* feat: support snake-case style Python QCAlgorithm implementations
* feat: add unit tests and minor fixes
* feat: implement new BasePythonWrapper class for python wrappers.
Used to cache methods and contains invoke functionality
* feat: make python wrappers implement the new base class for pep8 style support
* feat: keep overriden methods in Algorithm Python Wrapper
* feat: add unit tests for custom models algorithms with PEP8 style
* Bump pythonnet version to 2.0.30
* fix bugs and address peer review
* Address peer review
* Minor revert
* feat: StubsIgnoreAttribute for ignoring members or classes by the stubs generator
* Minor fixes
* Minor fix
* Minor fix
* Bump pythonnet version to 2.0.31
* Added Greeks.Lambda_ alias of Lambda for python compatibility.
Remove unused method
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* Add support for auxiliary data history request
- Add support for split/dividends/margin interest history requests.
Adding regression algorithms
* Expand auxiliary history regression tests
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* Refactor universe historical data source
- Add new universe history API methods
- Refactor QuantBook UniverseHistory to use the universe selection
itself instead of a given func
- Refactor and rename fundamental types
- Refactor AddUniverse API to handle universe collection data which
holds another type internally, like fundamental
* Fix minor bug causing ApiDataProvider not to serve Bitfinex universe data
* Further improvements to add universe API
* Handle no selection function
* Delay security removal when there are pending settlements
* Add unit test
* Minor fixes
* Minor fix
* Replace HasUnsettledFunds method with UnsettledCash in ISettlementModel
* Minor fix
* Minor fix
* Address peer review
Replace ISettlementModel UnsettledCash property with GetUnsettledCash method that returns a CashAmount instead of a decimal to include the currency
* Minor fix
* Address peer review
* Handle/filter brokerage side orders
* Add unit tests
* Minor fix
* Add unrequested security for new brokerage-side orders
* Add unit test for algorithms overriding the brokerage message handler
* Add unit test for python algorithm overriding the brokerage message handler
* Minor change
* Address peer review
* Improve GetFillModel()
* Add support for other methods
* Add regresion algos and improvements
* Make Python algorithms regression tests
* Improve unit tests
* Minor changes
* Implement risk free interest rate as an algorithm model
* Use risk free insterest rate model in Sharpe Ratio indicator
* Address peer review
Also added python wrapper
* Take pyobject as interest rate model in Sharpe Ratio indicator
* Minor fix
* Minor fix
* Address peer review
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* Shortable modeling improvements
- Do not limit live trading because of shortable model, will send
algorithm warning
- Add Interactive brokers shortable provider
- Minor LocalDiskShortableProvider API changes
* Fix shorted order update
- Fix shorted order update. Updating regression algorithm
* Minor improvement
* Address reviews
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* New Fundamental Data
* Minor CIK lookup fix
* Handle live mode & delete unexisting properties
* Minor coarse fundamental adjustment
* Add fundamental history support
* Fix unit tests
* Performance improvements
* Fixes
* Minor regression algorithm fix
* Improvements. Add FundamentalUniverseSelectionModel
* Change default values
* Fix unit test
* Minor tweaks
* Fix unit test
* Minor error handling improvement
* Fix rebase
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* Add support for Combo Orders with Fill Model
- Override ComboMarketFill, ComboLimitFill, ComboLegLimitFill in
FillModelPythonWrapper.cs
- Modify FillModel.Fill() to use Python Fill model if it exists when the
order is COMBO
- Add regression algorithm ComboOrdersFillModelAlgorithm.py
* Add regression algorithm
* Add regression algos
* Fix bug
* Add trailing stop orders base implementation
* Handle trailing stop order prices rounding
* Implement trailing stop orders fill logic
* Minor fill model changes
* Add ApplySplit to fill model interface for models that might need to be aware of splits.
Filling trailing stop orders require keeping track of min/max prices, which need to be split adjusted.
