Commit Graph

2 Commits

Author SHA1 Message Date
Ricardo Andrés Marino Rojas 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
Jhonathan Abreu 956428b7bf Security cache dynamic collection for custom properties (#7327)
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* Dynamic security properties for quick objects storage

* Documentation and other minor changes

* Add Security indexer to access custom properties

* Address peer review

* Minor changes

* Improve regression algorithms

* Bumped pythonnet to version 2.0.19

* Bumped pythonnet to version 2.0.20

* Address peer review
2023-06-27 10:39:20 -04:00