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Update tests

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- Update regression tests
- Add missing data
- Revert Messaging.cs change
- Update unit tests
This commit is contained in:
Martin Molinero
2020-02-06 19:37:07 -03:00
parent 3b25ea4240
commit d5d00f8472
16 changed files with 108 additions and 93 deletions
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Algorithm.CSharp/CustomDataUsingMapFileRegressionAlgorithm.cs
+18 -18
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@@ -121,36 +121,36 @@ namespace QuantConnect.Algorithm.CSharp
/// </summary>
public Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
{
{"Total Trades", "0"},
{"Total Trades", "1"},
{"Average Win", "0%"},
{"Average Loss", "0%"},
{"Compounding Annual Return", "0%"},
{"Drawdown", "0%"},
{"Compounding Annual Return", "-99.920%"},
{"Drawdown", "11.100%"},
{"Expectancy", "0"},
{"Net Profit", "0%"},
{"Sharpe Ratio", "0"},
{"Probabilistic Sharpe Ratio", "0%"},
{"Net Profit", "-10.486%"},
{"Sharpe Ratio", "-10.313"},
{"Probabilistic Sharpe Ratio", "0.001%"},
{"Loss Rate", "0%"},
{"Win Rate", "0%"},
{"Profit-Loss Ratio", "0"},
{"Alpha", "0"},
{"Beta", "0"},
{"Annual Standard Deviation", "0"},
{"Annual Variance", "0"},
{"Information Ratio", "0"},
{"Tracking Error", "0"},
{"Treynor Ratio", "0"},
{"Alpha", "-6.615"},
{"Beta", "-7.027"},
{"Annual Standard Deviation", "0.651"},
{"Annual Variance", "0.424"},
{"Information Ratio", "-9.273"},
{"Tracking Error", "0.726"},
{"Treynor Ratio", "0.956"},
{"Total Fees", "$0.00"},
{"Fitness Score", "0"},
{"Fitness Score", "0.127"},
{"Kelly Criterion Estimate", "0"},
{"Kelly Criterion Probability Value", "0"},
{"Sortino Ratio", "79228162514264337593543950335"},
{"Return Over Maximum Drawdown", "79228162514264337593543950335"},
{"Portfolio Turnover", "0"},
{"Total Insights Generated", "0"},
{"Return Over Maximum Drawdown", "-9.383"},
{"Portfolio Turnover", "0.249"},
{"Total Insights Generated", "1"},
{"Total Insights Closed", "0"},
{"Total Insights Analysis Completed", "0"},
{"Long Insight Count", "0"},
{"Long Insight Count", "1"},
{"Short Insight Count", "0"},
{"Long/Short Ratio", "100%"},
{"Estimated Monthly Alpha Value", "$0"},