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
Martin-Molinero	8ed5f69ea6	Minor fill forward enumerator fix (#7068 ) Python Virtual Environments / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Benchmarks / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled - Make sure the fill forward enumerator does not fill forward beyond the subscription end time. Adding tests	2023-03-15 10:18:43 -03:00