github-featured / quantconnect--lean

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    Slippage model by market impact factors (#7513)

    frostbyte_neo 发布于 2023-10-27 20:43:44 +00:00

    • Add Market Impact Slippage Model

    • Add unit tests

    • Add regression tests and random seeds

    • Address peer review 1

    • Add non-negative logic choice

    • address peer review 2

    • timezone setting adjustment

    • Address peer review 2

    • address second review

    • minor updates

    • minor updates

    • Nit

    • fix regression tests

    • fix CI

    • Rebase and fix CI

    • regression test

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