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Filter out small orders based on Setting (#5776)
发布于
2021-07-19 16:17:51 +00:00 | 2251 次提交 在此版本后已推送到 master- Filter out small orders based on Setting
- BuyingPowerModel will filter out small orders based on algorithm
setting, a % of PTV, instead of hard coded 1 share value. Addin unit
and regression tests - Updating regression algorithms to use new setting, reduce order trades
- Update regression algorithms
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