Alexandre Catarino
96f42eb591
Build & Test Lean / build (push) Has been cancelled
* Updates Fundamental Data * Updates Regression Algorithms - `CoarseFundamentalTop3Algorithm` - New coarse has higher `DollarVolume` for `FB` - `CoarseNoLookAheadBiasAlgorithm` - Change from `SPY` update not included in #5493 - `SectorExposureRiskFrameworkAlgorithm` - `HasFundamentalData` was false for `GOOG` on 20140401 and 20140402. * Updates Unit Tests Minor changes in expected values * Updates Regression Tests Should have been included in #5493: - `OptionsExpiredContractRegression` - `FuturesExpiredContractRegression` * Adjusted Quantity By Lot Size in OrderTargetsByMarginImpact `OrderTargetsByMarginImpact` didn't calculate the order value with the quantity adjusted by order size which less to values that did not reflect the actual order value. It has a particular affect in `SectorExposureRiskFrameworkAlgorithm` where the Python and C# versions have the same orders but placed in a different sequence because of decimal/double precision. * Reduce dictionary access x3 on OrderTargetsByMarginImpact Co-authored-by: Martin-Molinero <martin@quantconnect.com>