Will Tindall ed9fb4a194 Add Unit Tests for IPortfolioOptimizer Classes (#7691) ...

* MaximumSharpeRatioPortfolioOptimizerTests

* MinimumVariancePortfolioOptimizerTests

* UnconstrainedMeanVariancePortfolioOptimizerTests

* Addressed comments

* Address comments v2

* Refactored tests with base test class. Added Python wrapper tests

Base test class and python wrapper tests

2024-01-19 12:14:05 -03:00

..

Framework

Add Unit Tests for IPortfolioOptimizer Classes (#7691)

2024-01-19 12:14:05 -03:00

AlgorithmAddDataTests.cs

CryptoFutures adjustments (#6836)

2023-01-05 18:07:01 -03:00

AlgorithmAddSecurityTests.cs

Avoid adding extra index subscriptions in AddOptionContract (#7479)

2023-09-21 11:30:05 -03:00

AlgorithmAddUniverseTests.cs

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

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

AlgorithmBenchmarkTests.cs

Refactor alpha statistics phase I (#7055)

2023-03-10 13:12:23 -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

Fix bug in GetLastKnownPrices() method (#7649)

2023-12-29 13:24:18 -03:00

AlgorithmIndicatorsTests.cs

Implied Volatility Indicator for Options (#7680)

2024-01-18 13:50:49 -03:00

AlgorithmInitializeTests.cs

Improves Validates_SetEndTime Test (#7147)

2023-03-28 11:01:04 -03:00

AlgorithmLiveTradingTests.cs

Remove securities from algorithm collection (#7573)

2023-11-15 17:09:43 -03:00

AlgorithmPlottingTests.cs

Plotting Limits Handling Improvements (#7657)

2024-01-03 14:21:13 -03:00

AlgorithmRegisterIndicatorTests.cs

Fix indicator name generation method (#7335)

2023-06-27 16:03:43 -03:00

AlgorithmResolveConsolidatorTests.cs

Update to python38 and libraries (#6558)

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

AlgorithmSetBrokerageTests.cs

Shortable modeling improvements (#7579)

2023-11-16 16:25:56 -03:00

AlgorithmSetHoldingsTests.cs

Combo orders (#6813)

2023-01-06 17:58:43 -03:00

AlgorithmSettingsTest.cs

Flexible trading days per year property (#7690)

2024-01-17 14:45:57 -03:00

AlgorithmSubscriptionManagerRemoveConsolidatorTests.cs

Enable parallel unit testing

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

AlgorithmTradingTests.cs

feat: gdax -> coinbase (#7633)

2024-01-05 16:57:19 -03:00

AlgorithmUniverseSettingsTests.cs

DataNormalizationMode Applies to AddSecurity (#5528)

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

AlgorithmWarmupTests.cs

Cleanup data cache provider in tests (#7588)

2023-11-21 16:48:36 -03:00

CashModelAlgorithmTradingTests.cs

feat: gdax -> coinbase (#7633)

2024-01-05 16:57:19 -03:00

UniverseDefinitionsTests.cs

Updated UniverseDefinitions.ETF|Index overloads for Python compatibility. (#7480)

2023-09-21 18:12:27 -03:00