reviews
- Improve custom rebalance function logic
- Add new PyObject C# PCM constructor overloads for performance
2020-02-14 16:38:16 -03:00
Martin Molinero e12788375b Adding IDateRule rebalacing PCM
- Adding IDateRule to be used by the PortfolioConstructionModel as
rebalancing function.
- Adding unit tests and C#/Py regression algorithms
2020-02-13 18:23:15 -03:00