b4bad69772
Dynamically Adjust Risk Free Rate of Return ( #7489 )
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* 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
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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
4823cca7ef
Multiple Symbol Selection Universe ( #7273 )
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- Add support and example algorithms for multiple symbol selection universe
including custom data types.
2023-05-25 15:23:18 -03:00
278401cfcf
Custom data universe selection market hours ( #7270 )
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- Custom data universe selection market hours. Adding regression test
asserting the behavior. Updating existing tests due to market hours
change, triggering selection always, even the 4th of July 2018
2023-05-24 13:50:43 -03:00
Ricardo Andrés Marino Rojas