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Author SHA1 Message Date
Louis Szeto f684940a7c Update MaximumUnrealizedProfitPercentPerSecurity model to cancel insights (#7121) 
* Update regression test

* Update model to expire insights

* Avoid remove insights

* Update regression test

* Use InsightManager Cancel to Expire All Insights

* Update CompositeRiskManagementModelFrameworkAlgorithm

This regression also depends on `MaximumUnrealizedProfitPercentPerSecurity` and `MaximumDrawdownPercentPerSecurity` but `MaximumDrawdownPercentPerSecurity` doesn't close positions.

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Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com>
 2023-03-23 12:23:42 -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