Commit Graph

6 Commits

Author SHA1 Message Date
Ricardo Andrés Marino Rojas cce8945fe8 Api Clean up, Documentation and Standarization part two (#7964)
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* 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
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
Jhonathan Abreu c0801afdbe Fix using custom data with Bybit brokerage model (#7547)
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* Fix using custom data with Bybit brokerage model

* Add unit tests
2023-10-31 14:19:17 -03:00