Commit Graph

5 Commits

Author SHA1 Message Date
Gerardo Salazar 1c4935fc60 Address review - increase performance and refactor
* Deletes NullAlphaHandler, NullLeanManager, NullSynchronizer
* Calculate the backtest and live PointInTimePortfolios only once now
* Refactor Metrics calculations
* Add missing license headers to some files
* Reverts accessibility of AddToUserDefinedAlgorithm to private
* Other misc. fixes and cleanup
2019-12-23 14:13:28 -08:00
Gerardo Salazar eb6e13d91f Fixes many issues and refactors some of the report creator
* Can handle null Result packets
* Created utility files
* Added various helper methods to PortfolioLooper
* Fixes build issue by removing System.Collections.Immutable
* Updates plots to show "Insufficient data" when it can't be created
* Hides empty crisis page
* Fixes wkhtmltopdf display bug
* Removes Calculations.cs
* Modifies accessibility of AddToUserDefinedUniverse in QCAlgorithm
* Add null value handling in OrderJsonConverter
* Various bug fixes
* Fixes broken ReportChartTests.py
* Adds leverage to PointInTimePortfolio
2019-12-18 16:10:56 -08:00
Gerardo Salazar d3528c2ea2 Polish asset allocation and exposure charts 2019-12-18 16:08:41 -08:00
Gerardo Salazar 55d802a3b6 Implements support for FX pairs that require currency conversion
* Fixes bugs in various plots
2019-12-18 16:08:40 -08:00
Gerardo Salazar 9a2f20493a Finish implementing all graphs, fix bugs in various graphs
* Adds Asset allocation chart
* Fixes issue in monthly returns
* Fixes issue with matplotlib tick lines not being consistent
* Style plots correctly
2019-12-18 16:08:40 -08:00