Commit Graph

2 Commits

Author SHA1 Message Date
Alexandre Catarino 7feb46fec5 Fixes time zone (#7128)
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If we use `.astimezone(dt.tzinfo)`, the new time was convering the timezone from local (e.g. PST) to GMT (dt.tzinfo). In this case, we only want to remove the timezone to enable the operation.
2023-03-22 19:02:11 -03:00
Alexandre Catarino 3b2e165254 Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116)
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* 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