github-featured / quantconnect--lean

发布

0 发布 4,269 Git 标签

RSS 订阅源
  • 15542 410956bf9f
    比较

    FreePortfolioValuePercentage Trailing Behavior (#7272)

    frostbyte_neo 发布于 2023-05-25 21:48:04 +00:00 | 1404 次提交 在此版本后已推送到 master

    • Implement Trailing FreePortfolioValue
    • Implement Trailing FreePortfolioValue by default, users will be able
      to set it to a fixed number if desired. Adding regression algorithm
    • Setting the default 'MinimumOrderMarginPortfolioPercentage' from 0 to
      0.1% of the TPV to avoud tiny trades by default

    • Update existing regression algorithms

    • Address reviews

    • Send warning message to the user if a trade does not happen due to the
      default setting of the minimum order margin percentage value

    • Address reivews

    • Rename TotalPortfolioValueLessFreeBuffer

    • Update new regression algorithm

    下载附件