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Author SHA1 Message Date
Colton Sellers f135fb8060 Bug Backtesting Brokerage Clones (#4644) 
* fix order updates

* Fix option exercise issue

* Regression changes

* Update regressions to reflect fixes

* Refactor handling of order to fully fix #2846

* Regression Algorithm for unit test

* Pre review

* Fix breaking tests

* OrderImmutability Regression Algo

* OrderImmutability Regression Algo Compile

* Address review

* Update regressions with new orderhash
 2020-09-09 19:44:56 -03:00
Colton Sellers 8edc89a4ff Feature Python Option Filtering Support (#4667) 
* Support List and OptionFilterUniverse for Py filter

* Regression algorithm for testing

* Unit Tests

* Fix for process

* Tighten filters to reduce load on automated testing

* Address review v2
 2020-09-02 21:38:16 -03:00