7 Commits

Author	SHA1	Message	Date
Ricardo Andrés Marino Rojas	cce8945fe8	Api Clean up, Documentation and Standarization part two (#7964) ... * Add improvements * Add improvments and unit tests * Add XML comments * Nit changes * Add unit tests for OrderJsonConverter * Improve unit tests * Address requested changes * Fix bugs * Fix bugs * Fix bugs and self-review * Fix bugs * Address requested changes * Fix unit test bug * Fix bugs * Improve unit tests * Solve bugs	2024-04-26 13:17:34 -03:00
Ricardo Andrés Marino Rojas	ead2efe6b9	Add Starting and Ending KPI's (#7811) ... * First draft of the solution * Add missing changes * Remove the new KPI's from report * Fix bugs * nit change * Add improvements * Fix regression tests * Solve bugs in the regression algos * Fix regression tests bugs * Expand unit tests and add minor changes	2024-03-25 15:40:38 -03:00
Martin-Molinero	feff802479	Standardize trade count statistic (#7827) ... * Standarize trade count statistic * Rename 'Total Trades' to 'Total Orders'	2024-03-06 14:52:34 -03:00
Roman Yavnikov	50ccec9a01	feat: gdax -> coinbase (#7633) ... * feat: gdax -> coinbase * feat: defaultBrokerageModel gdax -> coinbase * refactor: coinbaseBrokerageModel fix: gdax test * feat: add coinbase market hours * feat: symbolPropDB gdax -> coinbase * fix: gdax to coinbase tests * fix: coinbase Fees data * remove: gdax market-hours * revert: stopMarket order Type by date + test * fix: coinbase test (fee was changed) revert: old test with stopMarket gdax fix: pandas padding * refactor: gdaxLiveTrading -> CoinbaseLiveTrading remove: gdax configs * remove: old gdax testdata files * refactor: gdax route -> coinbase route feat: add deprecated gdax info feat: some string "gdax" -> "coinbase" * fix: style brackets * fix: config coinbase data-queue-handler * revert: public StablePairsGDAX collection * rename: GdaxBrokerageModel to CoinbaseBrokerageModel in tests rename: gdax -> coinbase in DefaultMarketMap rename: gdaxBrokerageModelTest to Coinbase... * revert: coinbase changes in toolbox (deprecated) * remove: override Clone() in GDAX\Coinbase-OrderProperties * typo: ops missing brackets * rename: Market.Gdax -> Coinbase in Test remove: ref on gdax * test: compatibility of GDAXOrderProperties * fix: coinbase brokerageName enum number * feat: readonly to stablePairs Gdax/Coinbase remove: GetFeeModel() in GDAXBrokerageModel {} * test: gdax market name compatible with coinbase * rename: config to old ones * feat: coinbase CanUpdateOrder() * rename: plus to commit 4135c91 * feat: coinbase fee model + test * fix: stable fees data * update: coinbase symbol-properties-database.csv * fix: validation of MinimumOrderSize in SubmitOrder() * feat: gdax -> coinbase * feat: defaultBrokerageModel gdax -> coinbase * refactor: coinbaseBrokerageModel fix: gdax test * feat: add coinbase market hours * feat: symbolPropDB gdax -> coinbase * fix: gdax to coinbase tests * fix: coinbase Fees data * remove: gdax market-hours * revert: stopMarket order Type by date + test * fix: coinbase test (fee was changed) revert: old test with stopMarket gdax fix: pandas padding * refactor: gdaxLiveTrading -> CoinbaseLiveTrading remove: gdax configs * remove: old gdax testdata files * refactor: gdax route -> coinbase route feat: add deprecated gdax info feat: some string "gdax" -> "coinbase" * fix: style brackets * fix: config coinbase data-queue-handler * revert: public StablePairsGDAX collection * rename: GdaxBrokerageModel to CoinbaseBrokerageModel in tests rename: gdax -> coinbase in DefaultMarketMap rename: gdaxBrokerageModelTest to Coinbase... * revert: coinbase changes in toolbox (deprecated) * remove: override Clone() in GDAX\Coinbase-OrderProperties * typo: ops missing brackets * rename: Market.Gdax -> Coinbase in Test remove: ref on gdax * test: compatibility of GDAXOrderProperties * fix: coinbase brokerageName enum number * feat: readonly to stablePairs Gdax/Coinbase remove: GetFeeModel() in GDAXBrokerageModel {} * test: gdax market name compatible with coinbase * rename: config to old ones * feat: coinbase CanUpdateOrder() * rename: plus to commit 4135c91 * feat: coinbase fee model + test * fix: stable fees data * update: coinbase symbol-properties-database.csv * fix: validation of MinimumOrderSize in SubmitOrder() * fix: skipped gdax name to coinbase * feature: visible Symbol prop in DefaultOrderBook	2024-01-05 16:57:19 -03:00
Derek Melchin	eefa74baaa	Add Sortino ratio to statistics and report (#6698) ... * 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) ... * 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
Ricardo Andrés Marino Rojas	b14bda2dc0	Add SetAccountCurrency() override (#7284) ... * Add SetAccountCurrency overload - Add SetAccountCurrencyOverload to allow the user to set also account currency quantity - Add regression and unit tests to cover the changes * Add regression algos * Simplifiy SetAccountCurrency implementation * Minor changes * Minor changes	2023-06-01 17:44:45 -03:00