22 Commits

Author SHA1 Message Date
Martin-Molinero 0e5b6ce91e Improve portfolio margin chart (#9011)
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- Add StackedBar Series type
- Minor improvements for portfolio margin chart
2025-10-03 17:56:27 -03:00
laur89 1e84ee59ce fix CandlestickSeries constructor (#8664)
- likely a copy-pasta error from Series, where index=0 is passed to
  BaseSeries constructor, only now it was passed as SeriesType, which
  is subsequently set in CandlestickSeries constructor
2025-03-31 16:44:22 -03:00
Martin-Molinero 7705895cc6 Portfolio margin chart (#7719)
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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
2024-02-01 12:43:08 -03:00
Martin-Molinero aaab65fd7f Fix disabled subsampling (#7656)
- Fix disable subsampling which was adjusting series point times,
  updating unit tests to reproduce issue
2024-01-02 20:54:19 -03:00
Martin-Molinero 2525824390 ConsolidateChartPoints method override type (#7650)
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2023-12-29 13:24:29 -03:00
Martin-Molinero a76fad952d Allow disabling subsampling (#7642)
- Optionally allow disabling subsampling, adding unit tests
2023-12-26 11:06:34 -03:00
Martin-Molinero 51c70f6c46 Adjust for high/low sampling values (#7639)
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2023-12-20 18:05:10 -03:00
Martin-Molinero 59b9e571a1 Minor series sampling improvements (#7627)
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- Fix bug where there might not be any data to sample. Adding unit test
- Fix bug where candlestick sampling might add point which shouldn't be
  there. Adding unit tests
- Adjust series json converter to serialize any base series type. Adding
  unit test
2023-12-14 09:57:20 -03:00
Martin-Molinero fd2a8f84b9 Add support for null chart points (#7622)
* Add support for null chart points

- Add support for null value chart points, updating existing and adding
  new unit tests

* Minor selfreview tweaks

* Address review & fix deserialization bug

* Ignore null values when using NullResultValueTypeJsonConverter

* Narrow NullResultValueTypeJsonConverter conversion support

* Allow inherit of series sampler
2023-12-12 20:26:58 -03:00
Jhonathan Abreu 6109ac8f1b Candlestick charts (#7425)
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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
2023-08-08 17:52:46 -03:00
Martin-Molinero 48914b08db Chart Series Settings Lost (#6997)
* 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
2023-02-21 13:07:56 -03:00
Martin-Molinero b247724a34 Improve Optimizer runtime statistics (#5024)
- Adding optimization Id to backtests packets
- SeriesSampler will allow truncating the samples
- Removing OptimizationEstimate, simplifying getting estimate and
  runtime stats separatly
2020-12-11 16:39:13 -08:00
Martin Molinero b1f7a40b4c Move StatisticsResults into ResultHandler 2019-08-23 19:38:00 -03:00
QuantConnect 2d9f8cb9e3 Updated charting lib to use series indexes instead of chart types. Obsolete ChartType enum 2015-12-10 13:03:50 -05:00
snugs e1938baafe Clean up using directives 2015-09-01 22:17:35 -04:00
snugs cce36e15f2 Some unit test clean up 2015-05-26 11:12:11 -04:00
snugs 4c835ee9d7 Don't sample scatter plots! 2015-05-22 14:32:39 -04:00
snugs 45d7605981 Fixes bug in series sampler with duplicate times 2015-05-12 13:16:24 -04:00
snugs b4722b889e Adds banners to SeriesSampler 2015-01-21 14:57:18 -03:00
snugs c92985dff9 SeriesSampler won't sample before or after data
Also fixes bug in the DownSamples test
2015-01-21 13:23:02 -03:00
snugs 673cf28c1d Fixes bug in SeriesSampler.SampleCharts 2015-01-21 12:12:13 -03:00
snugs 5361024512 Adds SeriesSampler and uses in LiveTradingResultHandler
We're now saving second, minute, and 10minute resolution data to the s3 storage for dynamic resolution charting.
2015-01-21 11:47:15 -03:00