Commit Graph

2 Commits

Author SHA1 Message Date
Louis Szeto 279a7ef235 pep8 conversion on python algos #10 (#7951)
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* pep8 conversion

* PEP8 updates/fixes

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Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
2024-04-19 12:59:02 -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