779a7c06c5
Fix PortfolioStatistics WinRate/LossRate documentation ( #9431 )
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* Fix PortfolioStatistics win/loss inconsistency
* Update regression algorithms
* Revert changes
* Fix PortfolioStatistics win rate XML documentation
2026-05-04 10:27:41 -03:00
ecb8e8da41
Fix trades drawdown calculation ( #9249 )
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* Fix trade drawdown calculation
* Cleanup
* Disable MAE. MFE and Drawdown calculation for FlatToFlat and FlatToReduced trade grouping methods
* Minor test fixes
2026-01-30 15:46:41 -04:00
bc05aa03f9
Fix win/loss count statistics for options assignments ( #7354 )
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* Add ITM option assignment trade as win in trade statistics
* Add TradeStatistics unit tests
* Add unit tests
* Add OptionTrade class to abstract IsWin method
* Keep track of winning/losing trades
* Add more unit tests
* Change Trade.IsWin to a property calculated by the trade builder
* Improve regression algorithm
* Handle ITM option sell win/loss statistics
* Update regression algorithms statistics
* Revert accidental unwanted changes
* Address peer review
* Keep track of winning and losing transactions for portfolio statistics
* Add more SecurityPortfolioModel unit tests
* Fix failing unit tests
* Minor changes
* Address peer review
* Minor fix
2023-07-10 10:20:29 -03:00
921ae391ad
Merge branch 'master' into feature-3146-median-trade-durations
2019-04-30 20:34:30 +01:00
412eccebc9
Address reviews
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- Revert charting rouding
- Add statistics rouding
- Json converter will ignore null order values
- Remove `type` field in `Symbol` json
- Add default type value for the `TimeInForceJsonConverter`
2019-04-30 11:45:07 -03:00
05d206ee0d
Calculating medians on longs is ~20% faster
2019-04-30 10:10:55 +01:00
37cbfd1270
Median trading durations (all/winning/losing) added to TradeStatistics
2019-04-29 17:50:02 +01:00
84555a80ad
Fix AlgorithmPerformance property setters for JSON deserialization
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AlgorithmPerformance, PortfolioStatistics and TradeStatistics had private setters, so JSON deserialization could not populate their properties.
2017-06-26 17:21:48 +02:00
fac6f46a9a
New Statistics implementation
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Added Trade and TradeBuilder classes
Added UtcTime and OrderFee property to OrderEvent class
Added AlgorithmPerformance class with a few metrics + tests
Added portfolio statistics + rolling statistics
Closes #30 via PR #164
Thanks @SteffanoRaggi!
2015-09-16 20:48:02 -04:00
JosueNina