github-featured / quantconnect--lean

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  • 13987 69dd4fc638
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    Fixed bug for trailing stop model tracking original security price (#6356)

    frostbyte_neo 发布于 2022-05-26 22:50:54 +00:00 | 1910 次提交 在此版本后已推送到 master

    • Reproduce TrailingStopRiskManagementModel bug with test case

    • Fix TrailingStopRiskManagementModel to make it relative to max price

    • Adapted old TrailingStopRiskManagementModel test to new implementation

    • Fix TrailingStopRiskManagementModel Python version

    • Fixed TrailingStopRiskFrameworkAlgorithm regression tests data

    • Handling both long and short positions in TrailingStopRiskManagementModel

    • Traking holdings value instead of unrealized profit in TrailingStopRiskManagementModel

    • Checking for position side change in TrailingStopRiskManagementModel

    • Handling immediate liquidation in TrailingStopRiskManagementModel

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