314a334e88
Price adjustment mode Order property ( #7582 )
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* Add new Order.PriceAdjustmentMode property
* Minor fix and unit test
* Minor fix and regression algorithms' stats update
* Unit test fixes
* Minor fix
* Set order price adjustment mode to raw always for live trading
2023-11-17 16:09:03 -04:00
b4bad69772
Dynamically Adjust Risk Free Rate of Return ( #7489 )
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* First attempt to solve the bug
* Enhance implementation
* Enhance implementation
* Simplify implementation
* Rebase regression stats
* Solve unit test bugs
* Review
* Update Rolling.Sharpe() method
* Update regression stats
* Update unit tests
* Update missing regression algos
* Update Rolling.cs
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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com >
Co-authored-by: Martin-Molinero <martin@quantconnect.com >
2023-10-02 13:42:28 -03:00
73c71c6913
Add missing GC future auxiliary data ( #7312 )
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* Add missing GC future auxiliary data
- For improved testing add missing GC comex future auxiliary data.
Updating regression tests
* Update regression algorithm expected data points
2023-06-09 19:43:34 -03:00
f9bbec1e16
Remove internal subscriptions from future chain ( #7169 )
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- Remove internal subscription from slive future chain collection.
Adding regression algorithm reproducing the bug
2023-04-05 18:23:04 -03:00
Jhonathan Abreu