Files
quantconnect--lean/Engine/QuantConnect.Lean.Engine.csproj
T
Adalyat Nazirov 7bb143b215 Bug 4031 Change data depending on configuration (#4650)
* Calculate both raw and adjuasted prices for backtesting

* disable second price factoring

* move and reuse method

* test coverage for new methods

* reuse scaling method

* reuse subscriptionData.Create method

* removed unused code

* regression test

* switch to aapl

* fix regression test output

* more asserts

* fix comments - reduce shortcuts and abbrevation

* more comments

* merge parameters

* reduce number of getting price factors

* fix tests

* fix tests

* fix regression tests

* calculate TotalReturn on demand

* include TotalReturn calculations

* perf tuning

* more unit tests for SubscriptionData.Create

* simplify things - store and return only raw and precalculated data

* fix regression tests; change it back

* factor equals 1 for Raw data

* small changes

* follow code style

* implement backward compatibility
2020-09-09 18:40:19 -03:00

439 lines
27 KiB
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<Error Condition="!Exists('..\packages\Microsoft.CodeQuality.Analyzers.2.9.3\build\Microsoft.CodeQuality.Analyzers.props')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\Microsoft.CodeQuality.Analyzers.2.9.3\build\Microsoft.CodeQuality.Analyzers.props'))" />
<Error Condition="!Exists('..\packages\Microsoft.NetCore.Analyzers.2.9.3\build\Microsoft.NetCore.Analyzers.props')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\Microsoft.NetCore.Analyzers.2.9.3\build\Microsoft.NetCore.Analyzers.props'))" />
<Error Condition="!Exists('..\packages\Microsoft.NetFramework.Analyzers.2.9.3\build\Microsoft.NetFramework.Analyzers.props')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\Microsoft.NetFramework.Analyzers.2.9.3\build\Microsoft.NetFramework.Analyzers.props'))" />
<Error Condition="!Exists('..\packages\Microsoft.CodeAnalysis.FxCopAnalyzers.2.9.3\build\Microsoft.CodeAnalysis.FxCopAnalyzers.props')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\Microsoft.CodeAnalysis.FxCopAnalyzers.2.9.3\build\Microsoft.CodeAnalysis.FxCopAnalyzers.props'))" />
<Error Condition="!Exists('..\packages\QuantConnect.pythonnet.1.0.5.30\build\QuantConnect.pythonnet.targets')" Text="$([System.String]::Format('$(ErrorText)', '..\packages\QuantConnect.pythonnet.1.0.5.30\build\QuantConnect.pythonnet.targets'))" />
</Target>
<Import Project="..\packages\QuantConnect.pythonnet.1.0.5.30\build\QuantConnect.pythonnet.targets" Condition="Exists('..\packages\QuantConnect.pythonnet.1.0.5.30\build\QuantConnect.pythonnet.targets')" />
<!-- To modify your build process, add your task inside one of the targets below and uncomment it.
Other similar extension points exist, see Microsoft.Common.targets.
<Target Name="BeforeBuild">
</Target>
<Target Name="AfterBuild">
</Target>
-->
</Project>