Commit Graph

4 Commits

Author SHA1 Message Date
Ricardo Andrés Marino Rojas 8b312efd0c Fix CA1829 warning (#8188)
* Fix CA1829 warning

* Fix failing test
2024-07-10 14:08:28 -03:00
Ricardo Andrés Marino Rojas 16a737ee26 Fix most of CA1725 warnings (#8154)
* Fix CA1725 warning

* Address requested changes
2024-07-05 16:19:56 -03:00
Jhonathan Abreu fbf8ffd924 Handle price discontinuity on volatility models (#7058)
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* Apply splits and dividends to volatility models

* Apply splits and dividends to volatility models using history requests

* Add new ScaleRaw data normalization mode

Handling the new mode in the price scale enumerator.

* DataNormalizationMode.ScaledRaw history requests

* Minor changes

* Minor changes

* Disable new normalization mode in AddSecurity methods and other minor changes

* Peer review

* Minor changes

* Peer review

* Minor changes

* Peer review

* Peer review

* Peer review

* Add scaled raw history regression algorithm

* Add more regression algorithms

* Add more regression algorithms

* Add Slice.TryGet unit tests

* Peer review

* Peer review

* Peer review

* Peer review

* Peer review

* Update algorithms stats

* Peer review

* Peer review
2023-03-13 13:11:30 -03:00
Louis Szeto aa1883a140 C# Version of CustomVolatilityModelAlgorithm (#6373)
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2022-06-03 19:47:39 -03:00