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* Minor chart improvements
- Add base series tooltip template. Adding unit tests
- Reduce null chart points to a single addition
* Add null values always
* Fixes & minor tweaks
* Serialize ChartPoint as array
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* Portfolio state chart
- Cleanup and renames
- Add series.IndexName. Uodating unit tests
- Add Chart.LegendDisabled. Adding new unit tests
- Add ChartPoint.Tooltip. Updating unit tests
- Minor compression tweak. Adding unit test
- Add ChartJsonConverter. Adding unit tests
* Minor chart serialization order tweak
* Refactor portfolio state sampling and storing
* Move PortfolioMargin into a lean side chart
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* 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
* 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
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* Plotting Limits Handling Improvements
- Improve the handling and enforcement of plotting limits
- Increase local default limits
* Minor plotting test fix
* Implement risk free interest rate as an algorithm model
* Use risk free insterest rate model in Sharpe Ratio indicator
* Address peer review
Also added python wrapper
* Take pyobject as interest rate model in Sharpe Ratio indicator
* Minor fix
* Minor fix
* Address peer review
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* New Fundamental Data
* Minor CIK lookup fix
* Handle live mode & delete unexisting properties
* Minor coarse fundamental adjustment
* Add fundamental history support
* Fix unit tests
* Performance improvements
* Fixes
* Minor regression algorithm fix
* Improvements. Add FundamentalUniverseSelectionModel
* Change default values
* Fix unit test
* Minor tweaks
* Fix unit test
* Minor error handling improvement
* Fix rebase
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* Candlestick charts base implementation
* Series and Candlestick series json serialization
* Some cleanup
* Add AddPlot method for candlestick series to QCAlgorithm
* Remove Values property from ISeriesPoint
* Add candlestick QCAlgorithm.Plot trade bar methods
* Implement candlestick series re-sampling
* Add more SeriesSampler unit tests
* Add examples of candlestick charts usage to exisiting charting algorithm
* Address peer review
* Address peer review
* Derive Candlestick from Bar
* Sampler changes
* Add new series types from the cloud
* Add more candlestick series sampler tests
* Minor cleanup
* Minor changes
* Make statistics available at runtime to algorithms
* Re-calculate statistics on every call
* Housekeeping
* Add regression algorithms
* Address peer review
* Support for custom summary statistics at runtime
* Minor changes
* Address peer review
* Address peer review
* Minor changes
* Minor changes
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- Fix data-queue-handler configuration initialization using paper brokerage
- Fix for downloader data provider request times
- Fix null reference exception in live result handler if algorithm is
null
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* Refactor alpha statistics
- Refactor alpha statistics, cleaning up and simplifying no longer required calculations and scoring
- Adding new InsightEvaluator abstraction, adding C# & PY regression
algorithms
* Optimization backtest result json converter update
* Address reviews
- Remove IAlphaHandler, move insight storage responsability to IResultHandler
and centralizing insight collection on the QCAlgorithm.Insights to be
reused by the framework models
- Fix portfolio turnover single day backtests and duplicate time
sampling handling. Updating regression algorithms
* Add InsightCollection tests and minor fixes
* Adding more & improved tests
* Fix live trading chart series index
- Fix Series loosing their index when handled by the
LiveTradingResultHandler
- Some clean up for Series.cs
* Fix SeriesSampler loosing Series settings
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* add state to backtesting result packets
* self review
* add state in live results
* set runtime error in algorithm
* set hostname in job packets
* Set state when algorithm is null
* address review
* address reviews
* set runtime error when algorithm is not available during runtime
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* Fix backtest progress calculation
* Backtest progress monitor class
* Minor changes
* Lazy calculating the processed days count
* Minor changes
* Minor changes
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* Saves Dividend Payments to Security Holdings
Saves information about dividend payments to `SecurityHoldings`. This information will be used to factor in dividend payments to the `Profit` and `NetProfit`.
Adds `SecurityPortfolioManager.TotalNetProfit` to sum all the `SecurityHoldings.NetProfit`.
Adds regression and unit tests.
* Addresses Peer-Review
Improves Regression Test.
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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
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* Minor improvements
- Avoid division by zero error in backtesting result handler. Race
condition where the SetAlgorithm implementation would still be running
and we try to loop through the update method
- Improvement nullreference exception message
- Cleanup resolution to timespan extension method
* Address reviews
- Cleanup data config fill forward conditional statement for tick
resolution
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* Minor fixes for mapped futures contract
- Future security was never able to be non tradable
- Skip remove future contracts from live holdings. Adding unit test
reproducing issue and regression algorithm
* Fix removal of continuous futures
- The canonical continuous future would leave behind an OpenInterest
subscription when removed because of a different in the way the
configurations were built, this will now be centralized in a single
method. Adding unit tests reproducing issue
- FillForwarding setting of the continuous future was not being
respected. Updating algorithm reproducing the issue to assert the
behavior failing in master
* Address reviews
- Minor refactors addressing reviews
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* Fix result handler live holdings
- Live result handler live holdings will include future assets
associated with continuous futures. Adding unit tests
* Fixed for live holdings price rounding
- Live holdings will use the SPDB minimum price variation for rounding.
Adding unit tests
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* Warmup minor fixes
- Result handler fix
- Centralize and normalize status update during warmup
* Address reviews
* Minor adjustments
* Add console message during warmup period
* Fix warmup percentage update
Ricardo Andrés Marino Rojas