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4 Commits

Author SHA1 Message Date
Roman Yavnikov 1eaf4d6ae0 Flexible trading days per year property (#7690) 
* feat: new `TradingDaysPerYear` prop in IAlgorithmSettings

* feat: getTradingDayPerYear by BrokerageModel
feat: init algo tradingDaysPerYear in brokerage|BacktestingSetupHandler
refactor: nullable `TradingDayPerYear`

* remove: hardcoded value:252 in statistics

* test: `algorithm.Settings.TradingDaysPerYear` for different brokerage
fix: tests calculation of `AnnualPerformance()`

* fix: Report generator by tradingDayPerYear

* fix: hardcoded value in PortfolioStatisticsTests

* fix: tradingDayPerYear in AnnualPerformanceTest
remove: extra spacing

* feat: backwards compatibility for TradingDaysPerYear

* feat: several UTest for AlgoSetting's TradingDaysPerYear prop

* fix: existed algo + test

* feat: regression algo with checking of tradingDayPerYear in OnEndOfAlgorithm()

* refactor: GetBrokerageTradingDayPerYear -> SetBrokerage... in BaseSetupHandler
refactor: carry out tradingDayPerYear at the top level and pass variable

* remove: default valuine in test param
remove: extra comment.

* fix: missed init TradingDaysPerYear in report.portfolioAlgo
fix: hardcoded value to tradingDaysPerYear

* fix: nullable TradingDaysPerYear in AlgorithmConfiguration
feat: UTest for PortfolioLooperAlgo
feat: add advanced description

* feat: test PortfolioStatistics with different tradingDaysPerYear

* revert: PortfolioLooper with TradingDaysPerYear implementation

* revert: nullable TradingDaysPerYear in AlgoConfiguration
remove: SetBrokerageTradingDayPerYear in BaseResultHandler

* style: remove empty row
 2024-01-17 14:45:57 -03:00
Martin-Molinero 4b06ca9147 Out of sample support tweaks (#7542)
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* Add backtest job end date handling

* Fixes & rebases

* Refactor out of sample configuration handling

* Minor datetime format tweak
 2023-10-27 18:23:21 -03:00
Jhonathan Abreu 6dfc6c710c Add algorithm parameters to result (#6878)
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* Add algorithm parameters to result's AlgorithmConfiguration

* Peer review
 2023-02-09 12:55:30 -03:00
Jhonathan Abreu 548a6998e3 Report generation with non-default algorithm settings (#6589)
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* Add algorithm settings to backtest results

* Use algorithm result settings in report generation

* Add unit tests

* Housekeeping

* Changes for live result report

* Housekeeping

* Housekeeping

* Housekeeping

* Add unit tests
 2022-08-30 19:23:25 -03:00