3 Commits

Author SHA1 Message Date
Colton Sellers 94d766ff89 Refactor Default Benchmark (#5158)
* Have BrokerageModel determine default benchmark

* Add DefaultBenchmark to Python wrapper

* Handle Null benchmark case

* Add NullBenchmarkRegressionAlgorithm

* Refactor solution to have BrokerageModel return IBenchmark; also refactor QCAlgorithm benchmark handling

* Always create a new security for benchmark

* Drop security overload, Always create a new security for benchmark

* Check our securities for a symbol matching the ticker before creating a new one

* No Python version of this regression

* Address review

* Create shared SecurityBenchmark creator function

* Add Python regression and needed FuncBenchmark constructor
2021-01-19 08:40:41 -03:00
Michael Handschuh 3e93158713 Use proper exception types
The `NullReferenceException` type is intended to only be thrown by the CLR.
In most cases, it should be converted to an `ArgumentException` or an
`InvalidOperationException`, depending on if the null value is a parameter
to the current method or not.

The `Exception` type should never really be thrown as it doesn't provide any
additional information or hints as to the issue. It also forces users that
would like to handle expected exceptions to catch all exceptions. These are
converted to an exception type that more accurately describes the reason for
raising the exception: `KeyNotFoundException`, `InvalidOperationException`
2019-08-16 18:07:30 -03:00
snugs 78dc208fc7 Make IBenchmark instead of using Func directly
This is in an effort to keep IAlgorithm usable across various languages
2015-10-07 12:46:56 -04:00