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fb7d1994ff0b1859e7204ffedd609236a6fd4827
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5 Commits

Author SHA1 Message Date
Jared Broad fb7d1994ff Tidy and add tags 2017-09-20 17:14:44 -04:00
snugs f296d666ee Implements user defined universes 
This places all security subscriptions within a universes
Subscriptions generated via calls to AddSecurity are place in a UserDefinedUniverse
UserDefinedUniverse will serve up a predetermined list of symbols on a requested interval
LiveTradingDataFeed - reworked custom enumerators to use RefreshEnumerator as wrapper for rate limitting
 2015-10-21 13:05:17 -04:00
snugs 7f425ec515 Modifes CAGR in regression test 
This value was expected to change closer to zero since the backtest takes 'longer'
according to the statistics (first equity vs last equity point)
 2015-10-21 13:05:13 -04:00
snugs 6992628e7a Make fill forward res a reference value 2015-10-21 13:05:12 -04:00
snugs 805ac249e8 Adds a trade heavy regression algorithm 2015-06-24 15:56:10 -04:00