Minor data fixes

jhonabreul · Dec 27, 2024 · 079fcfd · 079fcfd
1 parent e5ac38a
commit 079fcfd
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Showing 50 changed files with 114 additions and 55 deletions.
diff --git a/Algorithm.CSharp/BasicTemplateContinuousFutureAlgorithm.cs b/Algorithm.CSharp/BasicTemplateContinuousFutureAlgorithm.cs
@@ -18,7 +18,6 @@
 using QuantConnect.Orders;
 using QuantConnect.Interfaces;
 using System.Collections.Generic;
-using System.Linq;
 using QuantConnect.Data.UniverseSelection;
 using QuantConnect.Indicators;
 using QuantConnect.Securities;
@@ -118,7 +117,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 162530;
+        public long DataPoints => 162555;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs b/Algorithm.CSharp/BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
@@ -123,7 +123,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 504483;
+        public long DataPoints => 504508;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/BasicTemplateFutureRolloverAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFutureRolloverAlgorithm.cs
@@ -176,7 +176,7 @@ public void Dispose()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 712;
+        public long DataPoints => 727;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/BasicTemplateFuturesAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesAlgorithm.cs
@@ -149,7 +149,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 40303;
+        public long DataPoints => 40308;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -169,7 +169,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
             {"Total Orders", "2700"},
             {"Average Win", "0.00%"},
             {"Average Loss", "0.00%"},
-            {"Compounding Annual Return", "-99.777%"},
+            {"Compounding Annual Return", "-99.597%"},
             {"Drawdown", "4.400%"},
             {"Expectancy", "-0.724"},
             {"Start Equity", "1000000"},

diff --git a/Algorithm.CSharp/BasicTemplateFuturesDailyAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesDailyAlgorithm.cs
@@ -127,7 +127,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 5830;
+        public virtual long DataPoints => 5845;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/BasicTemplateFuturesHourlyAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesHourlyAlgorithm.cs
@@ -36,7 +36,7 @@ public class BasicTemplateFuturesHourlyAlgorithm : BasicTemplateFuturesDailyAlgo
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 25281;
+        public override long DataPoints => 25296;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm

diff --git a/Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketAlgorithm.cs
@@ -149,7 +149,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 117074;
+        public long DataPoints => 117079;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketDailyAlgorithm.cs
@@ -36,7 +36,7 @@ public class BasicTemplateFuturesWithExtendedMarketDailyAlgorithm : BasicTemplat
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 6206;
+        public override long DataPoints => 6221;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm

diff --git a/Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm.cs
@@ -41,7 +41,7 @@ public class BasicTemplateFuturesWithExtendedMarketHourlyAlgorithm : BasicTempla
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 69693;
+        public override long DataPoints => 69708;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm

diff --git a/Algorithm.CSharp/ContinuousBackMonthRawFutureRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousBackMonthRawFutureRegressionAlgorithm.cs
@@ -139,7 +139,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 162526;
+        public long DataPoints => 162551;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/ContinuousFutureBackMonthRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFutureBackMonthRegressionAlgorithm.cs
@@ -155,7 +155,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 172653;
+        public long DataPoints => 172678;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/ContinuousFutureHistoryRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFutureHistoryRegressionAlgorithm.cs
@@ -120,7 +120,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 5454;
+        public virtual long DataPoints => 5469;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -160,7 +160,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
             {"Tracking Error", "0"},
             {"Treynor Ratio", "0"},
             {"Total Fees", "$2.15"},
-            {"Estimated Strategy Capacity", "$100000000.00"},
+            {"Estimated Strategy Capacity", "$130000000.00"},
             {"Lowest Capacity Asset", "ES VP274HSU1AF5"},
             {"Portfolio Turnover", "41.23%"},
             {"OrderListHash", "b9f8e1a0704c086944e5df07e0ab04d6"}

