Files
quantconnect--lean/Algorithm.CSharp
Colton Sellers 94d766ff89 Refactor Default Benchmark (#5158)
* Have BrokerageModel determine default benchmark

* Add DefaultBenchmark to Python wrapper

* Handle Null benchmark case

* Add NullBenchmarkRegressionAlgorithm

* Refactor solution to have BrokerageModel return IBenchmark; also refactor QCAlgorithm benchmark handling

* Always create a new security for benchmark

* Drop security overload, Always create a new security for benchmark

* Check our securities for a symbol matching the ticker before creating a new one

* No Python version of this regression

* Address review

* Create shared SecurityBenchmark creator function

* Add Python regression and needed FuncBenchmark constructor
2021-01-19 08:40:41 -03:00
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