Jhonathan Abreu
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bc05aa03f9
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Fix win/loss count statistics for options assignments (#7354)
* Add ITM option assignment trade as win in trade statistics
* Add TradeStatistics unit tests
* Add unit tests
* Add OptionTrade class to abstract IsWin method
* Keep track of winning/losing trades
* Add more unit tests
* Change Trade.IsWin to a property calculated by the trade builder
* Improve regression algorithm
* Handle ITM option sell win/loss statistics
* Update regression algorithms statistics
* Revert accidental unwanted changes
* Address peer review
* Keep track of winning and losing transactions for portfolio statistics
* Add more SecurityPortfolioModel unit tests
* Fix failing unit tests
* Minor changes
* Address peer review
* Minor fix
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2023-07-10 10:20:29 -03:00 |
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