Commit Graph

4 Commits

Author SHA1 Message Date
Jhonathan Abreu 0b81cf0218 Add dataMappingMode parameter to History methods (#7204)
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 dataMappingMode parameter to every history api method overload

* Minor unit tests fixes

* Update regression algorithm stats

* Minor changes

* Minor changes
2023-04-21 17:24:14 -03:00
Martin-Molinero bbbab6d9a8 Refactor alpha statistics phase I (#7055)
Regression Tests / build (push) Has been cancelled
Python Virtual Environments / 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
* Refactor alpha statistics

- Refactor alpha statistics, cleaning up and simplifying no longer required calculations and scoring
- Adding new InsightEvaluator abstraction, adding C# & PY regression
  algorithms

* Optimization backtest result json converter update

* Address reviews

- Remove IAlphaHandler, move insight storage responsability to IResultHandler
  and centralizing insight collection on the QCAlgorithm.Insights to be
  reused by the framework models
- Fix portfolio turnover single day backtests and duplicate time
  sampling handling. Updating regression algorithms

* Add InsightCollection tests and minor fixes

* Adding more & improved tests
2023-03-10 13:12:23 -03:00
Martin-Molinero c4433098c3 Refactor Framework Statistics (#7041)
* Refactor framework statistics

* Further insight chart cleanup
2023-03-03 19:40:29 -03:00
Martin-Molinero 3507c91640 Fix future daily price scale factor update (#6963)
Regression Tests / build (push) Has been cancelled
Python Virtual Environments / 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
* Fix future daily price scale factor update

- Fix future daily price scale factor update which was happening 1 day
  late due to data and exchange time zone differences.
  Adding regression algorithm reproducing and asserting it.

* Address review
2023-02-14 20:09:59 -03:00