github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
10,738 Commits 16 Branches 4,269 Tags
e2964dd4b139e0d4e6c1829cc0dd37925a82cdc5
Commit Graph

13 Commits

Author SHA1 Message Date
Gerardo Salazar e2964dd4b1 Make OrderListHash deterministic by using MD5 as its underlying hash function (#5276) 
* Update OrderListHash to use MD5 as hash instead of hash code

* Update regression algorithm OrderListHash statistic

* Use full MD5 hash as OrderListHash, update regression statistic

* Fixes failing regression tests
 2021-02-09 12:19:25 -03:00
Martin Molinero 499248fe12 Revert "Revert "Adding Support for Equity L1 Quote Data"" 
This reverts commit 8cd8d206ca.
 2020-04-06 10:32:59 -03:00
Martin Molinero 2a0b73e1cf Update regression algorithms 
- Update regression algorithms after removing order based insights
 2020-04-01 20:37:20 -03:00
Martin Molinero 486b2e6641 Update regression stats 
- Update expected OrderListHash in regression algorithms due to
serialization improvements
 2020-03-31 12:21:13 -03:00
Jack Simonson c6767780c2 Update regression test statistics 2020-03-26 18:29:29 -07:00
Jared 8cd8d206ca Revert "Adding Support for Equity L1 Quote Data" 2020-03-11 19:16:05 -07:00
Juan José D'Ambrosio 951e89314a Update Regression tests 2020-03-11 14:34:16 -03:00
D 3b25ea4240 Update test after adding the new sample data 2020-03-11 14:34:16 -03:00
Martin Molinero 0027ab1e66 Regression test assert order list hash 
- Regression tests assert order list hash value
- Normalizing some regression test behavior that had differences between
C# and Py
 2020-02-19 20:26:12 -03:00
Gerardo Salazar 61aa0d3a65 Updates regression statistics 
Please note that with these changes, any algorithms that
use daily data exclusively will have incorrect statistics.
 2020-01-16 14:03:54 -08:00
Martin Molinero 2f4929e685 Update regression algorithms 2019-09-29 21:50:44 -03:00
Gerardo Salazar 56462f0283 Address reviews from Mike and Martin 
* Added better documentation for AddData methods
* Added new regression algorithms for adding in OnSecuritiesChanged
* Changed regression algorithms to add data that exists
* Styling and logging fixes
 2019-09-24 10:34:35 -03:00
Gerardo Salazar 4b0ed03b4f Added new regression algorithms 
* Deleted regression algorithms because they tested behavior similar to
other existing regression algorithms
* Fixed new bug in regression algorithm due to AddData changes
* Added unit tests for wrapt version and package existence

* Fix issue where data would be set to raw normalization mode
 2019-09-24 10:34:35 -03:00