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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

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Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com>
 2023-12-12 21:06:13 -03:00
Jhonathan Abreu af0de8d2e9 Deployment target and running mode algorithm properties (#7337) 
* Add algorithm's mode and deployment target properties source from job packet

* Address peer review

* Add Python regression algorithm
 2023-07-03 09:55:21 -04:00