quantconnect--lean

Files

T

Louis Szeto 20e9fd7899 bug-#4846-Fail on restart investing after liquidation on MaximumDrawdownPercentPortfolio.py (#4847 )

* Fail on restart investing after liquidation

I added a line so that the trailing high value could be rebalanced and the investment process won't be stop by high value always more than current value by drawdown percent.

* Update MaximumDrawdownPercentPortfolio.py

* Fix for MaximumDrawdownPercentPortfolio

- Fix C# MaximumDrawdownPercentPortfolio to reset portfolio value after
  liquidation. Only reset once we have actually adjusted some targets.
  Updating regression algorithms.

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>

2020-10-15 13:34:08 -03:00

Alphas

Add missing Invariant usages in alpha models and unit tests

2019-10-01 11:00:04 +02:00

Execution

Order sizing fix

2020-02-11 13:17:10 -03:00

Portfolio

Fix unclosed summary tag

2020-06-17 20:27:40 +02:00

Properties

Add assembly descriptions (#4442 )