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feature-python-dataframe-performance-2
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3 Commits

Author SHA1 Message Date
Alexandre Catarino dd8dc473b3 Improve Error Message For Arithmetic Overflow In Decimal Cast of Double (#4728) 
* SafeDecimalCast Throws Exception For Non-Finite Numbers

* Fixes Arithmetic Overflow Exception in QCAlgorithm.Trading Methods

Replace decimal cast for `SafeDecimalCast()`.

If the algorithm uses a non-finite number in QCAlgorithm trading methods, it will throw with an user-frieldly exception message.

* Fixes KellyCriterionProbabilityValue Calculation
 2020-09-18 09:17:09 -03:00
Martin Molinero a4dfa708c5 Address reviews 2019-07-26 20:19:38 -03:00
Martin Molinero a79cc16b03 Add Kelly Criterion values 
- New `KellyCriterionManager` will be used by the
`StatisticsInsightManagerExtension` to calculate and update the
`AlphaRuntimeStatistics` with the new Kelly Criterion values, on a daily
basis.
 2019-07-26 19:16:36 -03:00