Tags: meirm/Lean
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Fix regression tests on case-sensitive filesystems (QuantConnect#5542)
Updates Fundamental Data (QuantConnect#5502) * Updates Fundamental Data * Updates Regression Algorithms - `CoarseFundamentalTop3Algorithm` - New coarse has higher `DollarVolume` for `FB` - `CoarseNoLookAheadBiasAlgorithm` - Change from `SPY` update not included in QuantConnect#5493 - `SectorExposureRiskFrameworkAlgorithm` - `HasFundamentalData` was false for `GOOG` on 20140401 and 20140402. * Updates Unit Tests Minor changes in expected values * Updates Regression Tests Should have been included in QuantConnect#5493: - `OptionsExpiredContractRegression` - `FuturesExpiredContractRegression` * Adjusted Quantity By Lot Size in OrderTargetsByMarginImpact `OrderTargetsByMarginImpact` didn't calculate the order value with the quantity adjusted by order size which less to values that did not reflect the actual order value. It has a particular affect in `SectorExposureRiskFrameworkAlgorithm` where the Python and C# versions have the same orders but placed in a different sequence because of decimal/double precision. * Reduce dictionary access x3 on OrderTargetsByMarginImpact Co-authored-by: Martin-Molinero <martin@quantconnect.com>
Add new C# and Python libraries (QuantConnect#5536) * Add new C# and Python libraries * Remove C# changes * Update System.Reflection.Emit to 4.7.0 * Add scikit-learn-extra
Fix IsReady and WarmUpPeriod for RateOfChange (QuantConnect#5501) * Redefine IsReady and WarmUpPeriod * Update warm up periods of other indicators to account for ROC warmup change * Update regressions affected by this change (because of HistoricalReturnsAlphaModel using ROC) * Add simple unit test for issue QuantConnect#5491 * Cleanup warmup period math and add comments Co-authored-by: Colton Sellers <Colton.R.Sellers@gmail.com>
Consolidate SetupHandlers (QuantConnect#5529) * Reconcile and consolidate SetupHandlers * Centralize GetConfiguredDataFeeds() * nit - extra space * Check for null, also allow null to be passed back if no config value * Fix breaking test * Cleanup * fix return var * remove unneeded if/else * Minor changes Co-authored-by: Martin-Molinero <martin@quantconnect.com>
Consolidate SetupHandlers (QuantConnect#5529) * Reconcile and consolidate SetupHandlers * Centralize GetConfiguredDataFeeds() * nit - extra space * Check for null, also allow null to be passed back if no config value * Fix breaking test * Cleanup * fix return var * remove unneeded if/else * Minor changes Co-authored-by: Martin-Molinero <martin@quantconnect.com>
Consolidate SetupHandlers (QuantConnect#5529) * Reconcile and consolidate SetupHandlers * Centralize GetConfiguredDataFeeds() * nit - extra space * Check for null, also allow null to be passed back if no config value * Fix breaking test * Cleanup * fix return var * remove unneeded if/else * Minor changes Co-authored-by: Martin-Molinero <martin@quantconnect.com>
Consolidate SetupHandlers (QuantConnect#5529) * Reconcile and consolidate SetupHandlers * Centralize GetConfiguredDataFeeds() * nit - extra space * Check for null, also allow null to be passed back if no config value * Fix breaking test * Cleanup * fix return var * remove unneeded if/else * Minor changes Co-authored-by: Martin-Molinero <martin@quantconnect.com>
Consolidate SetupHandlers (QuantConnect#5529) * Reconcile and consolidate SetupHandlers * Centralize GetConfiguredDataFeeds() * nit - extra space * Check for null, also allow null to be passed back if no config value * Fix breaking test * Cleanup * fix return var * remove unneeded if/else * Minor changes Co-authored-by: Martin-Molinero <martin@quantconnect.com>
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