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Author SHA1 Message Date
Ricardo Andrés Marino Rojas ead2efe6b9 Add Starting and Ending KPI's (#7811) 
* First draft of the solution

* Add missing changes

* Remove the new KPI's from report

* Fix bugs

* nit change

* Add improvements

* Fix regression tests

* Solve bugs in the regression algos

* Fix regression tests bugs

* Expand unit tests and add minor changes
 2024-03-25 15:40:38 -03:00
Alexandre Catarino 44c7dbd698 Adds Rebate and Fee Rates to Shortable Provider (#7840)
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* Adds Rebate and Fee Rates to Shortable Provider

If the provider does have this information, the rates are zero.

* Adds Helper Methods to QCAlgorithm

- Improve summaries.
- Express values as rates instead of percentages.
- Adds headers to files to emulate real data

* Clarify the Data Format

* Removes Helper Methods from QCAlgorithm

* Removes `Shortable` and `ShortableQuantity` from Example

Algorithms should prefer getting the information from the `Security.ShortableProvider`.
 2024-03-13 16:04:33 -03:00
Ricardo Andrés Marino Rojas 3e86712c1a Implement ShortableProviderPythonWrapper.cs (#7209)
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* Implement ShortableProviderPythonWrapper.cs

- Modify AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs and ShortableProviderOrdersRejectedRegressionAlgorithm.cs to use ShortableProvider from Security and not from the Brokerage model
- Add SetShortableProvider() overload method in Security.cs to set a custom shortable provider from Python
- Remove AllShortableSymbols() method from LocalDiskShortableProvider.cs
- Remove DefaultShortableProvider class
- Add regresion algorithms in C# to cover the changes done

* Implement ShortableProviderPythonWrapper.cs

- Modify AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs and ShortableProviderOrdersRejectedRegressionAlgorithm.cs to use ShortableProvider from Security and not from the Brokerage model
- Add SetShortableProvider() overload method in Security.cs to set a custom shortable provider from Python
- Remove AllShortableSymbols() method from LocalDiskShortableProvider.cs
- Remove DefaultShortableProvider class
- Add regresion algorithms in C# to cover the changes done

* Solve bugs and nit change

* Address review

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Co-authored-by: Martin-Molinero <martin@quantconnect.com>
 2023-04-25 19:55:44 -03:00