Commit Graph

8 Commits

Author SHA1 Message Date
Martin Molinero 6da57a1e12 Improving GetMaximumOrderQuantityForTargetValue 2018-08-03 16:26:14 -03:00
Michael Handschuh 380caa5203 Add IRegressionAlgorithmDefinition.CanRunLocally
This flag indicates whether or not the local regression test system,
via RegressionTests.AlgorithmStatisticsRegression should run a given
IRegressionAlgorithmDefinition
2018-07-18 15:57:11 -04:00
Michael Handschuh 7eb4526724 Update open source data set and regression statistics
Factor files from 2018.06.04
Data   files from 2018.07.05
2018-07-05 15:13:57 -04:00
Martin Molinero 96dc5e8673 Moving IRegressionAlgorithmDefinition to QuantConnect.Common 2018-07-03 13:34:27 -03:00
Michael Handschuh 8402b6f01e Update factor files to 2018.06.04
It's important that we keep the factor files consistent with respect to
the date that they were generated. This enables us to run the regression
algorithms in the cloud and get the same results by using the factor files
from the correct date.
2018-06-07 12:16:45 -04:00
Michael Handschuh 9ee61f425c Refactor regression algorithm to IRegressionAlgorithmDefinition
A mechanical refactoring was performed to make algorithms currently used in
regression algorithms to implement IRegressionAlgorithmDefinition, which allows
algorithms to define their own expected statistics and what languages should be
run as part of regression. The type name of the  C# type is used to determine the
file/model name for python. This was for simplicity, but if needed, could later be
refactored to expose more information, but for now the convention of keeping names
the same makes sense and just works easily.
2018-06-05 12:10:50 -04:00
Jared Broad 61043d9d98 Tagged algorithms for QCU 2017-09-20 15:44:51 -04:00
snugs 0422a762d7 Adds dropbox universe selection example algorithms
Includes regression tests
2015-12-09 13:32:37 -05:00