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Author SHA1 Message Date
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 d39a9420d5 Fix Security.IsMarketOpen for cases outside regular MH and last bar (#7343) 
* Fix Security.IsMarketOpen for cases outside regular MH and last bar

* Minor changes

* Move bar check of IsMarketOpen into FillModel

* Minor changes

* Minor changes

* Minor changes
 2023-07-03 14:40:31 -03:00