This flag indicates whether or not the local regression test system,
via RegressionTests.AlgorithmStatisticsRegression should run a given
IRegressionAlgorithmDefinition
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.
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.
Since we start Monday and end on a Friday we aren't properly covering the
edge cases. As it currently stands, if we start on a date then we receive
data for that date, so a daily algo starting on the 8th receives it's first
data point on the 9th at 00:00 (daily bar is 8th 00:00 to 9th 00:00). Like
wise, the requested end date is the 17th and we include data from the 17th,
so the last data point is the 18th at 00:00 (daily bar is 17th 00:00 to 18th
00:00).
Martin Molinero