Commit Graph

156 Commits

Author SHA1 Message Date
Michael Handschuh f11acf1246 Remove Insight.Equals
This method is misleading at best and incorrect at worst.
Insight objects should use reference equality or compare ids to
perform equality checking. The only usage, in MacdAlphaModel,
was easily converted to not relying on this method.
2018-04-03 23:32:34 -04:00
Michael Handschuh 756ca9c741 Fix PortfolioTarget percent test name 2018-04-02 12:46:35 -04:00
Michael Handschuh b1e624dfdc Fixes bug in PortfolioTarget.Percent
Buying power model's GetMaximumOrderQuantityForTargetValue returns the
delta quantity needed to reach a particular position, so we need add
back in the existing quantity to get the total quantity required.
2018-04-02 11:30:13 -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 0c6965c808 Add failing alpha serialization unit test 2018-02-27 15:07:00 -05:00