DividedEventProvider distribution computation (#4828)
frostbyte_neo
发布于
2020-11-11 18:47:51 +00:00
| 2725 次提交 在此版本后已推送到 master
- DividedEventProvider distribution computation
- Update regression algorithm which was using a different reference
price when calculating the dividend
- Adjust divided event provider to compute distribution using factor
file reference price, if not 0. Adding unit tests
- For equities, only emit auxiliary data points for
TradeBar configurations, not for QuoteBars, nor internal.
- Split and Dividend event provider will throw an exception when there
is no reference price available. Updating wm factor file which was
missing references price and regression algorithms using WM.
- Updating unit tests asserting new exception
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