quantconnect--lean

Author	SHA1	Message	Date
Derek Melchin	eefa74baaa	Add Sortino ratio to statistics and report (#6698 ) 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 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 --------- Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com>	2023-12-12 21:06:13 -03:00
Alexandre Catarino	b84774388c	Index.IsTradable Can Be Set (#7610 ) Regression Tests / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Benchmarks / build (push) Has been cancelled * Index.IsTradable Can Be Set Indices are not tradable. LEAN will not set it to `true`, but the users can for backtesting. * Adds Regression Tests * Revert Changes to ProcessSecurityChanges	2023-12-06 21:02:10 -03:00