diff --git a/Algorithm.CSharp/ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFutureHistoryTimeSpanWarmupRegressionAlgorithm.cs
@@ -34,6 +34,6 @@ public override void Initialize()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 9064;
+        public override long DataPoints => 9079;
     }
 }
diff --git a/Algorithm.CSharp/ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFutureLimitIfTouchedOrderRegressionAlgorithm.cs
@@ -78,7 +78,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 10878;
+        public long DataPoints => 10883;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -98,7 +98,7 @@ public override void OnEndOfAlgorithm()
             {"Total Orders", "1"},
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "-99.258%"},
+            {"Compounding Annual Return", "-99.012%"},
             {"Drawdown", "6.300%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},

diff --git a/Algorithm.CSharp/ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm.cs
@@ -188,7 +188,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 159259;
+        public virtual long DataPoints => 159274;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/ContinuousFutureRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFutureRegressionAlgorithm.cs
@@ -173,7 +173,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 162530;
+        public long DataPoints => 162555;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/...thm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs b/...thm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
@@ -33,6 +33,6 @@ public class ContinuousFutureRolloverDailyExchangeTimeZoneAheadOfDataRegressionA
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 456;
+        public override long DataPoints => 471;
     }
 }
diff --git a/...hm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs b/...hm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
@@ -33,6 +33,6 @@ public class ContinuousFutureRolloverDailyExchangeTimeZoneBehindOfDataRegression
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 464;
+        public override long DataPoints => 479;
     }
 }
diff --git a/...ithm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegressionAlgorithm.cs b/...ithm.CSharp/ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
@@ -33,6 +33,6 @@ public class ContinuousFutureRolloverDailyExchangeTimeZoneSameAsDataRegressionAl
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 456;
+        public override long DataPoints => 471;
     }
 }
diff --git a/...ithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs b/...ithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
@@ -33,6 +33,6 @@ public class ContinuousFutureRolloverHourExchangeTimeZoneAheadOfDataRegressionAl
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 7409;
+        public override long DataPoints => 7424;
     }
 }
diff --git a/...thm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs b/...thm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
@@ -33,6 +33,6 @@ public class ContinuousFutureRolloverHourExchangeTimeZoneBehindOfDataRegressionA
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 7425;
+        public override long DataPoints => 7440;
     }
 }
diff --git a/...rithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegressionAlgorithm.cs b/...rithm.CSharp/ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
@@ -33,6 +33,6 @@ public class ContinuousFutureRolloverHourExchangeTimeZoneSameAsDataRegressionAlg
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 7419;
+        public override long DataPoints => 7434;
     }
 }
diff --git a/...hm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs b/...hm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRegressionAlgorithm.cs
@@ -33,6 +33,6 @@ public class ContinuousFutureRolloverMinuteExchangeTimeZoneAheadOfDataRegression
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 444144;
+        public override long DataPoints => 444159;
     }
 }
diff --git a/...m.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs b/...m.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataRegressionAlgorithm.cs
@@ -33,6 +33,6 @@ public class ContinuousFutureRolloverMinuteExchangeTimeZoneBehindOfDataRegressio
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 445108;
+        public override long DataPoints => 445123;
     }
 }
diff --git a/...thm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataRegressionAlgorithm.cs b/...thm.CSharp/ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataRegressionAlgorithm.cs
@@ -33,6 +33,6 @@ public class ContinuousFutureRolloverMinuteExchangeTimeZoneSameAsDataRegressionA
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 444742;
+        public override long DataPoints => 444757;
     }
 }
diff --git a/Algorithm.CSharp/ContinuousFuturesDailyRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFuturesDailyRegressionAlgorithm.cs
@@ -109,7 +109,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 833;
+        public long DataPoints => 848;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/DelistedFutureLiquidateDailyRegressionAlgorithm.cs b/Algorithm.CSharp/DelistedFutureLiquidateDailyRegressionAlgorithm.cs
@@ -28,7 +28,7 @@ public class DelistedFutureLiquidateDailyRegressionAlgorithm : DelistedFutureLiq
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 1220;
+        public override long DataPoints => 1235;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm

