Commit Graph

6 Commits

Author SHA1 Message Date
Michael Handschuh 0b2344f930 Make alpha models overrideable 2018-05-07 16:13:10 -04:00
Michael Handschuh 90d54da87c Add INamedModel and implement in existing alpha models
Alpha models can choose to implement the Name property, if not, the system
will use the model's type name as the Insight.SourceModel.
Existing tests were updated to also assert expected model names
2018-04-17 16:50:16 -04:00
AlexCatarino bf1aa7fa4c Implements Insight.Price helper method.
Implements `Insight.Price` method to make it easier to create new instances of `Insight` of `InsightType.Price`.
Standardize the parameter order to `Symbol`, `TimeSpan`, `InsightType`, `InsightDirection`, `Double`, `Double`.
2018-04-10 19:49:29 +01:00
Michael Handschuh 6b239674e2 Renames Alpha -> Insight
The term 'alpha' is used to describe the entire algorithm. Therefore, 'alpha'
produces insights. From this we have things like IAlphaModel, which is the model
defining how insights are produced. We have IAlphaHandler, which defines how the
insights from a single 'alpha' (the algorithm) are managed, analyzed, and stored.
Types closer to the individual prediction level, such as InsightDirection, or
InsightScore relate directly to exactly 1 insight. The distinction between the
two became more clear as we developed the insights API, and from that effort it
was decided to harmonize alpha/insight terminology across the various QC systems.
2018-03-09 16:12:56 -05:00
Michael Handschuh 3161fd600b Rename PercentChange -> Magnitude 2017-12-15 20:10:34 -05:00
Michael Handschuh b4b3aae112 Rename Signal -> Alpha
Whoa... I think I got everything :)
2017-12-15 18:24:58 -05:00