Commit Graph

7 Commits

Author SHA1 Message Date
Ricardo Andrés Marino Rojas b41df5b0f2 1/4 of the changes of RegressionTestException (#8100)
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2024-06-24 15:23:33 -03:00
Ricardo Andrés Marino Rojas 8c33536498 Add algorithm status statistic (#8095)
* First draft of the solution

* Fix bugs

* Fix bugs
2024-06-24 14:19:32 -03:00
Ricardo Andrés Marino Rojas ead2efe6b9 Add Starting and Ending KPI's (#7811)
* First draft of the solution

* Add missing changes

* Remove the new KPI's from report

* Fix bugs

* nit change

* Add improvements

* Fix regression tests

* Solve bugs in the regression algos

* Fix regression tests bugs

* Expand unit tests and add minor changes
2024-03-25 15:40:38 -03:00
Martin-Molinero feff802479 Standardize trade count statistic (#7827)
* Standarize trade count statistic

* Rename 'Total Trades' to 'Total Orders'
2024-03-06 14:52:34 -03:00
Derek Melchin eefa74baaa Add Sortino ratio to statistics and report (#6698)
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* Add Sortino ratio to statistics and report

* Adds Sortino Ratio to Report Key Statistics

* Addresses Peer-Review

Reuse `SharpeRatioReportElement` and change the template.

* Reuse Calculations Across Statistics and PortfolioStatistics

* Adds Sortino Ratio to Regression Algorithms

* Removes Sortino Ratio from Optimization Result Table

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Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com>
2023-12-12 21:06:13 -03:00
Ricardo Andrés Marino Rojas 33eb9dec9b Solve missing bug with TimeZones (#7511)
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2023-10-11 15:44:39 -03:00
Ricardo Andrés Marino Rojas 844602c04a Fix bug with custom data subscription with the same symbol from multiple exchanges (#7500)
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* Fix bug and add regression algo

* nit changes

* nit changes
2023-10-04 18:27:25 -03:00