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
Jhonathan Abreu	314a334e88	Price adjustment mode Order property (#7582 ) Benchmarks / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled * 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
Louis Szeto	7d3733ccb7	Slippage model by market impact factors (#7513 ) Benchmarks / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled * Add Market Impact Slippage Model * Add unit tests * Add regression tests and random seeds * Address peer review 1 * Add non-negative logic choice * address peer review 2 * timezone setting adjustment * Address peer review 2 * address second review * minor updates * minor updates * Nit * fix regression tests * fix CI * Rebase and fix CI * regression test	2023-10-27 17:43:44 -03:00

3 Commits