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quantconnect--lean/Tests/Algorithm
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Louis Szeto 0ed6d7e8b0
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Remove annualization in MeanVarianceOptimizationPCM (#7053) 
* remove annualization

* Update python optimizer to best fit in convex problem

* rerun test

* test metric

* Add comment to explain using simple return

* Add unit test on PR
2023-03-08 14:13:38 -03:00
..
Framework
Remove annualization in MeanVarianceOptimizationPCM (#7053)
2023-03-08 14:13:38 -03:00
AlgorithmAddDataTests.cs
CryptoFutures adjustments (#6836)
2023-01-05 18:07:01 -03:00
AlgorithmAddSecurityTests.cs
Feature Perpetual Crypto Futures (#6807)
2022-12-30 13:58:11 -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
Custom data type history API usage in Python (#6971)
2023-02-20 16:21:37 -03:00
AlgorithmIndicatorsTests.cs
Use selector on indicator warm up (#6746)
2022-11-15 19:59:59 -03:00
AlgorithmInitializeTests.cs
Normalize Algorithm EndDate Initilization (#6672)
2022-10-05 20:20:16 -03:00
AlgorithmLiveTradingTests.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
AlgorithmPlottingTests.cs
Make PlotIndicator able to receive IndicatorBase (#6745)
2022-11-15 11:49:55 -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
Combo orders (#6813)
2023-01-06 17:58:43 -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
Uset GoodTilDate TIF for MOO and MOC orders (#7001)
2023-02-23 17:38:44 -03:00
AlgorithmUniverseSettingsTests.cs
DataNormalizationMode Applies to AddSecurity (#5528)
2021-05-10 20:58:50 -03:00
AlgorithmWarmupTests.cs
Fix warmup live time zone (#6612)
2022-09-02 18:30:46 -03:00
CashModelAlgorithmTradingTests.cs
Combo orders (#6813)
2023-01-06 17:58:43 -03:00
UniverseDefinitionsTests.cs
Fix UniverseDefinitions.ETF|Index overloads (#7006)
2023-02-24 16:35:35 -03:00