Tags: cnaccio/Lean
Tags
feat(ToolBox\IQFeed): prevent unordered ticks to be processed (QuantC… …onnect#4884) closes QuantConnect#4649
Add decimal places as parameters to get dividends with arbitrary prec… …ision (QuantConnect#4883) * Add decimal places as parameters to get dividends with arbitrary precision Also, increase precision when generating strings from factor files rows. * Add xml documentation entries for new optional arguments.
Adds CustomBuyingPowerModelAlgorithm (QuantConnect#4824) * Adds CustomBuyingPowerModelAlgorithm This algorithms is an example on how to implement a custom buying power model. In this particular case, it shows how to override `HasSufficientBuyingPowerForOrder` in order to place orders without sufficient buying power according to the default model. * Upgrades CustomModelsAlgorithm to Include CustomBuyingPowerModel The custom buying power model overrides `HasSufficientBuyingPowerForOrderResult` but it doesn't change the trades and, consequently, the regression statistics.
Allow account currency to be overridden by the algorithm (QuantConnec… …t#4856) * Allow account currency to be overridden by the algorithm * Fix failing unit test * Address review - Revert removal of call check in SecurityPortfolioManager.SetAccountCurrency - Revert changes to unit tests - IBrokerage.AccountBaseCurrency now defaults to null - BrokerageSetupHandler will not change the algorithm's account currency if the brokerage returns null, allowing the algorithm to call SetAccountCurrency in Initialize
Fix Toolbox tickers parsing (QuantConnect#4876) - Fix ToolBox tickers parsing, adding unit test.
Ignore composer ThreadAbort Exception (QuantConnect#4870) - Composer inner task will not log exception if it's of type Thread abort, which means we are shutting down.
Standardize API.cs to use JSON Objects (QuantConnect#4868) * Standardize API to use JSON Objects * Address review
bug-QuantConnect#4846-Fail on restart investing after liquidation on … …MaximumDrawdownPercentPortfolio.py (QuantConnect#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>
PreviousNext