Louis Szeto dff92ac85e Fix BlackLittermanPortfolioConstructionModel (#6603) ...

* Remove redundant dimension that throw error

* Fix bug

* Fix bug

* Add dimension test

* Fix test and bug

* Fix python bug

* Address peer review

* Update python workflow

* Update python and test

2022-09-01 16:43:23 -03:00

..

Framework

Fix BlackLittermanPortfolioConstructionModel (#6603)

2022-09-01 16:43:23 -03:00

AlgorithmAddDataTests.cs

Fixes HistoryProviderManager slice merging by using algortime for all slices (#6226)

2022-02-18 20:43:33 -03:00

AlgorithmAddSecurityTests.cs

Support extended market hours for futures (#6522)

2022-08-18 10:56:44 -03:00

AlgorithmAddUniverseTests.cs

Adds ETF(...) to UniverseDefinitions (#5873)

2021-08-25 11:22:31 -03:00

AlgorithmBenchmarkTests.cs

Algorithm Sampling and Statistics Fixes (#5936)

2021-10-05 19:31:25 -03:00

AlgorithmDownloadTests.cs

Refactor Api (#5251)

2021-06-07 11:37:44 -03:00

AlgorithmGetParameterTests.cs

Fix 'GetParameter()' ambiguous call error when no default parameter is provided (#6541)

2022-08-11 18:45:00 -03:00

AlgorithmHistoryTests.cs

Include trades and quotes in tick history request (#6595)

2022-08-30 19:03:11 -03:00

AlgorithmInitializeTests.cs

Enable parallel unit testing

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

AlgorithmLiveTradingTests.cs

Refactor Delistings Processing (#6059)

2021-11-17 17:43:35 -03:00

AlgorithmPlottingTests.cs

Disable live trading warmup plotting (#6393)

2022-06-09 17:27:55 -03:00

AlgorithmRegisterIndicatorTests.cs

Bump pythonNet version 2.0.12 (#6310)

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

AlgorithmResolveConsolidatorTests.cs

Update to python38 and libraries (#6558)

2022-08-22 13:54:02 -03:00

AlgorithmSetBrokerageTests.cs

Bump pythonNet version 2.0.12 (#6310)

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

AlgorithmSetHoldingsTests.cs

fixed problems with testcasesource (#5722)

2021-07-06 12:04:04 -03:00

AlgorithmSettingsTest.cs

Fix Lean Warnings V1 (#5408)

2021-03-22 11:08:48 -07:00

AlgorithmSubscriptionManagerRemoveConsolidatorTests.cs

Enable parallel unit testing

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

AlgorithmTradingTests.cs

Support market orders for futures and FOPs on extended hours (#6575)

2022-08-24 11:04:52 -03:00

AlgorithmUniverseSettingsTests.cs

DataNormalizationMode Applies to AddSecurity (#5528)

2021-05-10 20:58:50 -03:00

AlgorithmWarmupTests.cs

Add WarmUpResolution pass through (#6487)

2022-07-18 13:47:04 -03:00

CashModelAlgorithmTradingTests.cs

Reconcile the Market Opening for Futures and Scheduled Events (#6397)

2022-06-15 13:47:00 -03:00