Ricardo Andrés Marino Rojas
4d5e0fb73a
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* Implement ShortableProviderPythonWrapper.cs - Modify AllShortableSymbolsCoarseSelectionRegressionAlgorithm.cs and ShortableProviderOrdersRejectedRegressionAlgorithm.cs to use ShortableProvider from Security and not from the Brokerage model - Add SetShortableProvider() overload method in Security.cs to set a custom shortable provider from Python - Remove AllShortableSymbols() method from LocalDiskShortableProvider.cs - Remove DefaultShortableProvider class - Add regresion algorithms in C# to cover the changes done * Revert "Merge process" This reverts commit 775a4b8ec18e0f1562b72c27203ec0df84c8f675, reversing changes made to bcc3e790f66fe744ea6f4cb2083c3e9d1881ea2f. * Revert "Revert "Merge process"" This reverts commit aa18fb40eec2aa551ab7a81310ba4515270d6c1a. * Solve bug - Add new constructor overload in OpenInterestFutureUniverseSelectionModel.cs that accepts future chain symbol selector as PyObject - Add a private static method in OpenInterestFutureUniverseSelectionModel that converts Python lambda function to Func<DateTime, IEnumerable<Symbol>> - Add a regression algorithm in Python to cover changes. In these case, add Python version of OpenInterestFuturesRegressionAlgorithm.cs * Nit changes * Nit change * Minor docs tweak --------- Co-authored-by: Martin-Molinero <martin@quantconnect.com>