* Add brokerage order updated event for communicating certain order types prices changes
* Add order update event args class for brokerage side order updates
* Revert IFillModel.ApplySplit
* Add trailing stop orders regression algorithm
* Updated order ticket demo algorithm to include trailing stop orders
* Some cleanup
* Support trailing stop orders in IB brokerage model
* Some cleanup
* Fix failing tests
* Fix failing regression algorithm
* Address peer review
* Add trailing stop price calculation unit tests
* Minor changes
* Minor change
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* Pandas frame include all ticks
- Pandas data framde history response will include all ticks. Updating
existing and adding new tests
* Python pandas converter performance improvement
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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
* Revert "Merge process"
This reverts commit 775a4b8ec18e0f1562b72c27203ec0df84c8f675, reversing
changes made to bcc3e790f66fe744ea6f4cb2083c3e9d1881ea2f.
* Revert "Revert "Merge process""
This reverts commit aa18fb40eec2aa551ab7a81310ba4515270d6c1a.
* Solve bugs
- Solve bugs in DefaultMarkets, CanUpdateOrder() and CanSubmitOrder() methods from BrokerageModelPythonWrapper.cs
- Add regression algos in both Python and C# to cover the changes
* Catch potential errors and add unit tests
* Add more unit tests
* Nit change
* Enhance implementation, add more unit tests
* Feature combo orders
- Add support for combo orders
* Make fill model wait for all grouped orders to emit fills
* Add ComboFill to model multiple fills for combo orders
* Fill combo limit orders
Add some regression algorithms
* Add fill implementation for combo leg limit orders
* Add IFill as common interface for Fill and ComboFill
* Refactor combo orders removing IGroupOrder interface
Move the group order manager to the base Order class
* Update algorithms
* Handle combo order events atomically
* Refactor brokerage transaction event handler
* Refactor combo fill models
* Process fills in batch
* Combo orders fill model tests
* Combo leg limit orders algorithm
* Regression algorithms cleanup
* Fill and combo fill classes cleanup
* Housekeeping
* Refactor equity fill model to derive from base fill model
* Address review changes request
* Handling the new types of orders in the OrderJsonConverter
* Add regression algorithm to test combo orders update/cancel
* Add regression algorithm to test combo orders update/cancel
* Housekeeping
* Address review changes request
* Minor changes
* Security transaction handler method for setting order request id
* Extend public interface for placing combo orders
* Combo order tickets demo algorithm python version
* Tweaks and updates
* Minor fixes
* Minor changes
* Minor fixes
* Address reviews minor fixes
* Minor fixes
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
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* WIP
* Add base currency cash
* Symbol properties and data processing
* Add basic template algorithm
* Add hourly crypto future algorithm
* Minor fixes after live trading testing
* CoinApiDataQueueHandler CryptoFuture support
* Address reviews
* Fix regression algorithms after update
* Memory Related Performance improvements
- Make sure we cleanup & dipose of python related objects during pandas
data generation.
- Disable memoizing enumerable use while creating pandas data frames,
since we do not require it
- Reduce unrequired object creations
- Replace concurrentCollections for ordinary locks
* Decimal parsing typo fix
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* Add python additional paths for research
* Delegate adding additional paths to pythonpath to PythonInitializer
* Add new way to keep algorithm location at the beginning of pythonpath
* Add switch to disable BeginAllowThreads in PythonInitializer
* Add switch to disable BeginAllowThreads in PythonInitializer
* Address changes request
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* Get history of a given bar type in python
* Separate GetDataFrame in sub methods to avoid dynamic type resolution
* Housekeeping and unit tests update
* Use all requests in python type method history method
* Address changes request
* Reverted some requested changes
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* Handle non-unique multi-index error for Ticks in data frame creation
* Update unit tests
* Update unit tests and add comments
* Add regression algorithm
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* Fixes PythonData.EndTime
The `EndTime` property of `PythonData` didn't override the base implementation in `BaseData`. Therefore `EndTime` was always set as `Time`.
Fixes Regression Tests
- The C# version of `Bitcoin` class needs to implement `EndTime`-
- Fixes regression tests
* Minor tweaks and rebase
- Add support for python data types just setting EndTime. Adding unit
tests for PythonData
- Fix for DynamicData EndTime property being fetched. Updating unit
tests
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
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* Add algorithm settings to backtest results
* Use algorithm result settings in report generation
* Add unit tests
* Housekeeping
* Changes for live result report
* Housekeeping
* Housekeeping
* Housekeeping
* Add unit tests
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* Overload PandasConverter.GetIndicatorDataFrame to accept a Python dict
* Shared implementation code for PandasConverter.GetIndicatorDataFrame overloads
* Added documentation for private shared methods used by PandasConverter.GetIndicatorDataFrame
* Added unit tests for PandasConverter.GetIndicatorDataFrame
* Added unit tests for PandasConverter.GetIndicatorDataFrame Dictionary overload
* Address change requests
* Address change requests
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* Adding unit tests reproducing issue.
