github-featured / quantconnect--lean

发布

0 发布 4,269 Git 标签

RSS 订阅源
  • 11897 9f15ca4c9c
    比较

    feature-<#5631>-<Create SpreadExecutionModel> (#5633)

    frostbyte_neo 发布于 2021-06-09 17:55:00 +00:00 | 2331 次提交 在此版本后已推送到 master

    • Create SpreadExecutionModel.py

    • Update SpreadExecutionModel.py

    • Update SpreadExecutionModel.py

    • Update SpreadExecutionModel.py

    • Update SpreadExecutionModel.py

    • Update SpreadExecutionModel.py

    • Update SpreadExecutionModel.py

    • Update SpreadExecutionModel.py

    • Create SpreadExecutionModel.cs

    • Create SpreadExecutionModelTests.cs

    • Update SpreadExecutionModelTests.cs

    • Update SpreadExecutionModel.cs

    • Update SpreadExecutionModelTests.cs

    • Update SpreadExecutionModel.cs

    • Update SpreadExecutionModel.cs

    • Update SpreadExecutionModelTests.cs

    • Update SpreadExecutionModel.cs

    • Update QuantConnect.Algorithm.Framework.csproj

    • Create SpreadExecutionModelRegressionAlgorithm.py

    • Update SpreadExecutionModelTests.cs

    • Update SpreadExecutionModelTests.cs

    • Update SpreadExecutionModelTests.cs

    • Update SpreadExecutionModelTests.cs

    • Update SpreadExecutionModel.py

    • Update SpreadExecutionModel.cs

    • Address review

    • Adding CSharp regression algorithm implementation
    • Updating unit tests, minor format changes
    • Address review. Add comment and Abs spread percent

    Co-authored-by: Martin-Molinero martin@quantconnect.com

    下载附件