10 Commits

Author SHA1 Message Date
Martin-Molinero db25a3402e Normalize OutOfSampleMaxEndDate datetime format (#8935)
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- Normalize OutOfSampleMaxEndDate datetime format. Adding unit test
2025-08-18 18:44:25 -03:00
Martin-Molinero 37237206dd Use ISO for DateTime JsonConverter (#8919)
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- Use ISO for DateTime JsonConverter, keeping backwards compatible.
  Adding unit test
2025-08-13 10:27:30 -03:00
Ricardo Andrés Marino Rojas 5fd021996a Fix half of the CA1051 warnings (#8137)
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* Fix half of the CA1051 warnings

This warning is about not declaring visible instance fields. There are
something about 500 warnings in the solution, mostly in the QuantConnect and QuantConnect.Algorithm.CSharp projects. I aim to fix one of them in this PR and the other half of them in a second one. To fix it, I'm changing the visible instancce fields for properties.

* fix bugs

* Addressing minor reviews

* More minor fixes

---------

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2024-07-03 15:43:17 -03:00
Martin-Molinero d40ec77379 Refactor to use camel case (#7981)
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* Camel case results

- Camel case lean results and streamed packets

* Update packets to camel case
2024-05-08 12:58:33 -03:00
Martin-Molinero 645aa73e8e Fix tags deserialization (#7736)
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- Fix tags deserialization, adding unit test
2024-01-30 19:50:11 -03:00
Jhonathan Abreu d4ba8ccead Backtest self-categorization (#7683)
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* Implement backtest self-naming and self-tagging

* Minor unit test fix

* Minor api changes

* Minor changes

* Send packet messages when algorithm's name or tags are updated

* Minor fixes

* Address peer review

* Backtest name and tags API calls

Plus, first version of CI for API tests

* Add endpoint to update a backtest set of tags

* Minor GH actions change

* Address peer review

* Add algorithm naming and tagging unit tests

* Minor backtest API changes
2024-01-30 14:59:08 -03:00
Roman Yavnikov 1eaf4d6ae0 Flexible trading days per year property (#7690)
* feat: new `TradingDaysPerYear` prop in IAlgorithmSettings

* feat: getTradingDayPerYear by BrokerageModel
feat: init algo tradingDaysPerYear in brokerage|BacktestingSetupHandler
refactor: nullable `TradingDayPerYear`

* remove: hardcoded value:252 in statistics

* test: `algorithm.Settings.TradingDaysPerYear` for different brokerage
fix: tests calculation of `AnnualPerformance()`

* fix: Report generator by tradingDayPerYear

* fix: hardcoded value in PortfolioStatisticsTests

* fix: tradingDayPerYear in AnnualPerformanceTest
remove: extra spacing

* feat: backwards compatibility for TradingDaysPerYear

* feat: several UTest for AlgoSetting's TradingDaysPerYear prop

* fix: existed algo + test

* feat: regression algo with checking of tradingDayPerYear in OnEndOfAlgorithm()

* refactor: GetBrokerageTradingDayPerYear -> SetBrokerage... in BaseSetupHandler
refactor: carry out tradingDayPerYear at the top level and pass variable

* remove: default valuine in test param
remove: extra comment.

* fix: missed init TradingDaysPerYear in report.portfolioAlgo
fix: hardcoded value to tradingDaysPerYear

* fix: nullable TradingDaysPerYear in AlgorithmConfiguration
feat: UTest for PortfolioLooperAlgo
feat: add advanced description

* feat: test PortfolioStatistics with different tradingDaysPerYear

* revert: PortfolioLooper with TradingDaysPerYear implementation

* revert: nullable TradingDaysPerYear in AlgoConfiguration
remove: SetBrokerageTradingDayPerYear in BaseResultHandler

* style: remove empty row
2024-01-17 14:45:57 -03:00
Martin-Molinero 4b06ca9147 Out of sample support tweaks (#7542)
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* Add backtest job end date handling

* Fixes & rebases

* Refactor out of sample configuration handling

* Minor datetime format tweak
2023-10-27 18:23:21 -03:00
Jhonathan Abreu 6dfc6c710c Add algorithm parameters to result (#6878)
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* Add algorithm parameters to result's AlgorithmConfiguration

* Peer review
2023-02-09 12:55:30 -03:00
Jhonathan Abreu 548a6998e3 Report generation with non-default algorithm settings (#6589)
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* Add algorithm settings to backtest results

* Use algorithm result settings in report generation

* Add unit tests

* Housekeeping

* Changes for live result report

* Housekeeping

* Housekeeping

* Housekeeping

* Add unit tests
2022-08-30 19:23:25 -03:00