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Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116)
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* Renames and Updates BaseAlphaModelFrameworkRegressionAlgorithm

The `BaseFrameworkRegressionAlgorithm ` will be used for multiple framework regression tests

* Updates and Renames EmaCrossAlphaModelFrameworkAlgorithm

Adds "Regression" to inform that it's a regression algorithm.

* Updates and Renames MaximumPortfolioDrawdownFrameworkAlgorithm

Adds "Regression" to inform that it's a regression algorithm, and use the model name: `MaximumDrawdownPercentPortfolio`

* Adds New Regression Algorithms
This commit is contained in:
Alexandre Catarino
2023-03-22 14:21:30 +00:00
committed by GitHub
parent 44d1454ed7
commit 3b2e165254
17 changed files with 603 additions and 211 deletions
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Algorithm.Python/QuantConnect.Algorithm.Python.csproj
+2 -1
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@@ -193,6 +193,7 @@
<None Include="DropboxBaseDataUniverseSelectionAlgorithm.py" />
<None Include="DropboxUniverseSelectionAlgorithm.py" />
<None Include="DropboxCoarseFineAlgorithm.py" />
<None Include="EmaCrossAlphaModelFrameworkRegressionAlgorithm.py" />
<None Include="EmaCrossFuturesFrontMonthAlgorithm.py" />
<None Include="EmaCrossUniverseSelectionAlgorithm.py" />
<None Include="EmaCrossUniverseSelectionFrameworkAlgorithm.py" />
@@ -212,7 +213,7 @@
<None Include="MarginCallEventsAlgorithm.py" />
<None Include="MarketOnOpenOnCloseAlgorithm.py" />
<None Include="MarketOnCloseOrderBufferRegressionAlgorithm.py" />
<None Include="MaximumPortfolioDrawdownFrameworkAlgorithm.py" />
<None Include="MaximumDrawdownPercentPortfolioFrameworkRegressionAlgorithm.py" />
<None Include="MeanVarianceOptimizationFrameworkAlgorithm.py" />
<None Include="MovingAverageCrossAlgorithm.py" />
<None Include="MultipleSymbolConsolidationAlgorithm.py" />