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) ... * 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
Jhonathan Abreu	fbf8ffd924	Handle price discontinuity on volatility models (#7058) ... * Apply splits and dividends to volatility models * Apply splits and dividends to volatility models using history requests * Add new ScaleRaw data normalization mode Handling the new mode in the price scale enumerator. * DataNormalizationMode.ScaledRaw history requests * Minor changes * Minor changes * Disable new normalization mode in AddSecurity methods and other minor changes * Peer review * Minor changes * Peer review * Minor changes * Peer review * Peer review * Peer review * Add scaled raw history regression algorithm * Add more regression algorithms * Add more regression algorithms * Add Slice.TryGet unit tests * Peer review * Peer review * Peer review * Peer review * Peer review * Update algorithms stats * Peer review * Peer review	2023-03-13 13:11:30 -03:00