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  • 12357 cb326788b3

    Filter out small orders based on Setting (#5776)

    frostbyte_neo 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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