diff --git a/Algorithm.CSharp/DelistedFutureLiquidateRegressionAlgorithm.cs b/Algorithm.CSharp/DelistedFutureLiquidateRegressionAlgorithm.cs
@@ -92,7 +92,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 288125;
+        public virtual long DataPoints => 288140;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs b/Algorithm.CSharp/EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
@@ -130,7 +130,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 36198;
+        public long DataPoints => 36213;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -150,7 +150,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Total Orders", "8"},
             {"Average Win", "0.69%"},
             {"Average Loss", "-2.47%"},
-            {"Compounding Annual Return", "-99.966%"},
+            {"Compounding Annual Return", "-99.946%"},
             {"Drawdown", "28.600%"},
             {"Expectancy", "-0.680"},
             {"Start Equity", "100000"},

diff --git a/Algorithm.CSharp/FutureChainInternalSubscriptionsRegressionAlgorithm.cs b/Algorithm.CSharp/FutureChainInternalSubscriptionsRegressionAlgorithm.cs
@@ -94,7 +94,7 @@ select futuresContract
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 19038;
+        public long DataPoints => 19043;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -114,7 +114,7 @@ select futuresContract
             {"Total Orders", "1"},
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
-            {"Compounding Annual Return", "-99.310%"},
+            {"Compounding Annual Return", "-98.880%"},
             {"Drawdown", "4.400%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},

diff --git a/Algorithm.CSharp/FutureMarketOpenConsolidatorRegressionAlgorithm.cs b/Algorithm.CSharp/FutureMarketOpenConsolidatorRegressionAlgorithm.cs
@@ -93,7 +93,7 @@ public void Assert(BaseData bar)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public virtual long DataPoints => 16298;
+        public virtual long DataPoints => 16313;
 
         /// </summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs b/Algorithm.CSharp/FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm.cs
@@ -52,7 +52,7 @@ public class FutureMarketOpenConsolidatorWithExtendedMarketRegressionAlgorithm :
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public override long DataPoints => 51918;
+        public override long DataPoints => 51933;
 
         /// <summary>
         /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm

diff --git a/Algorithm.CSharp/FutureNoTimeInUniverseRegressionAlgorithm.cs b/Algorithm.CSharp/FutureNoTimeInUniverseRegressionAlgorithm.cs
@@ -90,7 +90,7 @@ public override void OnData(Slice slice)
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 11763;
+        public long DataPoints => 11768;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs b/Algorithm.CSharp/FutureStopMarketOrderOnExtendedHoursRegressionAlgorithm.cs
@@ -119,7 +119,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all time slices of algorithm
         /// </summary>
-        public long DataPoints => 41471;
+        public long DataPoints => 41486;
 
         /// <summary>
         /// Data Points count of the algorithm history
@@ -139,7 +139,7 @@ public override void OnEndOfAlgorithm()
             {"Total Orders", "10"},
             {"Average Win", "0%"},
             {"Average Loss", "-0.02%"},
-            {"Compounding Annual Return", "-6.736%"},
+            {"Compounding Annual Return", "-6.419%"},
             {"Drawdown", "0.100%"},
             {"Expectancy", "-1"},
             {"Start Equity", "100000"},

diff --git a/Algorithm.CSharp/FuturesExpiredContractRegression.cs b/Algorithm.CSharp/FuturesExpiredContractRegression.cs
@@ -89,7 +89,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 24483;
+        public long DataPoints => 24508;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/FuturesExtendedMarketHoursRegressionAlgorithm.cs b/Algorithm.CSharp/FuturesExtendedMarketHoursRegressionAlgorithm.cs
@@ -113,7 +113,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 2182;
+        public long DataPoints => 2079;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs b/Algorithm.CSharp/HistoryWithDifferentContinuousContractDepthOffsetsRegressionAlgorithm.cs
@@ -129,7 +129,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 953;
+        public long DataPoints => 968;
 
         /// <summary>
         /// Data Points count of the algorithm history

diff --git a/Algorithm.CSharp/HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs b/Algorithm.CSharp/HistoryWithDifferentDataMappingModeRegressionAlgorithm.cs
@@ -101,7 +101,7 @@ public override void OnEndOfAlgorithm()
         /// <summary>
         /// Data Points count of all timeslices of algorithm
         /// </summary>
-        public long DataPoints => 953;
+        public long DataPoints => 968;
 
         /// <summary>
         /// Data Points count of the algorithm history