Commit Graph

6 Commits

Author SHA1 Message Date
Michael Handschuh 8402b6f01e Update factor files to 2018.06.04
It's important that we keep the factor files consistent with respect to
the date that they were generated. This enables us to run the regression
algorithms in the cloud and get the same results by using the factor files
from the correct date.
2018-06-07 12:16:45 -04:00
Michael Handschuh 9ee61f425c Refactor regression algorithm to IRegressionAlgorithmDefinition
A mechanical refactoring was performed to make algorithms currently used in
regression algorithms to implement IRegressionAlgorithmDefinition, which allows
algorithms to define their own expected statistics and what languages should be
run as part of regression. The type name of the  C# type is used to determine the
file/model name for python. This was for simplicity, but if needed, could later be
refactored to expose more information, but for now the convention of keeping names
the same makes sense and just works easily.
2018-06-05 12:10:50 -04:00
Stefano Raggi 1f47acb8f5 Removed obsolete comment in BasicTemplateCryptoAlgorithm
Reference to issue #1852 fixed in PR #1857
2018-05-01 15:49:49 +02:00
Stefano Raggi b2027c9022 Update BasicTemplateCryptoAlgorithm to include crypto specific features
Fixes #1820
2018-04-12 11:04:49 +02:00
Stefano Raggi 1fcb4a6b96 Increase accuracy of order quantity calculation in CashBuyingPowerModel
Fixes #1680
2018-03-09 16:08:21 +01:00
Stefano Raggi c235dc7ada Add BasicTemplateCryptoAlgorithm
Also added both C# and Python versions as regression tests
2018-02-12 17:40:26 +01:00