* Fix a couple of minor bugs
- IsMarketOpen will work correctly when used with daily and hourly
resolution.
- slice.Get will work correctly with python custom data
- ExtendedDictionary will be able to dinamically access methods,
required for python and private C# data types
* Refactor solution. Add more tests
* Remove unrequired import statement
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* Fix for python enumerable data history request
- Fix for python enumerable type data history request. Adding unit test.
* Add methods for adding data points into a baseDataCollection
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* Refactor pandas mapper to support newer versions
* Clean up remapper
* Finalize deprecated tests and adjust those that should apply to new pandas
* Move mapper to its own file
* Add supporting Py tests and setup instructions
* Add license
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* Use Python algorithms directly in their location; also refactor pythonpath additions to one method
* Update VSCode Launch options
* Drop issue these changes fixes
* Use AddRange
* Update projects to use .NET 5.0, the successor to .NET Core
* Fix ambiguous errors. Add IBAutomator net5
* Remove FXCM
* Upgrade IBAutomater to v1.0.51
ignored, and an empty message aborts the commit.
* Fix rebase
- Fix ambiguous Index
- Remove StrategyCapacity.cs
- Update System.Threading.Tasks.Extensionsy
* Remove unrequired references
* Fixes
- Travis will use dotnet, not nunit nor mono
- Remove mono from foundation image
- Fix python setup in research
- Fix unit tests
* Don't call ReadKey when input is redirected
* Fix ConsoleLeanOptimizer
* Research fixes
* Update comment
* Add vsdbg to Dockerfile
* Fixes
- Revert dockerfile FROM custom changes
- Adjust and fix regression algorithms
- Option assignment will be deterministic in the order
- 'Rolling Averaged Population' is calculated using doubles, updating
expected values.
- Update readme, removing references to mono
- Add missing Py.Gil lock
* Replace ICSharp with .NET Interactive
* Fixes after rebase
* CSharp research fixes
- Adding new Initialize.csx that pre loads all assemblies
- Adjusting template research file
- Moving steps in dockerfilejupyter
- Fix unit tests and regression tests after rebase
Co-authored-by: Gerardo Salazar <gsalaz9800@gmail.com>
Co-authored-by: Stefano Raggi <stefano.raggi67@gmail.com>
Co-authored-by: Jasper van Merle <jaspervmerle@gmail.com>
* Refactor HasSufficientBuyingPowerForOrder implementations
Adds Sufficient and Insufficient helper methods to HashSufficientbuyingPowerForOrderParameters
enabling syntax like:
return paraeeters.Sufficient()
returnparameters.Insufficient(reason)
The next change will add the initial margin required which will simply require
updating both of these helper methods to accept the value.
* IBuyingPowerModel: Add margin functions Maintenance/Initial/ForOrder
These were originally hidden in an effort to only expose what's necessary
for the engine to perform its work. Additionally, we encapsulated all of
the method arguments into parameters classes to prevent having to break
anyone in the future. Not including these foundational methods turns out to
be an oversight. These methods are not required by the engine, but rather by
other models. Another possible solution here is to add an additional abstraction
and include these methods on this new abstraction. BuyingPowerModel would then
explicitly implement these methods and models that depend on them would require
two code paths, one for when the buying power model implements this interface
and another for when it doesn't.
Tests were additionally updated to remove test model implementations created for
the sole purpose of exposing these private methods.
* Add ConstantBuyingPowerModel
Provides an implementation of IBuyingPowerModel that returns the same
constant value
* Update BuyingPowerModelPythonWrapper to use reflection for method names
Having a bunch of hard-coded strings is a sure fire way for someone to
overlook when changing methods. This change ensures that noone needs to
remember that this code exists :)
Cleans up the syntax around verifying a python object implements a particular
C# interface via the ValidateImplementationOf<T> method by having it return a
value since the only use cases are in constructors when setting the models.
