quantconnect--lean

Author	SHA1	Message	Date
Martin-Molinero	645aa73e8e	Fix tags deserialization (#7736 ) API Tests / build (push) Has been cancelled Benchmarks / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled - Fix tags deserialization, adding unit test	2024-01-30 19:50:11 -03:00
Jhonathan Abreu	d4ba8ccead	Backtest self-categorization (#7683 ) Python Virtual Environments / build (push) Has been cancelled API Tests / build (push) Has been cancelled Benchmarks / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled Research Regression Tests / build (push) Has been cancelled * Implement backtest self-naming and self-tagging * Minor unit test fix * Minor api changes * Minor changes * Send packet messages when algorithm's name or tags are updated * Minor fixes * Address peer review * Backtest name and tags API calls Plus, first version of CI for API tests * Add endpoint to update a backtest set of tags * Minor GH actions change * Address peer review * Add algorithm naming and tagging unit tests * Minor backtest API changes	2024-01-30 14:59:08 -03:00
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 ) Research Regression Tests / build (push) Has been cancelled Build & Test Lean / build (push) Has been cancelled Python Virtual Environments / build (push) Has been cancelled Regression Tests / build (push) Has been cancelled Benchmarks / build (push) Has been cancelled * 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 ) 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 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 ) 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 * 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

6 Commits