Commit Graph

14 Commits

Author SHA1 Message Date
Gerardo Salazar 754ce65b2d Fixes issue where old insight objects would not deserialize correctly
* Adds new unit test covering old JSON
2020-01-24 13:09:48 -08:00
Gerardo Salazar eb7bd53c64 Adds new property CreatedTime to Insight JSON output
* Deprecates `generated-time` in Insight JSON
* Deprecates `GeneratedTime` in `SerializedInsight` and make pass-through
2020-01-23 17:12:49 -08:00
Michael Handschuh d709d1c4e0 Update Common to respect CA1304 and CA1305
Updates all occurrences of parsing/ToString-ing to go through the new
StringExtensions methods that use CultureInfo.InvariantCulture

See #3045
2019-09-12 14:13:24 -04:00
Martin Molinero 38e8621bb9 Serialized Insight has default values 2019-07-10 11:33:42 -03:00
Martin Molinero 64d43c1487 Add Insight.ReferenceValueFinal 2019-07-09 17:53:58 -03:00
Jared a2a63ae058 Merge pull request #3016 from QuantConnect/feature-3015-add-weight-to-insights
Add Insight optional Weight
2019-06-04 16:52:48 -07:00
Martin Molinero 3d52343799 Optimize stored result json
- `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`
2019-04-29 19:17:00 -03:00
Martin Molinero 7af29e3697 Add Insight Portfolio Weight
- Adding optional portfolio Weight property for `Insights`
2019-04-24 10:58:45 -03:00
Michael Handschuh b4902691ed Ignore null values of group-id and source-model
There's no need to transport these null values as it simply adds to
overhead and delays transmission of the insight.
2018-04-23 13:12:49 -04:00
Michael Handschuh 5f33d61220 Add Insight.GroupId and Insight.Group( insights )
Provides a means of grouping insights together.
This new value is serialized as 'group-id'.
2018-04-19 12:47:08 -04:00
Michael Handschuh c3c6a9aff8 Add Insight.SourceModel
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.
2018-04-17 16:36:47 -04:00
Michael Handschuh 0d5fca0733 Add insight serialization tests
Moved costruction of insight from serialized insight to the insight
object so it could access private properties, such as the id
2018-03-12 16:28:41 -04:00
Michael Handschuh 6b239674e2 Renames Alpha -> Insight
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.
2018-03-09 16:12:56 -05:00
Michael Handschuh e0f6365154 Move prediction serialization to dedicated DTO
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.
2018-03-09 14:04:26 -05:00