I was initially going to update ALL python wrappers to validate the passed
in models, but such a change could break many things that are 'working' right
now. Such an effort should be saved for its own dedicated PR.
* Add Parameters/Result types for new buying power model methods
* Support computing maintenance margin for arbitrary quantities
The existing GetMaintenanceMargin function assumes that we're only interested
in the maintenance margin for the entirety of the provided security's holdings.
This makes it impossible to perform what-if analysis or to even ask how much
maintenance margin is devoted to a particular subset of the security's holdings.
This change adds the quantity to the MaintenanceMarginParameters class. Futures
and Options models also depend on holdings cost and holdings value, so they have
also been added to the parameters type. Finally, static factory methods were
added to improve discernment of intent: ForCurrentHoldings provides the existing
behavior and then ForQuantityAtCurrentPrice to support what-if scenarios where
we're looking for the change in maintenance margin if we were to execute an order
for the securiy at the current time step. Obviously a constructor is provided to
set all of the values explicitly, using any price metric the caller desires.
* Address review
- Fix BPM xml documentation
- Fix python unit tests and PythonWrapper validate method
* Add SecurityHolding.QuantityChanged event
Adding event handlers will allow us to orchestrate complex
events from distant parts of the codebase through wiring
them up. If we continue down this path, it will move us away
from the current, very 'mechanical' data flows expressed in
LEAN and towards a more modern, event processing based system.
This is but a baby step in that direction and the initial use
case is using this QuantityChanged event to trigger resolution
of the algoritm's positions groups. This is part of an effort
to improve the fidelity of options margin modeling where we'll
model an OptionStrategy as an IPositionGroup. This will allow
us to compute the margin requirements of an OptionStrategy as
a unit instead of computing margin of each security individually
in isolation.
See #4065
* PortfolioManager: Group fields and remove unused field
This codebase generally places fields as the first members, but
this class had some fields at the top, then some properties, and
then some more fields. This change brings all the fields together
at the top of the file and also removes pointless comments placed
directly above some of the fields. Additionally, an unused field
was removed.
* Remove unused _currencyConverter from Security
Looks like at some point the only code using this member variable was removed
and the necessary clean up was overlooked.
* Add Parse.Enum functions
* Support disabling regression algorithms by language via config.json
Adds 'regression-test-languages' to config.json and filters regerssion algorithms to
run based on this value. When cycling on a particular feature, it's nice to be able
to run the entire regression set while ignoring the python algorithms. Once the C#
algorithms are all passing, one can then go back and run C# and Python in a final run,
since 99% of feature work doesn't impact python specifically.
* Implement IComparable in SecurityIdentitfier
This can be used to deterministically sort securities and symbols
* Add .editorconfig to enforce common formatting for json/sh files
* Fix typo in IBuyingPowerModel.GetBuyingPower xml docs
* Add ListEquals/GetListHashCode and OrderDirection.Closes(PositionSide)
ListEquals and GetListHashCode are designed to be used together as they
complement each other according to C#'s requirements for Equals and
GetHashCode functions.
PositionSide.ToOrderDirection() extension simply converts a PositionSide
to its logical equivalent OrderDirection. Long->Buy, Short->Sell, None->Hold
OrderDirection.Closes(PositionSide) determines if a particular OrderDirection
would have the effect of reducing a position's absolute size. This function
greatly improves the readability of buying power functions that must provide
adjustments when an order/contemplated trade reduces/closes an existing position.
OrderDirection.Buy.Closes(PositionSide.Short)
OrderDirection.Sell.Closes(PositionSide.Long)
All other combinations return false
Adds ToArray/ToImmutableArray convenience functions that combine a call
to Select followed by To(Immutable)Array all in one function call.
* Add decimal.DiscretelyRoundBy extension method
Supports rounding a decimal value by an arbitrarily chosen maximum precision,
or 'quanta'
* Update FutureMarginBuyingPowerModelTests to respect the security's lot size
* Add core position group classes and abstractions
* Add initial/maintenance margin support, buying power model consistency tests
* Add SufficientBuyingPower and GetReservedBuyingPower to position group model
Includes update to BrokerageTransactionHandler to use position group BPM for
sufficient buying power checks.
