quantconnect--lean

Author	SHA1	Message	Date
Ricardo Andrés Marino Rojas	b4bad69772	Dynamically Adjust Risk Free Rate of Return (#7489 ) Benchmarks / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled * First attempt to solve the bug * Enhance implementation * Enhance implementation * Simplify implementation * Rebase regression stats * Solve unit test bugs * Review * Update Rolling.Sharpe() method * Update regression stats * Update unit tests * Update missing regression algos * Update Rolling.cs --------- Co-authored-by: Martin Molinero <martin.molinero1@gmail.com> Co-authored-by: Martin-Molinero <martin@quantconnect.com>	2023-10-02 13:42:28 -03:00
Derek Melchin	b401fde07e	Update MaximumDrawdownPercentPerSecurity model to cancel insights (#7103 ) Regression Tests / build (push) Has been cancelled Benchmarks / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled * Remove OnEndOfAlgorithm and update expected trade count * Update models to cancel insights * Update expected results * Remove `Remove` method call * Update to use the new `Cancel` method	2023-03-23 11:11:27 -03:00
Alexandre Catarino	3b2e165254	Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116 ) Build & Test Lean / build (push) Has been cancelled Benchmarks / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled * 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

3 Commits