quantconnect--lean

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Jhonathan Abreu 69dd4fc638

Regression Tests / build (push) Has been cancelled

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Research Regression Tests / build (push) Has been cancelled

Fixed bug for trailing stop model tracking original security price (#6356 )

* Reproduce TrailingStopRiskManagementModel bug with test case

* Fix TrailingStopRiskManagementModel to make it relative to max price

* Adapted old TrailingStopRiskManagementModel test to new implementation

* Fix TrailingStopRiskManagementModel Python version

* Fixed TrailingStopRiskFrameworkAlgorithm regression tests data

* Handling both long and short positions in TrailingStopRiskManagementModel

* Traking holdings value instead of unrealized profit in TrailingStopRiskManagementModel

* Checking for position side change in TrailingStopRiskManagementModel

* Handling immediate liquidation in TrailingStopRiskManagementModel

2022-05-26 19:50:54 -03:00

Alphas

Set default constructor values to match those in Python (#6348 )

2022-05-23 21:31:48 -03:00

Execution

Alpha Streams Improvements. Python Imports (#5874 )

2021-08-24 11:15:48 -03:00

Portfolio

Bump pythonNet version 2.0.12 (#6310 )

2022-05-02 14:38:50 -03:00

Properties

Remove all nuspec files (#5311 )