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3 Commits

Author SHA1 Message Date
Martin-Molinero feff802479 Standardize trade count statistic (#7827) 
* Standarize trade count statistic

* Rename 'Total Trades' to 'Total Orders'
 2024-03-06 14:52:34 -03:00
Derek Melchin eefa74baaa Add Sortino ratio to statistics and report (#6698)
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* 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 fb3409d8a2 Custom data sourced from the object store (#7493)
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* Support sourcing custom data from ObjectStore

* Add Python regression algorithm

* Wire engine to pass ObjectStore down to the stream readers

* Minor changes

* Minor unit tests fixes

* Remove unused SetupHandlerParameters.ObjectStore

* Minor changes

* Minor changes

* Support single-file zipped data to be sourced from object store

* Assert object store custom data history requests in regression algorithms

* Add custom object store data live data feed unit test

* Add multi-file object store custom data regression algorithms

* Minor fix
 2023-10-02 15:54:57 -03:00