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
* Implement Trailing FreePortfolioValue
- Implement Trailing FreePortfolioValue by default, users will be able
to set it to a fixed number if desired. Adding regression algorithm
- Setting the default 'MinimumOrderMarginPortfolioPercentage' from 0 to
0.1% of the TPV to avoud tiny trades by default
* Update existing regression algorithms
* Address reviews
- Send warning message to the user if a trade does not happen due to the
default setting of the minimum order margin percentage value
* Address reivews
* Rename TotalPortfolioValueLessFreeBuffer
* Update new regression algorithm
* Fix EMA indicator first value calculation
As done by TALib and TradingView, the first EMA value after warmup is
the SMA of the first period.
* Update TSI indicator test data
Data was exported from TradingView
* Update TRIX indicator test data from TradingView
* Update AccumulationDistributionOscillator indicator test data from TradingView
* Update Double EMA indicator test data from TradingView
* Update McClellanSummationIndex indicator test data
* Update SchaffTrendCycle indicator test data
* Update TripleExponentialMovingAverage indicator test data from TradingView
* Update stats for algorithms using EMA
* Update failing unit tests
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
* Update regression test to check number of insights
* Update model to have insight manager ref and cancel insight when signal goes flat
* Update unit tests and regression tests
* Address peer review: using Insights.Clear
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
Martin-Molinero