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Fixes ETB/shortable regression algorithms that were previously failing (#5174)
frostbyte_neo 发布于
2021-01-19 00:19:42 +00:00 | 2599 次提交 在此版本后已推送到 master-
Fixes ETB/shortable regression algorithms that were previously failing
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Addresses review and fixes bug
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Fixes bug where orders would be denied regardless of direction
whenever they exceeded the absolute value of the shortable quantity -
Updates regression algorithm + statistics + simplifies test
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Fixes python regression algorithm
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Addresses review: removes comments and unneeded imports
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