* Resolve position groups on each fill
We need to update the state of our position groups on each fill so that
we can properly handle multiple orders within the same time step. We
also limit the number of positions sent into the resolver by removing
securities without any holdings.
* fixup! Add SufficientBuyingPower and GetReservedBuyingPower to position group model
* Add GetMaximumLotsFor{Target|Delta}BuyingPower
Instead of computing order quantity, these functions compute the
maximum number of position group lots, which is the position group
quantity, and is guaranteed to be a whole number, for the provided
target/delta buying power parameters.
The SecurityPositionGroupBuyingPowerModel delegates to the security's
IBuyingPowerModel by applying a scaling factor equal to the security's
lot size.
This change also updates references to IBuyingPowerModel.GetMaximum...
to use the new position group model methods.
* Convert remaining IBuyingPowerModel call sites to position groups
* Rename PositionManasger.CreateDefaultGroup -> GetOrCreateDefaultGroup
Better describes its behavior
* Add Position Groups readme.md
* Add Option Strategy BuyingPowerModel
- Adding CompositePrositionGroupResolver and
OptionStrategyPositionGroupResolver
- Adding OptionStrategyPositionGroupBuyingPowerModel handling option
strategies based on IBs margin table. Adding regression algorithms
- Few changes so that option strategies executed by multiple orders are
detected
- Adjust OptionStrategyDefinitionMatch to include equity legs in the
matching result
- Minor tweaks fixing previous rebase
- Minor fixes for existing option strategies definitions, adding new
missing strategies.
- Fixing minor bugs in option strategy matcher. Adding more unit tests
* Address self reviews
- Fixing bug in 'PositionGroupCollection'
- Few minor simplificaitons
- Adding BasicTemplateOptionEquityStrategyAlgorithm
* Address reviews
- Improve regression algorithms margin remaining and used assert logic to be exact. Taking into account spread and fees
Co-authored-by: Michael Handschuh <mhandschuh@gmail.com>
* Add support for Index SecurityType 🚀 (#5364)
* Add Index SecurityType 🚀
* Extend SecurityIdentifier & Lean Data classes with Index support
* Add Index SecurityType 🚀
* Extend SecurityIdentifier & Lean Data classes with Index support
* Fixes
* Added index cross basic template demonstration
* WIP: Prototype index security type for LEAN as non tradable asset
* Re-adds Index entries to MHDB after rebase
* First steps to getting Index Options running
* Looks at any instance where we pattern match for an option type
and replaces it with a generic call to `.IsOption()` for easier
extensibility in the future for additional option security types
* Adds IndexOption security and misc. classes
* Misc. changes, mainly related to any sort of special casing of
equity options and made index options take the same path
* Enables index options data for backtesting
* Adds new index options market hours to MHDB
* Misc. bug fixes for index options
* WIP: add live support for index options and indexes
* Use OptionMarginModel for Index Options because they both use the
same calculation for margin requirements
* Fixes contract not found errors on SPX index options and SPX index in IB
* Turns out index options' last trading day is the day before expiry,
which IB was expecting the last trading day.
* Add index option test cases (temp)
* LiveOptionChainProvider fix, use Symbol vs. ticker
* Description updates to regression algorithms
* Fixes bug in live trading for indexes and index options
* Adds overridable minimum price variation symbol property
* Adds variable sized minimum price variation for index options
* Adjusts symbol properties for index options
* Misc. bug fixes
* Fixes option assignment simulation for European options
* Updates index options regression algorithms (WIP)
* Fixes bug where index option exercise would trade index underlying
* Fixes bugs where SecurityType.Index was getting flagged as tradable
* Regression algorithms updates and addresses review
* Misc. style fixes and refactoring + a few bug fixes
* Updates regression algorithms to run without runtime errors
* Adds data for regression algos
* Sets DefaultOptionStyle on Canonical and support index options
* Update regression algos statistics
* Removes bad line in regression algorithm causing build to fail
* Minor tweaks
* Address review add comment about quoteBar parse scale
Co-authored-by: Balamurali Pandranki <balamurali@live.com>
Co-authored-by: Jared Broad <jaredbroad@gmail.com>
Co-authored-by: Martin-Molinero <martin@quantconnect.com>
* Adds LimitIfTouched order.
