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* Update charts that are not empty and not default values
* Testing
* Filter final results
* Explicitly filter alpha charts if not needed
* Use filtered charts for Live results handler
* Refactor solution to manage alpha charts internally by creator
* nit comment fixes
* Implement drawdown as default chart
* Implement Capacity Estimate for backtest default chart
* Add default values to QC.Plotting
* Adjust drawdown calculation
* Only sample "Capacity" once a day
* Implement Volume chart
* Nit fixes
* Volume Chart adjustments and fixes
* Rename to "Assets Sales Volume"
* Implement Exposure Sampling
* Store algorithm currency symbol, round capacity to nearest 1k
* Add new plots to default charts
* nit change name
* Address reviews
* Reduce duplication and clean up exposure sampling
* Address reviews
* Improve sample exposure
* Address review
* Only enumerate holdings once
* nit - comments
* Post rebase fix
* Don't need to round anymore
* Adjust delisting liquidation time
- Adjust delisting liquidation time to 15 min before market closes.
Adding unit tests. Updating existing.
- Handle `Statistics.CompoundingAnnualPerformance` invalid calculation
to avoid exception.
- AlgorithmManager will not handle delisting events in live trading
- Fix bug where due to a split driven liquidation matching delisting
date a position in the option would remain open. Reproduced by
`BasicTemplateOptionsFrameworkAlgorithm`
* Address review
- Address review add documentation on delisting offset span
- Add `ProbabilisticSharpeRatio` to `PortfolioStatistics`
- `Probabilistic Sharpe Ratio` will be added to the `RunTimeStatistics`
sent by the `ResultHandlers`
- Making `TradeBuilder.ClosedTrades` thread safe since its accessed by
the `ResultHandlers`
- Removing `:` from live runtime statistics
- Adding unit tests
- `Futures` and `CFDs` sales value will use `ContractMultiplier` as the
rest of the securities.
- `FitnessScore` values will be truncated, not rounded, to 3 decimal places.
- Reducing code duplication for calculating the
`CompoundingAnnualPerformance`
Many places in the code used Log.Error(err.Message) or equivalent which
strips out all the really useful information, such as the stack trace
and inner exceptions. Using Log.Error(exception) is the correct way to
log an error as it will correctly write all the message details, also,
by passing the full Exception object we can improve the logging in this
one place and all call sites will automatically benefit from the improvements
Colton Sellers