Revert "Adding Support for Equity L1 Quote Data"

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
@@ -125,7 +125,7 @@ namespace QuantConnect.Algorithm.CSharp
{"Average Win", "0%"},
{"Average Loss", "0%"},
{"Compounding Annual Return", "-99.920%"},
{"Drawdown", "11.100%"},
{"Drawdown", "52.600%"},
{"Expectancy", "0"},
{"Net Profit", "-10.486%"},
{"Sharpe Ratio", "-10.313"},
@@ -133,19 +133,19 @@ namespace QuantConnect.Algorithm.CSharp
{"Loss Rate", "0%"},
{"Win Rate", "0%"},
{"Profit-Loss Ratio", "0"},
{"Alpha", "-6.615"},
{"Beta", "-7.027"},
{"Alpha", "-6.616"},
{"Beta", "-6.858"},
{"Annual Standard Deviation", "0.651"},
{"Annual Variance", "0.424"},
{"Information Ratio", "-9.273"},
{"Tracking Error", "0.726"},
{"Treynor Ratio", "0.956"},
{"Information Ratio", "-9.239"},
{"Tracking Error", "0.728"},
{"Treynor Ratio", "0.979"},
{"Total Fees", "$0.00"},
{"Fitness Score", "0.127"},
{"Kelly Criterion Estimate", "0"},
{"Kelly Criterion Probability Value", "0"},
{"Sortino Ratio", "79228162514264337593543950335"},
{"Return Over Maximum Drawdown", "-9.383"},
{"Return Over Maximum Drawdown", "-11.144"},
{"Portfolio Turnover", "0.249"},
{"Total Insights Generated", "1"},
{"Total Insights Closed", "0"},