TODO:
-- Add tests.
-- Add into existing regression algorithms.
-- Refactors (?)
* Fixes
- Remove unrequired space changes
- Fix EquityFillModel min/max limit price fill
- Add TriggerPrice for UpdateOrderRequest.
Quote info used w.r.t. comparing against Limit prices for LIT
FillModel.cs implementation is fixed to use quotes when comparing against set limit prices.
Also changes test implementations to assert which of quotes/trade-bars are being used
Reviewer-suggested fixes
------------
Merge remote-tracking branch 'origin/limiftouched' into limiftouched
Styling
Adds missing null check for quotebar
Styling
Adds missing null check for quotebar
Merge remote-tracking branch 'origin/limiftouched' into limiftouched
High/Low w.r.t. trigger price for determining if TriggerTouched changed to Current price
https://github.com/QuantConnect/Lean/pull/5164/files/0462ad668a5fe65e771122165f36c72d56b92df6#r569832380
fill fixes:
FillModel.cs: Fills exactly at the limit
EquityFillModel.cs: https://www1.interactivebrokers.com/en/index.php?f=608
Equity fill now uses quotebars
Revert - use new constructor which emulates former SubmitOrderRequest
Style changes
Reverts order model to original by means if new constructor
High/Low w.r.t. trigger price for determining if TriggerTouched changed to Current price
https://github.com/QuantConnect/Lean/pull/5164/files/0462ad668a5fe65e771122165f36c72d56b92df6#r569832380
fill fixes:
FillModel.cs: Fills exactly at the limit
EquityFillModel.cs: https://www1.interactivebrokers.com/en/index.php?f=608
Equity fill now uses quotebars
Revert - use new constructor which emulates former SubmitOrderRequest
Style changes
Reverts order model to original by means if new constructor
Merge commit 'bf4c96d2a055ea808fa4293662528c11a89b72c7'
* Suggested style fixes
* Review fixes
-------------------
- Suggested style fixes
- Changes LIT regression to better incorporate order modifications
- TODO: orderlisthash must be fixed
Fixed LIT regression algo
-----------------------
- Includes asserts in OnOrderEvent
* Fix OrderListHash
OrderListHash -> -292689487
* Re-adds quote nullchecks
* EquityFillModelTests fixes asserts
* Reordering FillModel.cs
* Fixes quote logic, adds methods in FillModel.cs
* Refactoring + LIT regression fixes
-- revert unneeded changes
* Fixes list hash
* Rebase -- catch up upstream
* OrderListHash fix
* Various fixes by reviewer
* Final requested changes
* tagged time -> utcinvariant
* Fixes listorderhash
* Time changed to UtcTime.ToString(DateFormat.US, CultureInfo.InvariantCulture)
* Adds Python LimitIfTouchedRegressionAlgorithm
* adds LimitIfTouchedRegressionAlgorithm.py
* adds LimitIfTouchedRegressionAlgorithm.py
* Minor changes to LIT regression algorithms
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
* 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
* Creates IShortableProvider interface + interface impls
* This is the foundational work for the addition of the shortable stocks
feature for backtesting and live trading. Note that the QCAlgorithm
API and the backend transaction handling will be implemented
separately.
* temp; work on preorder checks
* improve checks
* tmep
* Enforces ETB checks at BrokerageTransactionHandler
* Adds ETB Shortable Provider to QCAlgorithm and IAlgorithm
* Removes ETB check from PreOrderChecksImpl
* Removes outdated test, new test to come soon for relevant class
* Work in progress commit, pushing for review.
* Adds new regression algorithm (WIP)
* Enhances ShortableProviderOrdersRejectedRegressionAlgorithm
* Adds new methods to QCAlgorithm
* Move IShortableProvider to have BrokerageModel own it
* Comments updates
* Adds new properties to Equity Security for shortable
* Fixes bug where retrieving open order quantities would aggregate the
submitted order quantity rather than the remaining order quantity for
open orders.
* Fixes bug where quantity of zero would result in a
false positive in QCAlgorithm.Shortable(...)
* Code refactoring and comments updates
Co-authored-by: Jared <jaredbroad@gmail.com>
Louis Szeto