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quantconnect--lean/Algorithm.CSharp/QuantConnect.Algorithm.CSharp.csproj
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Martin-Molinero 6ef2ead929 Do not update price scale for fillforward data & IsFillForward flag fix (#4836) 
* Do not update price scale for fillforward data

- Do no update price scale for fill forward data. FillForward data
  should keep using the prev scale for which it was created. Adding unit tests
- When cloning do not lose IsFillForward flag state, affects
QuoteBars/Ticks, does not affect TradeBars since they perform a memberwise clone.
Adding unit tests

* Auxiliaries shouldn't really affect on applied price factor scale.

Despite we can receeive FillForward'ed data points, corresponding
Auxiliaries for them are not FillForward so we do meet the condition
and then refresh price factor. As a result all futher FF data points are scaled too.

* Regression algorithm to check that FillForward'ed data points arrived with last real price factor

* Add trade for regression algorithm

- Minot tweaks and adding trade for new regression algorithm.
- Updating AddOptionContractExpiresRegressionAlgorithm because it is
  using the symbol for which new data was added.

Co-authored-by: Adalyat Nazirov <aenazirov@gmail.com>
2020-10-09 18:09:30 -03:00

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<Analyzer Include="..\packages\Microsoft.CodeQuality.Analyzers.2.9.3\analyzers\dotnet\cs\Humanizer.dll" />
<Analyzer Include="..\packages\Microsoft.CodeQuality.Analyzers.2.9.3\analyzers\dotnet\cs\Microsoft.CodeQuality.Analyzers.dll" />
<Analyzer Include="..\packages\Microsoft.CodeQuality.Analyzers.2.9.3\analyzers\dotnet\cs\Microsoft.CodeQuality.CSharp.Analyzers.dll" />
<Analyzer Include="..\packages\Microsoft.NetCore.Analyzers.2.9.3\analyzers\dotnet\cs\Microsoft.NetCore.Analyzers.dll" />
<Analyzer Include="..\packages\Microsoft.NetCore.Analyzers.2.9.3\analyzers\dotnet\cs\Microsoft.NetCore.CSharp.Analyzers.dll" />
<Analyzer Include="..\packages\Microsoft.NetFramework.Analyzers.2.9.3\analyzers\dotnet\cs\Microsoft.NetFramework.Analyzers.dll" />
<Analyzer Include="..\packages\Microsoft.NetFramework.Analyzers.2.9.3\analyzers\dotnet\cs\Microsoft.NetFramework.CSharp.Analyzers.dll" />
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<ItemGroup>
<Compile Include="DaylightSavingTimeHistoryRegressionAlgorithm.cs" />
</ItemGroup>
<Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
<Target Name="EnsureNuGetPackageBuildImports" BeforeTargets="PrepareForBuild">
<PropertyGroup>
<ErrorText>This project references NuGet package(s) that are missing on this computer. Use NuGet Package Restore to download them. For more information, see http://go.microsoft.com/fwlink/?LinkID=322105. The missing file is {0}.</ErrorText>
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<Error Condition="!Exists('..\packages\QuantConnect.pythonnet.1.0.5.30\build\QuantConnect.pythonnet.targets')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\QuantConnect.pythonnet.1.0.5.30\build\QuantConnect.pythonnet.targets'))" />
<Error Condition="!Exists('..\packages\Microsoft.CodeAnalysis.VersionCheckAnalyzer.2.9.3\build\Microsoft.CodeAnalysis.VersionCheckAnalyzer.props')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\Microsoft.CodeAnalysis.VersionCheckAnalyzer.2.9.3\build\Microsoft.CodeAnalysis.VersionCheckAnalyzer.props'))" />
<Error Condition="!Exists('..\packages\Microsoft.CodeQuality.Analyzers.2.9.3\build\Microsoft.CodeQuality.Analyzers.props')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\Microsoft.CodeQuality.Analyzers.2.9.3\build\Microsoft.CodeQuality.Analyzers.props'))" />
<Error Condition="!Exists('..\packages\Microsoft.NetCore.Analyzers.2.9.3\build\Microsoft.NetCore.Analyzers.props')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\Microsoft.NetCore.Analyzers.2.9.3\build\Microsoft.NetCore.Analyzers.props'))" />
<Error Condition="!Exists('..\packages\Microsoft.NetFramework.Analyzers.2.9.3\build\Microsoft.NetFramework.Analyzers.props')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\Microsoft.NetFramework.Analyzers.2.9.3\build\Microsoft.NetFramework.Analyzers.props'))" />
<Error Condition="!Exists('..\packages\Microsoft.CodeAnalysis.FxCopAnalyzers.2.9.3\build\Microsoft.CodeAnalysis.FxCopAnalyzers.props')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\Microsoft.CodeAnalysis.FxCopAnalyzers.2.9.3\build\Microsoft.CodeAnalysis.FxCopAnalyzers.props'))" />
<Error Condition="!Exists('..\packages\Accord.3.6.0\build\Accord.targets')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\Accord.3.6.0\build\Accord.targets'))" />
</Target>
<Import Project="..\packages\QuantConnect.pythonnet.1.0.5.30\build\QuantConnect.pythonnet.targets" Condition="Exists('..\packages\QuantConnect.pythonnet.1.0.5.30\build\QuantConnect.pythonnet.targets')" />
<Import Project="..\packages\Accord.3.6.0\build\Accord.targets" Condition="Exists('..\packages\Accord.3.6.0\build\Accord.targets')" />
<!-- To modify your build process, add your task inside one of the targets below and uncomment it.
Other similar extension points exist, see Microsoft.Common.targets.
<Target Name="BeforeBuild">
</Target>
<Target Name="AfterBuild">
</Target>
-->
</Project>
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