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.
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.
Provides demonstration algorithm showing the steps required to convert a
QCAlgorithm into the framework with minimal code changes.
1. Subclass QCAlgorithmFrameworkBridge
2. Add EmitInsights calls to where orders are placed
3. Profit :)
Michael Handschuh