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    Alpha holdings state (#5770)

    frostbyte_neo 发布于 2021-08-19 16:56:18 +00:00 | 2200 次提交 在此版本后已推送到 master

    • Alpha holdings state
    • Alpha result packet will optionally provide the algorithms portfolio
      state

    • Rename

    • Convert AlphaStreamsPortfolio to data source

    • Improvements on AlphaStreams algorithm

    • Fix regression tests

    • Add unit tests for EW AS PCM and fixing bugs

    • Protobuf AlphaStreamsPortfoliot staState

    • Protobuf AlphaStreamsPortfolioState. Adding unit tests
    • Add variable TPV tests for EW ASPCM

    • Add alpha license to Organization response

    • Improvements EW AS PCM respects free portfolio value

    • Fixes

    • Update tests expected statistics results affected by MHDB custom data timezone fix
    • Fix for Extensions.IsCustomDataType
    • Fixed and adding more regression tests
    • Adding support and regression test with alpha consumer with different account currency
    • Adding support and regression test of a universe adding custom data
      types
    • Add support and regression test for algorithm alpha consumer with existing holdings
    • Add AlphaStreamsOrderEvent data type
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