Commit Graph

4 Commits

Author SHA1 Message Date
Jhonathan Abreu b75ed58411 Fix combo order quantity update (#7651)
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* Fix combo order quantity update

* Minor changes

* Fix unit tests

* Cleanup
2024-01-03 11:11:23 -04:00
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
Jhonathan Abreu 314a334e88 Price adjustment mode Order property (#7582)
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* Add new Order.PriceAdjustmentMode property

* Minor fix and unit test

* Minor fix and regression algorithms' stats update

* Unit test fixes

* Minor fix

* Set order price adjustment mode to raw always for live trading
2023-11-17 16:09:03 -04:00
Martin-Molinero e42d84319d Support overriding position group margin requirements (#7286)
* Add support for Null SecurityPositionGroupModel

- Add support for algorithms to set the null security position group
  model which will not group securities together but rather return the
  single group buying power model. Adding regression algorithms

* Add Null Margin python regression & cleanup

- Add python regression algorithm & minor regression algorithms clean up
2023-05-31 19:53:50 -03:00