Commit Graph

2 Commits

Author SHA1 Message Date
Martin-Molinero 2ae4d1c103 Address reviews
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- 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
2023-03-09 17:39:01 -03:00
Martin-Molinero f98197e49e 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
2023-03-08 16:55:18 -03:00