37dca9d458
Remove log packet aggregation ( #6538 )
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- Remove log packet aggregation
- Clean up Queue api usage
2022-08-11 19:06:11 -03:00
aaba566954
Alpha Streams Improvements. Python Imports ( #5874 )
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* Order handling improvements
- Execution model will only trigger market order if they are above the
minimum order margin portfolio percetage value
- SecurityCache.Reset is complete
* Python Import fixes
- Add regression test for ImmediateExecutionModel minimum order margin
check
2021-08-24 11:15:48 -03:00
e823dfdfb7
fix a typo, and remove all unnecessary semicolumns in Python ( #5795 )
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2021-07-27 16:05:13 -03:00
9f15ca4c9c
feature-<#5631>-<Create SpreadExecutionModel> ( #5633 )
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* Create SpreadExecutionModel.py
* Update SpreadExecutionModel.py
* Update SpreadExecutionModel.py
* Update SpreadExecutionModel.py
* Update SpreadExecutionModel.py
* Update SpreadExecutionModel.py
* Update SpreadExecutionModel.py
* Update SpreadExecutionModel.py
* Create SpreadExecutionModel.cs
* Create SpreadExecutionModelTests.cs
* Update SpreadExecutionModelTests.cs
* Update SpreadExecutionModel.cs
* Update SpreadExecutionModelTests.cs
* Update SpreadExecutionModel.cs
* Update SpreadExecutionModel.cs
* Update SpreadExecutionModelTests.cs
* Update SpreadExecutionModel.cs
* Update QuantConnect.Algorithm.Framework.csproj
* Create SpreadExecutionModelRegressionAlgorithm.py
* Update SpreadExecutionModelTests.cs
* Update SpreadExecutionModelTests.cs
* Update SpreadExecutionModelTests.cs
* Update SpreadExecutionModelTests.cs
* Update SpreadExecutionModel.py
* Update SpreadExecutionModel.cs
* Address review
- Adding CSharp regression algorithm implementation
- Updating unit tests, minor format changes
* Address review. Add comment and Abs spread percent
Co-authored-by: Martin-Molinero <martin@quantconnect.com >
2021-06-09 14:55:00 -03:00
Martin-Molinero