Martin-Molinero cb326788b3 Filter out small orders based on Setting (#5776) ...

* Filter out small orders based on Setting

- BuyingPowerModel will filter out small orders based on algorithm
  setting, a % of PTV, instead of hard coded 1 share value. Addin unit
  and regression tests
- Updating regression algorithms to use new setting, reduce order trades

* Update regression algorithms

2021-07-19 13:17:51 -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

Updates Equity Market Data (#5576)

2021-06-17 14:04:51 -03:00

Exceptions

QC PythonNet 2.0 (#5376)

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

Notifications

Implement Python overload of Notify.Web for PyObject Headers (#5749)

2021-07-08 21:07:19 -03:00

Orders

Refactor python algorithm import (#5657)

2021-06-15 19:06:06 -03:00

Packets

Rename data permissions (#5753)

2021-07-09 22:59:14 -03:00

Parameters

Pass command line parameters values as string (#4819)

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

Scheduling

Scheduled Events for Start/End Week/Month Fix (#5690)

2021-06-22 14:20:00 -03:00

Securities

Filter out small orders based on Setting (#5776)

2021-07-19 13:17:51 -03:00

Statistics

Updates Equity Market Data (#5576)

2021-06-17 14:04:51 -03:00

Storage

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

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

Util

Updates Equity Market Data (#5576)

2021-06-17 14:04:51 -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 Equity Market Data (#5576)

2021-06-17 14:04:51 -03:00

GlobalTest.cs

Bug algoseek taq writes tick exchanges correctly (#5301)

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

IsolatorLimitResultProviderTests.cs

test fails sometimes from a race to check value (#5720)

2021-07-05 19:03:12 -03:00

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

Fix build: Holding.Type is not setable (#5628)

2021-06-03 21:03:18 -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

Encode/Decode Extension Addition (#5708)

2021-06-25 17:50:55 -03:00

SymbolCacheTests.cs

Append type to custom data symbol

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

SymbolJsonConverterTests.cs

SymbolJsonConverter improvements (#5683)

2021-06-21 21:02:46 -03:00

SymbolRepresentationTests.cs

Fix Futures SymbolRepresentation disambiguation of ticker with limited year information (#5715)

2021-06-29 17:37:06 -03:00

SymbolTests.cs

SymbolJsonConverter improvements (#5683)

2021-06-21 21:02:46 -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