6 Commits

Author	SHA1	Message	Date
Douglas Stridsberg	921ae391ad	Merge branch 'master' into feature-3146-median-trade-durations	2019-04-30 20:34:30 +01:00
Martin Molinero	412eccebc9	Address reviews ... - Revert charting rouding - Add statistics rouding - Json converter will ignore null order values - Remove `type` field in `Symbol` json - Add default type value for the `TimeInForceJsonConverter`	2019-04-30 11:45:07 -03:00
Douglas Stridsberg	05d206ee0d	Calculating medians on longs is ~20% faster	2019-04-30 10:10:55 +01:00
Douglas Stridsberg	37cbfd1270	Median trading durations (all/winning/losing) added to TradeStatistics	2019-04-29 17:50:02 +01:00
Stefano Raggi	84555a80ad	Fix AlgorithmPerformance property setters for JSON deserialization ... AlgorithmPerformance, PortfolioStatistics and TradeStatistics had private setters, so JSON deserialization could not populate their properties.	2017-06-26 17:21:48 +02:00
Stefano Raggi	fac6f46a9a	New Statistics implementation ... Added Trade and TradeBuilder classes Added UtcTime and OrderFee property to OrderEvent class Added AlgorithmPerformance class with a few metrics + tests Added portfolio statistics + rolling statistics Closes #30 via PR #164 Thanks @SteffanoRaggi!	2015-09-16 20:48:02 -04:00