Commit Graph

2 Commits

Author SHA1 Message Date
Martin-Molinero ab82e75885 Fix undeterministic regression algorithms (#5504)
- Testing net5 uncovered these algorithms to be undeterministic
    - Adjusting AllShortableSymbolsCoarseSelectionRegressionAlgorithm
      internal implementation
    - Order removal of universe members will be deterministic, when the
      entire universe is removed.
2021-04-23 11:58:12 -07:00
Gerardo Salazar 17ab10531a Fixes ETB/shortable regression algorithms that were previously failing (#5174)
* Fixes ETB/shortable regression algorithms that were previously failing

* Addresses review and fixes bug

  * Fixes bug where orders would be denied regardless of direction
    whenever they exceeded the absolute value of the shortable quantity

  * Updates regression algorithm + statistics + simplifies test

  * Fixes python regression algorithm

* Addresses review: removes comments and unneeded imports
2021-01-18 21:19:42 -03:00