quantconnect--lean

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 Regression Tests / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled * 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 --------- 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
Martin-Molinero	73c71c6913	Add missing GC future auxiliary data (#7312 ) 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 * Add missing GC future auxiliary data - For improved testing add missing GC comex future auxiliary data. Updating regression tests * Update regression algorithm expected data points	2023-06-09 19:43:34 -03:00
Martin-Molinero	f9bbec1e16	Remove internal subscriptions from future chain (#7169 ) Benchmarks / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled - Remove internal subscription from slive future chain collection. Adding regression algorithm reproducing the bug	2023-04-05 18:23:04 -03:00

3 Commits