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Author SHA1 Message Date
Louis Szeto 979bd9baef pep8 conversion of python algos #11 (#7952) 
* pep8 conversion

* Minor tweak

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
 2024-04-19 12:54:50 -03:00
Louis Szeto 9eb71e1543 Mean Reversion Portfolio Construction Model (#6519)
Regression Tests / build (push) Has been cancelled
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Build & Test Lean / build (push) Has been cancelled
* MRP

* Fix bug

* Rename

* Provide virtual `GetPriceRelative` function to override for any variants in future

* SymbolData class within model

* Address peer review

* fix bug

* revise unit test and fix bug in python model

* revise unit test and fix bug in model

* Revise regression statistics

* Revise regression statistics

* Revise regression statistics

* Revise regression statistics

* Revise regression statistics

* Address peer review

* Updated unit tests according to peer review

* Address peer review
 2022-08-04 11:20:11 -03:00