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3 Commits

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
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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 d39a9420d5 Fix Security.IsMarketOpen for cases outside regular MH and last bar (#7343) 
* Fix Security.IsMarketOpen for cases outside regular MH and last bar

* Minor changes

* Move bar check of IsMarketOpen into FillModel

* Minor changes

* Minor changes

* Minor changes
 2023-07-03 14:40:31 -03:00
Jhonathan Abreu 5d6110f38c Make summary statistics available to algorithms at runtime (#7320) 
* Make statistics available at runtime to algorithms

* Re-calculate statistics on every call

* Housekeeping

* Add regression algorithms

* Address peer review

* Support for custom summary statistics at runtime

* Minor changes

* Address peer review

* Address peer review

* Minor changes

* Minor changes
 2023-06-19 17:34:59 -03:00