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Jhonathan Abreu 0b661e70c1
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Fix combo order direction determination (#7066) 
* Fix fill quantity using group order quantity for combo orders

* Add Order's ComboQuantity property

* Add Order's ComboDirection property

* Minor changes and regression algorithms update

* Minor changes

* Update algorithms stats

* Minor changes and regression algorithms update

* Store the full quantity for each combo order leg in Quantity property instead of the ratio

* Minor changes and regression algorithms update

* A few fixes after pair programming

* Handle grouping position reduction

---------

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2023-03-21 12:26:50 -03:00
..
Benchmarks
Enable parallel unit testing
2020-04-27 17:45:53 -03:00
Brokerages
Check minimum Forex limits in IB Brokerage Model (#6881)
2023-02-08 16:40:18 -03:00
Commands
Order command improvements (#6584)
2022-08-25 15:53:11 -03:00
Data
Handle price discontinuity on volatility models (#7058)
2023-03-13 13:11:30 -03:00
Exceptions
Update to python38 and libraries (#6558)
2022-08-22 13:54:02 -03:00
Notifications
Bump pythonNet version 2.0.12 (#6310)
2022-05-02 14:38:50 -03:00
Orders
Fix combo order direction determination (#7066)
2023-03-21 12:26:50 -03:00
Packets
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
Parameters
Pass command line parameters values as string (#4819)
2020-10-06 10:19:56 -03:00
Python
Fix adding Python additional paths in research (#6699)
2022-10-21 12:11:10 -03:00
Scheduling
Update CME futures market hours (#6607)
2022-09-02 12:33:50 -03:00
Securities
Performance Improvements (#7064)
2023-03-14 12:00:42 -03:00
Statistics
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
Storage
Fix ObjectStore limits enforcement (#6609)
2022-09-01 13:52:11 -03:00
Util
Improve aggregation helper methods (#7100)
2023-03-20 16:08:25 -03:00
AlgorithmConfigurationTests.cs
Add algorithm parameters to result (#6878)
2023-02-09 12:55:30 -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
Parsing all currencies in a number with currency (#6599)
2022-08-30 19:02:21 -03:00
DataMonitorReportTests.cs
Data monitor (#6725)
2022-11-09 17:38:34 -03:00
DocumentationAttributeTest.cs
Add documentation attribute (#6094)
2021-12-03 18:23:06 -03:00
ExchangeTest.cs
Minor Exchanges cleanup (#6100)
2021-12-06 19:27:27 -03:00
ExpiryTests.cs
Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods
2020-04-02 02:35:47 +01:00
ExtendedDictionaryTests.cs
Refactor alpha statistics phase I (#7055)
2023-03-10 13:12:23 -03:00
HoldingTests.cs
Fix result handler live holdings (#6478)
2022-07-12 18:31:35 -03:00
IsolatorLimitResultProviderTests.cs
Fix bug in ConsumeMultipleMinutes() test (#6083)
2021-11-30 21:44:42 -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
Alpha Streams improvements (#5887)
2021-09-01 13:12:26 -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
Performance improvements and fixes (#6330)
2022-05-13 15:04:09 -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
Remove Quandl from LEAN (#6110)
2022-01-12 12:10:20 -03:00
SymbolJsonConverterTests.cs
Expand Index option support (#6849)
2023-01-12 16:39:02 -03:00
SymbolRepresentationTests.cs
Expand Index option support (#6849)
2023-01-12 16:39:02 -03:00
SymbolTests.cs
Expand Index option support (#6849)
2023-01-12 16:39:02 -03:00
TimeKeeperTests.cs
Adds international/timezone support
2015-07-08 18:45:34 -04:00
TimeTests.cs
Move bar aggregators to utils, add time overloads & add check of orderType for Kraken (#5969)
2021-10-08 17:59:32 -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