- Adding new SerializedOrderEvent and SerializedOrder with new
JsonConverters
- Specifying OrderEvent json converter when storing, streaming data
- Adding unit tests
- `Alpha Assets` chart will only store last data point
- Adding new `JsonRoundingConverter` that will round to 4 (number of
digits currently used for comparing alpha statistics) fractional
digits.
- Will be used for `Insights` and `ChartPoint`
This identifier is used to determine the alpha model that generated.
This is NOT ideal, since it requires users to specify the value, more
thought will be givent to how we can resolve this value automatically
Adds test for surviving roundtrip copy operation.
The term 'alpha' is used to describe the entire algorithm. Therefore, 'alpha'
produces insights. From this we have things like IAlphaModel, which is the model
defining how insights are produced. We have IAlphaHandler, which defines how the
insights from a single 'alpha' (the algorithm) are managed, analyzed, and stored.
Types closer to the individual prediction level, such as InsightDirection, or
InsightScore relate directly to exactly 1 insight. The distinction between the
two became more clear as we developed the insights API, and from that effort it
was decided to harmonize alpha/insight terminology across the various QC systems.
As we strayed further from the serialization happy path, things started
getting unwieldy quickly. By defining a dedicated DTO to represent the
serialized type, we don't have to much around as much with json.net to
get it to transform/project our type to what we want. The projection is
handled completely within user code and json.net s used to serialize the
simple/flat result object.
Martin Molinero