Files
quantconnect--lean/Engine/TransactionHandlers
Gerardo Salazar 17ab10531a Fixes ETB/shortable regression algorithms that were previously failing (#5174)
* Fixes ETB/shortable regression algorithms that were previously failing

* Addresses review and fixes bug

  * Fixes bug where orders would be denied regardless of direction
    whenever they exceeded the absolute value of the shortable quantity

  * Updates regression algorithm + statistics + simplifies test

  * Fixes python regression algorithm

* Addresses review: removes comments and unneeded imports
2021-01-18 21:19:42 -03:00
..
2020-02-27 18:47:44 -03:00