github-featured / quantconnect--lean

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  • 10371 94d766ff89
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    Refactor Default Benchmark (#5158)

    frostbyte_neo 发布于 2021-01-19 11:40:41 +00:00 | 2597 次提交 在此版本后已推送到 master

    • 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

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