Commit Graph

2 Commits

Author SHA1 Message Date
Derek Melchin 4d77431ae1 Refactor RsiAlphaModel (#7125)
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* Update regression tests to check consolidators are removed

* Update model

* Address review
2023-03-28 16:07:08 -03:00
Alexandre Catarino 3b2e165254 Adds BaseFrameworkRegressionAlgorithm and New Regression Algorithms (#7116)
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* Renames and Updates BaseAlphaModelFrameworkRegressionAlgorithm

The `BaseFrameworkRegressionAlgorithm ` will be used for multiple framework regression tests

* Updates and Renames EmaCrossAlphaModelFrameworkAlgorithm

Adds "Regression" to inform that it's a regression algorithm.

* Updates and Renames MaximumPortfolioDrawdownFrameworkAlgorithm

Adds "Regression" to inform that it's a regression algorithm, and use the model name: `MaximumDrawdownPercentPortfolio`

* Adds New Regression Algorithms
2023-03-22 11:21:30 -03:00