github-featured / quantconnect--lean

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  • 12720 eccca2c029
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    Fix for Trailing Stop Risk Management Model (#5791)

    frostbyte_neo 发布于 2021-08-20 18:14:36 +00:00 | 2198 次提交 在此版本后已推送到 master

    • To fix the referenced issue

    • Fixing up TrailingStopRiskManagementModel

    • Fix-ups to address review

    • Impl. tests + relevant improvements

    • Minor logic improvement at first dictionary update

    • Regression test small fix

    • Adds explicit 'D' suffix for numbers in test case double arr

    • Use integer values in test cases

    • Removes failing testcases in MaximumDrawdownPercentPerSecurityTests (!) & renaming

    • Revert "Removes failing testcases in MaximumDrawdownPercentPerSecurityTests (!) & renaming"

    This reverts commit f9cd279f8cc5e9e1ede5b6f1eae5f4266b7dd295.

    • Fix up for failing test cases
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