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Louis Szeto 9f15ca4c9c
Build & Test Lean / build (push) Has been cancelled
feature-<#5631>-<Create SpreadExecutionModel> (#5633) 
* Create SpreadExecutionModel.py

* Update SpreadExecutionModel.py

* Update SpreadExecutionModel.py

* Update SpreadExecutionModel.py

* Update SpreadExecutionModel.py

* Update SpreadExecutionModel.py

* Update SpreadExecutionModel.py

* Update SpreadExecutionModel.py

* Create SpreadExecutionModel.cs

* Create SpreadExecutionModelTests.cs

* Update SpreadExecutionModelTests.cs

* Update SpreadExecutionModel.cs

* Update SpreadExecutionModelTests.cs

* Update SpreadExecutionModel.cs

* Update SpreadExecutionModel.cs

* Update SpreadExecutionModelTests.cs

* Update SpreadExecutionModel.cs

* Update QuantConnect.Algorithm.Framework.csproj

* Create SpreadExecutionModelRegressionAlgorithm.py

* Update SpreadExecutionModelTests.cs

* Update SpreadExecutionModelTests.cs

* Update SpreadExecutionModelTests.cs

* Update SpreadExecutionModelTests.cs

* Update SpreadExecutionModel.py

* Update SpreadExecutionModel.cs

* Address review

- Adding CSharp regression algorithm implementation
- Updating unit tests, minor format changes

* Address review. Add comment and Abs spread percent

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2021-06-09 14:55:00 -03:00
..
Alphas
Fix Warnings V2 (#5436)
2021-04-02 11:20:01 -07:00
Execution
feature-<#5631>-<Create SpreadExecutionModel> (#5633)
2021-06-09 14:55:00 -03:00
Portfolio
Return empty targets list if no insights are given (#5548)
2021-05-13 19:29:00 -03:00
Properties
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
Risk
bug-#4846-Fail on restart investing after liquidation on MaximumDrawdownPercentPortfolio.py (#4847)
2020-10-15 13:34:08 -03:00
Selection
Remove SecurityInitializer from Universe Selection (#5418)
2021-05-28 14:53:13 -03:00
NotifiedSecurityChanges.cs
Call dispose on IDisposable entries when removed
2019-12-10 18:54:39 -05:00
QuantConnect.Algorithm.Framework.csproj
feature-<#5631>-<Create SpreadExecutionModel> (#5633)
2021-06-09 14:55:00 -03:00