* Fix CA1819 and CA1002 warnings
Changed the type of Languages statistic in regression tests from
Language[] to List<Language>. By doing that, the warning CA1819 was
removed but then the warning CA1002 was raised. However, this warning
was expected to be excluded from QuantConnect.Algorithm.CSharp.
* Improve implementation
* Simplify code
* Fix bugs
* First draft of the solution
* Add missing changes
* Remove the new KPI's from report
* Fix bugs
* nit change
* Add improvements
* Fix regression tests
* Solve bugs in the regression algos
* Fix regression tests bugs
* Expand unit tests and add minor changes
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* Add Sortino ratio to statistics and report
* Adds Sortino Ratio to Report Key Statistics
* Addresses Peer-Review
Reuse `SharpeRatioReportElement` and change the template.
* Reuse Calculations Across Statistics and PortfolioStatistics
* Adds Sortino Ratio to Regression Algorithms
* Removes Sortino Ratio from Optimization Result Table
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Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com>
Adds a new constructor overload that matches the pattern in Lean: Symbol, Symbol, other types.
Adds a new constructor that infers the indicator name: "B(period)".
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* Address JB comment
* Remove repeated fields in BaseRenkoBar
- Add new unit test to all indicators that inherit from
IndicatorBase<TradeBar>. This test asserts the indicators can receive
RenkoBar's as input
* Add Regression test and improve unit tests
- Change `Volume` property from `RenkoBar.cs` since RenkoBar's don't
have Volume. Now it throws an error when accessed
* Address required changes
* Add Python regression test and enhance unit tests
* Enhance unit and regression tests
* Assert indicator current value at the end
* Allow more indicators to use Renko/VolumeRenkoBar
Ricardo Andrés Marino Rojas