3 Commits

Author SHA1 Message Date
Ricardo Andrés Marino Rojas 5fd021996a Fix half of the CA1051 warnings (#8137)
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* Fix half of the CA1051 warnings

This warning is about not declaring visible instance fields. There are
something about 500 warnings in the solution, mostly in the QuantConnect and QuantConnect.Algorithm.CSharp projects. I aim to fix one of them in this PR and the other half of them in a second one. To fix it, I'm changing the visible instancce fields for properties.

* fix bugs

* Addressing minor reviews

* More minor fixes

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Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2024-07-03 15:43:17 -03:00
Colton Sellers d2d99b1f10 Algorithm Sampling and Statistics Fixes (#5936)
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* Implement scheduled event sampling solution

* Use UTC time, only update daily portfolio value once a day

* For daily resolutions sample chart always

* Cleanup

* Drop resample daily all together

* Force final sample

* Regression updates

* FIx LiveResultHandler to update portfolio and benchmark values outside of sampling event

* Name the daily sampling event

* Address review pt 1

* Drop force and use reference wrapper

* Adjust tests

* Fix warning for Benchmark Timezone Misalignment and also add test

* Fix for daily resolution orders and test adjustments

* Also warn on universe settings with daily resolution

* Update missed regression

* Fix reference wrapper use

* Update regression after rebase

* Add values back in for Daylight Algo

* Have statistics builder skip day 1 performance

* Regression adjustments

* Test adjustments

* Update regression unit test

* Adjust some regressions starts to show performance values

* Add hourly algorithm for beta comparison

* Address missing Python regression changes

* Remove null comment
2021-10-05 19:31:25 -03:00
Martin Molinero 3e09d2f3c9 Adding new ReferenceWrapper
- Adding new ReferenceWrapper for structs, value types, to avoid thread
  race conditions while reading and writting. In C# reference type
  assignments are atomic, so it allows us avoid using locks.
2020-04-30 19:56:15 -03:00