Alexandre Catarino
58793acae8
Build & Test Lean / build (push) Has been cancelled
* Add property for capacity. Remove unused variable * Move SymbolCapacity and CapacityEstimate to common, passed through Symbol to runtime statistics * Add null checks * Remove uninvested and untradable assets from capacty calculations * Add SymbolCapacity influential period * Updates Regression Tests - DelistingEventsAlgorithm - Allows additional contributions from delisted AAA.1 - DelistingFutureOptionRegressionAlgorithm - Removes DC01H12 contributions one month later - FutureOptionBuySellCallIntradayRegressionAlgorithm - Allows additional contributions from future after expiry replacing the contribution of the next contract option - DelistedFutureLiquidateRegressionAlgorithm - FutureOptionCallITMExpiryRegressionAlgorithm - FutureOptionCallITMGreeksExpiryRegressionAlgorithm - FutureOptionPutITMExpiryRegressionAlgorithm - FutureOptionShortCallITMExpiryRegressionAlgorithm - FutureOptionShortPutITMExpiryRegressionAlgorithm - FuturesAndFuturesOptionsExpiryTimeAndLiquidationRegressionAlgorithm - Allows additional contributions from future after expiry - FutureOptionCallOTMExpiryRegressionAlgorithm - FutureOptionPutOTMExpiryRegressionAlgorithm - FutureOptionShortPutOTMExpiryRegressionAlgorithm - IndexOptionCallITMGreeksExpiryRegressionAlgorithm - IndexOptionCallOTMExpiryRegressionAlgorithm - IndexOptionShortCallOTMExpiryRegressionAlgorithm - Allows additional contributions from option after expiry - MACDTrendAlgorithm - Removes contribution when SPY is not invested for over one month - UniverseSelectionRegressionAlgorithm - Allows additional contributions from delisted GOOAV replacing GOOG (new symbols) * Adds Lowest Capacity Asset to Regression Tests * Normalize expected value -0, because -0 is also written to file if updated * Write Symbol.Value for lowestCapacitySymbol or empty string for empty Symbol * Update Regressions * Update 'Lowest Capacity Asset' to Symbol.ID Co-authored-by: Jared Broad <jaredbroad@gmail.com> Co-authored-by: Martin-Molinero <martin@quantconnect.com> Co-authored-by: Colton Sellers <Colton.R.Sellers@gmail.com>