* Added python-venv to ReportArgumentParser, getting python-venv in Program class
* Added venv activation and python initialization to Report class
* Resolve review comments. Move python init and env addition to Report/Program.cs
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* Add support for custom HTML file in Report
* Add support for custom crisis HTML template
* Revert "Add support for custom crisis HTML template"
After considering this option carefully, the QC team has decided to
add this functionality in a different way.
This reverts commit aead1ff8504556417e9dffadb33b06c7599ab87a.
* Get parameters and crisis HTML custom templates
* Move parameters html template to a file
* Nit change
* Remove template.crisis.html and add unit tests
* Nit change
* Nit change
* Add unit tests for the fail cases
* Add algorithm configurations to Report
* Add just Parameters section in the Report
* Revert "Add just Parameters section in the Report"
This reverts commit 775255127a212db81fc1cc1e23a35b7c60214eac.
* Include just AlgorithmConfiguration.Parameters
* Create ParametersReportElement
* Generate parameters into HTML dynamically
* Enable the user to modify CSS content throu
* Enable CSS override file to be passed through cmdline
* Check CSS Override file exists
* Fix bugs
* Address required changes
* Address required changes
* Address required changes
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* add wkhtmltopdf to lean image
* convert html to pdf
* avoid black stripts at bottom of each page
* address reviews
* address review
* address reviews
* self review
* address review
* Update projects to use .NET 5.0, the successor to .NET Core
* Fix ambiguous errors. Add IBAutomator net5
* Remove FXCM
* Upgrade IBAutomater to v1.0.51
ignored, and an empty message aborts the commit.
* Fix rebase
- Fix ambiguous Index
- Remove StrategyCapacity.cs
- Update System.Threading.Tasks.Extensionsy
* Remove unrequired references
* Fixes
- Travis will use dotnet, not nunit nor mono
- Remove mono from foundation image
- Fix python setup in research
- Fix unit tests
* Don't call ReadKey when input is redirected
* Fix ConsoleLeanOptimizer
* Research fixes
* Update comment
* Add vsdbg to Dockerfile
* Fixes
- Revert dockerfile FROM custom changes
- Adjust and fix regression algorithms
- Option assignment will be deterministic in the order
- 'Rolling Averaged Population' is calculated using doubles, updating
expected values.
- Update readme, removing references to mono
- Add missing Py.Gil lock
* Replace ICSharp with .NET Interactive
* Fixes after rebase
* CSharp research fixes
- Adding new Initialize.csx that pre loads all assemblies
- Adjusting template research file
- Moving steps in dockerfilejupyter
- Fix unit tests and regression tests after rebase
Co-authored-by: Gerardo Salazar <gsalaz9800@gmail.com>
Co-authored-by: Stefano Raggi <stefano.raggi67@gmail.com>
Co-authored-by: Jasper van Merle <jaspervmerle@gmail.com>
* 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
* 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
Aibek Minbaev