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3 Commits

Author SHA1 Message Date
Jhonathan Abreu ed92e6653b Fix EMA first value calculation (#7173) 
* Fix EMA indicator first value calculation

As done by TALib and TradingView, the first EMA value after warmup is
the SMA of the first period.

* Update TSI indicator test data

Data was exported from TradingView

* Update TRIX indicator test data from TradingView

* Update AccumulationDistributionOscillator indicator test data from TradingView

* Update Double EMA indicator test data from TradingView

* Update McClellanSummationIndex indicator test data

* Update SchaffTrendCycle indicator test data

* Update TripleExponentialMovingAverage indicator test data from TradingView

* Update stats for algorithms using EMA

* Update failing unit tests
 2023-04-11 17:43:25 -03:00
Louis Szeto d977eb2181 Refactor MACD Alpha Model (#7140)
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* Update regression test to check number of insights

* Update model to have insight manager ref and cancel insight when signal goes flat

* Update unit tests and regression tests

* Address peer review: using Insights.Clear
 2023-04-04 17:22:15 -03:00
Alexandre Catarino 3b2e165254 Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116)
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* Renames and Updates BaseAlphaModelFrameworkRegressionAlgorithm

The `BaseFrameworkRegressionAlgorithm ` will be used for multiple framework regression tests

* Updates and Renames EmaCrossAlphaModelFrameworkAlgorithm

Adds "Regression" to inform that it's a regression algorithm.

* Updates and Renames MaximumPortfolioDrawdownFrameworkAlgorithm

Adds "Regression" to inform that it's a regression algorithm, and use the model name: `MaximumDrawdownPercentPortfolio`

* Adds New Regression Algorithms
 2023-03-22 11:21:30 -03:00