quantconnect--lean

Author	SHA1	Message	Date
Louis Szeto	ed7f3ebbbf	pep8 conversion of python algos #1-25 (#7926 ) * pep8 conversion of python algos * address peer-review * PEP8 updates/fixes * More fixes --------- Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>	2024-04-17 17:02:32 -04:00
Derek Melchin	9c92a67510	Update MaximumDrawdownPercentPortfolio model to cancel insights (#7105 ) Regression Tests / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled Benchmarks / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled * Remove OnEndOfAlgorithm and update expected trades * Update models to cancel insights * Update expected results There are 3 trades instead of 2 because the PCM does a rebalance * Remove `Remove` method call * Update to use the new `Cancel` method	2023-03-23 12:02:04 -03:00
Alexandre Catarino	3b2e165254	Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116 ) Build & Test Lean / build (push) Has been cancelled Benchmarks / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled * Renames and Updates BaseAlphaModelFrameworkRegressionAlgorithm The `BaseFrameworkRegressionAlgorithm ` will be used for multiple framework regression tests * Updates and Renames EmaCrossAlphaModelFrameworkAlgorithm Adds "Regression" to inform that it's a regression algorithm. * Updates and Renames MaximumPortfolioDrawdownFrameworkAlgorithm Adds "Regression" to inform that it's a regression algorithm, and use the model name: `MaximumDrawdownPercentPortfolio` * Adds New Regression Algorithms	2023-03-22 11:21:30 -03:00

3 Commits