7 Commits

Author SHA1 Message Date
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
Martin Molinero 649b9f010f Fix thread race conditions reading and writing
- Fix for thread race condition reading and writing current time loop.
  Adding unit test
2020-05-01 11:47:19 -03:00
Martin Molinero 886e5e6445 Test fixes and updates 2020-04-23 09:59:31 -03:00
Leonardo-Ferreira 951c973d5b Adjusted the OneTimeSetup attribute usage 2020-04-22 18:19:08 -03:00
Leonardo-Ferreira a9b356d7ff Replaced TestFixtureTearDown 2020-04-22 18:16:58 -03:00
Leonardo-Ferreira 37b1906022 Updated to OneTimeSetUp 2020-04-22 18:16:58 -03:00
Martin Molinero b3feea86a1 Refactor IsolatorLimitResultProvider
- Replace `new Task` at `IsolatorLimitResultProvider.Consume()` for
single instance base timer.
- Adding unit test
2020-03-02 18:23:20 -03:00