Commit Graph

4 Commits

Author SHA1 Message Date
Jhonathan Abreu 07ded61fe9 Fix currency formatting (#7723)
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* Replace currency string formatting with Lean currency symbols.

Also clean up orders tags from having redundant information.

* Setting default order tag only after price currency is properly set

* Minor fixes and new unit tests

* Minor fixes
2024-01-25 12:20:05 -03:00
Derek Melchin eefa74baaa Add Sortino ratio to statistics and report (#6698)
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* Add Sortino ratio to statistics and report

* Adds Sortino Ratio to Report Key Statistics

* Addresses Peer-Review

Reuse `SharpeRatioReportElement` and change the template.

* Reuse Calculations Across Statistics and PortfolioStatistics

* Adds Sortino Ratio to Regression Algorithms

* Removes Sortino Ratio from Optimization Result Table

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Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com>
2023-12-12 21:06:13 -03:00
Jhonathan Abreu 314a334e88 Price adjustment mode Order property (#7582)
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* Add new Order.PriceAdjustmentMode property

* Minor fix and unit test

* Minor fix and regression algorithms' stats update

* Unit test fixes

* Minor fix

* Set order price adjustment mode to raw always for live trading
2023-11-17 16:09:03 -04:00
Jhonathan Abreu d81f57b7a6 Bybit futures backtesting support (#7530)
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* Add Bybit brokerage model regression algorithm

* Add BibytFutures brokerage model name and Bybit backtesting regression algorithms

* Add Bybit margin calculations unit tests

* Minor changes in data

* Unify Bybit Spot and Futures brokerage model into one class

* Add new Bybit configurations

* Revert config change
2023-10-26 20:03:10 -03:00