quantconnect--lean

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 --------- Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com>	2023-12-12 21:06:13 -03:00
Ricardo Andrés Marino Rojas	33eb9dec9b	Solve missing bug with TimeZones (#7511 ) Benchmarks / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled	2023-10-11 15:44:39 -03:00
Ricardo Andrés Marino Rojas	844602c04a	Fix bug with custom data subscription with the same symbol from multiple exchanges (#7500 ) Build & Test Lean / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled Benchmarks / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled * Fix bug and add regression algo * nit changes * nit changes	2023-10-04 18:27:25 -03:00

3 Commits