Commit Graph

7 Commits

Author SHA1 Message Date
Gerardo Salazar 40c3062348 Improves Report Generator stability and fixes various bugs (#4759)
* Improves stability and fixes various bugs

  * Adds unit tests covering changes
  * Adds COVID-19 crisis plots
  * Adjusts styling of crisis plots for more pleasant viewing
  * Fixes bug where null BacktestResult caused application to crash
  * Order JSON bug fixes and stability improvements
  * MaxDrawdownReportElement now produces results for Live
  * Replaced Estimated Capacity w/ Days Live
  * Added Live marker to sharpe ratio
  * Added support for MOO and MOC orders in PortfolioLooper

* Address review: adds new unit tests and cleans up code

  * Bug fix: use LastFillTime instead of Order.Time for MOO and MOC

* Address review: Fixes tests and cleans up code
2020-09-29 10:03:26 -03:00
Gerardo Salazar 1910e8e233 Fixes issue in Report project where decimal.MaxValue made Json.NET deserialization fail 2020-05-19 17:17:35 -07:00
Gerardo Salazar c9e6d52b83 Address review - adds unit tests for NullResultValueTypeJsonConverter
* Downgrades Json.NET to 10.0.3 for project compatibility
* Cleans up unused imports and unused code
2020-03-12 15:34:40 -07:00
Gerardo Salazar 2868973a56 Fixes issue where null Series values would default to 0
* Adds a new JsonConverter implementation that handles null
  values in the ChartPoint JSON representation. It skips any
  value that is found to be "null" or unparsable
2020-03-09 12:10:23 -07:00
Gerardo Salazar d3a34dcd70 Fixes issue where report creator could not be ran in Mac OSX
* Adds `PythonInitializer.SetPythonPathEnvironmentVariable(...?)` method
2020-02-11 15:01:47 -08:00
Gerardo Salazar ef3a688da5 Implements leverage chart 2019-12-18 16:08:40 -08:00
Jared Broad f66a682f63 Debug commit 2019-12-18 16:08:40 -08:00