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Revert "Adding Support for Equity L1 Quote Data"

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This commit is contained in:
Jared
2020-03-11 19:16:05 -07:00
committed by GitHub
parent 460a18faff
commit 8cd8d206ca
294 changed files with 1527 additions and 1989 deletions
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Algorithm.CSharp/CustomDataAddDataRegressionAlgorithm.cs
+11 -11
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@@ -114,28 +114,28 @@ namespace QuantConnect.Algorithm.CSharp
{"Total Trades", "1"},
{"Average Win", "0%"},
{"Average Loss", "0%"},
{"Compounding Annual Return", "31.756%"},
{"Compounding Annual Return", "31.097%"},
{"Drawdown", "0.700%"},
{"Expectancy", "0"},
{"Net Profit", "0.378%"},
{"Sharpe Ratio", "2.456"},
{"Probabilistic Sharpe Ratio", "56.960%"},
{"Net Profit", "0.372%"},
{"Sharpe Ratio", "2.414"},
{"Probabilistic Sharpe Ratio", "56.771%"},
{"Loss Rate", "0%"},
{"Win Rate", "0%"},
{"Profit-Loss Ratio", "0"},
{"Alpha", "0.108"},
{"Beta", "0.099"},
{"Annual Standard Deviation", "0.079"},
{"Alpha", "0.106"},
{"Beta", "0.098"},
{"Annual Standard Deviation", "0.078"},
{"Annual Variance", "0.006"},
{"Information Ratio", "-3.522"},
{"Information Ratio", "-3.474"},
{"Tracking Error", "0.19"},
{"Treynor Ratio", "1.958"},
{"Treynor Ratio", "1.929"},
{"Total Fees", "$1.00"},
{"Fitness Score", "0.1"},
{"Kelly Criterion Estimate", "0"},
{"Kelly Criterion Probability Value", "0"},
{"Sortino Ratio", "79228162514264337593543950335"},
{"Return Over Maximum Drawdown", "47.335"},
{"Return Over Maximum Drawdown", "46.352"},
{"Portfolio Turnover", "0.1"},
{"Total Insights Generated", "1"},
{"Total Insights Closed", "0"},
@@ -150,7 +150,7 @@ namespace QuantConnect.Algorithm.CSharp
{"Mean Population Magnitude", "0%"},
{"Rolling Averaged Population Direction", "0%"},
{"Rolling Averaged Population Magnitude", "0%"},
{"OrderListHash", "341580303"}
{"OrderListHash", "988611845"}
};
}
}