Commit Graph

4 Commits

Author SHA1 Message Date
Louis Szeto 279a7ef235 pep8 conversion on python algos #10 (#7951)
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* pep8 conversion

* PEP8 updates/fixes

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Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
2024-04-19 12:59:02 -03:00
Louis Szeto ed7f3ebbbf pep8 conversion of python algos #1-25 (#7926)
* pep8 conversion of python algos

* address peer-review

* PEP8 updates/fixes

* More fixes

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Co-authored-by: Jhonathan Abreu <jdabreu25@gmail.com>
2024-04-17 17:02:32 -04:00
Louis Szeto d977eb2181 Refactor MACD Alpha Model (#7140)
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* Update regression test to check number of insights

* Update model to have insight manager ref and cancel insight when signal goes flat

* Update unit tests and regression tests

* Address peer review: using Insights.Clear
2023-04-04 17:22:15 -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