6 Commits

Author SHA1 Message Date
Jhonathan Abreu c283231d11 Improve error messages for unsupported Python objects in user-facing APIs (#9607)
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* Improve error message when consolidator period Python object is unsupported

* Make unsupported consolidator period error message more concise

* Apply descriptive Python conversion errors to other user-facing sites and add QuoteBarConsolidator.FromResolution

* List available overloads in unsupported Python argument error messages

* Update QuantConnect.pythonnet to 2.0.61

* Update overload hint test expectations to Python-typed signatures

* Exclude PyObject overloads from error hints and update to Python annotation style

* Move PyObject overload filtering from consumers into MethodSignatureFormatter

* Update Python alpha model name expectations for Python-style enum rendering
2026-07-13 09:23:35 -04:00
Jhonathan Abreu 7e7fd4d791 Skip security initializer for benchmark security (#8012) 2024-05-09 18:09:34 -04:00
Martin-Molinero feff802479 Standardize trade count statistic (#7827)
* Standarize trade count statistic

* Rename 'Total Trades' to 'Total Orders'
2024-03-06 14:52:34 -03:00
Martin-Molinero bbbab6d9a8 Refactor alpha statistics phase I (#7055)
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* Refactor alpha statistics

- Refactor alpha statistics, cleaning up and simplifying no longer required calculations and scoring
- Adding new InsightEvaluator abstraction, adding C# & PY regression
  algorithms

* Optimization backtest result json converter update

* Address reviews

- Remove IAlphaHandler, move insight storage responsability to IResultHandler
  and centralizing insight collection on the QCAlgorithm.Insights to be
  reused by the framework models
- Fix portfolio turnover single day backtests and duplicate time
  sampling handling. Updating regression algorithms

* Add InsightCollection tests and minor fixes

* Adding more & improved tests
2023-03-10 13:12:23 -03:00
Colton Sellers d2d99b1f10 Algorithm Sampling and Statistics Fixes (#5936)
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* Implement scheduled event sampling solution

* Use UTC time, only update daily portfolio value once a day

* For daily resolutions sample chart always

* Cleanup

* Drop resample daily all together

* Force final sample

* Regression updates

* FIx LiveResultHandler to update portfolio and benchmark values outside of sampling event

* Name the daily sampling event

* Address review pt 1

* Drop force and use reference wrapper

* Adjust tests

* Fix warning for Benchmark Timezone Misalignment and also add test

* Fix for daily resolution orders and test adjustments

* Also warn on universe settings with daily resolution

* Update missed regression

* Fix reference wrapper use

* Update regression after rebase

* Add values back in for Daylight Algo

* Have statistics builder skip day 1 performance

* Regression adjustments

* Test adjustments

* Update regression unit test

* Adjust some regressions starts to show performance values

* Add hourly algorithm for beta comparison

* Address missing Python regression changes

* Remove null comment
2021-10-05 19:31:25 -03:00
Colton Sellers 8358c394e1 Support all security types for benchmarks (#5919)
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* Adjust benchmark subscription to dynamically determine best resolution

* Get types from SM

* Add red/green test set for security types
2021-09-10 16:58:31 -03:00