github-featured / quantconnect--lean

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    Issue 5149: Added missing early closes for 1999-2008 (#5163)

    frostbyte_neo 发布于 2021-01-15 14:22:44 +00:00 | 2602 次提交 在此版本后已推送到 master

    • Added missing early closes for 1999-2008

    See GitHub issue for details

    • Fix expected Treynor ratio for backtest in test suite

    This backtest runs from 2008-10-10 to 2010-10-10 so it is affected by the early close date now recorded on 2008-12-24.

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