Colton Sellers 5bf72d2432 Adjust Volume for Splits (#5525) ...

* Adjust TradeBar volume for splits

* Refactor solution to centralized function `Scale`

* Expand BaseData scale/adjust/normalize tests to assert volume behavior

* Add regression algorithm

* Update regression statistics

* Address review

* NOP to trigger cloud build

* adjust QuoteBar ask and bid size

* adjust broken regression

* Update tests to include QuoteBar adjustments

* nit cleanup

* Adjust Quote Tick bid and ask sizes

* Round volume and size values to nearest int in scale()

* nit

* Adjust regressions

2021-05-17 16:47:44 -03:00

..

Benchmarks

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

Brokerages

Remove Alpaca brokerage implementation (#5249)

2021-02-02 20:16:34 -03:00

Data

Scheduled Universe Timed Triggers Bug (#5521)

2021-05-05 11:23:38 -03:00

Exceptions

QC PythonNet 2.0 (#5376)

2021-03-09 18:25:31 -03:00

Notifications

NotificationJsonConverter is case insensitive (#5341)

2021-02-25 11:42:42 -08:00

Orders

Feature 5162 - LimitIfTouched Orders (#5164)

2021-02-15 10:29:51 -03:00

Packets

Updates SPY Market Data (#5493)

2021-04-19 13:31:01 -03:00

Parameters

Pass command line parameters values as string (#4819)

2020-10-06 10:19:56 -03:00

Scheduling

Reduce Travis Log (#5039)

2020-12-17 12:59:13 -03:00

Securities

Fix FOPs maintenance margin requirements (#5559)

2021-05-14 14:02:56 -03:00

Statistics

Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)

2021-05-13 20:25:19 -03:00

Storage

Check whether storage directory exists before enumerating it (#5432)

2021-03-29 13:32:28 -07:00

Util

Adjust Volume for Splits (#5525)

2021-05-17 16:47:44 -03:00

BinaryComparisonTests.cs

Add OptionStrategyMatcher (#4924)

2020-12-02 18:42:24 -03:00

BrokerageNameTests.cs

Enable python and CSharp debugging

2019-08-12 22:03:13 -03:00

CurrenciesTests.cs

Reuse symbol properties database for currency conversions (#4710)

2020-09-14 15:12:17 -03:00

ExpiryTests.cs

Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods

2020-04-02 02:35:47 +01:00

ExtendedDictionaryTests.cs

Updates SPY Market Data (#5493)

2021-04-19 13:31:01 -03:00

GlobalTest.cs

Bug algoseek taq writes tick exchanges correctly (#5301)

2021-02-16 12:51:08 -03:00

IsolatorLimitResultProviderTests.cs

Fix Warnings V2 (#5436)

2021-04-02 11:20:01 -07:00

IsolatorTests.cs

Making WorkerThread static

2020-01-14 11:31:58 -03:00

MarketTests.cs

Move market maps to the Market class

2015-11-24 15:09:48 -05:00

OrderTargetsByMarginImpactTests.cs

Updates Fundamental Data (#5502)

2021-05-11 17:54:45 -03:00

OSTests.cs

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

ParseTests.cs

Add StringExtensions and Parse utilizing CultureInfo.InvariantCulture

2019-08-16 18:08:28 -03:00

ProtobufSerializationTests.cs

Add primary exchage to map files (#5194)

2021-01-21 18:46:12 -03:00

SeriesSamplerTests.cs

Updated charting lib to use series indexes instead of chart types. Obsolete ChartType enum

2015-12-10 13:03:50 -05:00

SeriesTests.cs

Fixes bug in series sampler with duplicate times

2015-05-12 13:16:24 -04:00

StringExtensionsTests.cs

fix date parsing: TwelveCharacter dateformat can't be parsed properly;

2020-07-31 17:53:55 +03:00

SymbolCacheTests.cs

Append type to custom data symbol

2019-09-24 10:34:35 -03:00

SymbolRepresentationTests.cs

Fixes weeklies parsing, causing certain futures to be inaccessible in QCAlgorithm (#4936)

2020-11-20 11:58:49 -03:00

SymbolTests.cs

Adding Symbol.Canonical (#5383)

2021-03-11 18:38:20 -03:00

TimeKeeperTests.cs

Adds international/timezone support

2015-07-08 18:45:34 -04:00

TimeTests.cs

Updates and improvements to ToolBox projects (#5537)

2021-05-14 17:06:47 -03:00

TimeZoneOffsetProviderTests.cs

Fix infinite loop at ExchangeRoundDownInTimeZone

2018-08-09 14:26:04 -03:00

TimeZonesTest.cs

Reduce Travis Log (#5039)

2020-12-17 12:59:13 -03:00