github-featured / quantconnect--lean

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    Bug 4031 Change data depending on configuration (#4650)

    frostbyte_neo 发布于 2020-09-09 21:40:19 +00:00 | 2810 次提交 在此版本后已推送到 master

    • Calculate both raw and adjuasted prices for backtesting

    • disable second price factoring

    • move and reuse method

    • test coverage for new methods

    • reuse scaling method

    • reuse subscriptionData.Create method

    • removed unused code

    • regression test

    • switch to aapl

    • fix regression test output

    • more asserts

    • fix comments - reduce shortcuts and abbrevation

    • more comments

    • merge parameters

    • reduce number of getting price factors

    • fix tests

    • fix tests

    • fix regression tests

    • calculate TotalReturn on demand

    • include TotalReturn calculations

    • perf tuning

    • more unit tests for SubscriptionData.Create

    • simplify things - store and return only raw and precalculated data

    • fix regression tests; change it back

    • factor equals 1 for Raw data

    • small changes

    • follow code style

    • implement backward compatibility

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