8 Commits

Author SHA1 Message Date
Derek Melchin d6ff16f9da Add new crisis events (#7991)
* Add new crisis events

* Add new enum values
2024-05-06 14:44:07 -03:00
Jared 1ef92b3eca Update Crisis.cs 2021-01-25 10:47:15 -08:00
Gerardo Salazar 40c3062348 Improves Report Generator stability and fixes various bugs (#4759)
* Improves stability and fixes various bugs

  * Adds unit tests covering changes
  * Adds COVID-19 crisis plots
  * Adjusts styling of crisis plots for more pleasant viewing
  * Fixes bug where null BacktestResult caused application to crash
  * Order JSON bug fixes and stability improvements
  * MaxDrawdownReportElement now produces results for Live
  * Replaced Estimated Capacity w/ Days Live
  * Added Live marker to sharpe ratio
  * Added support for MOO and MOC orders in PortfolioLooper

* Address review: adds new unit tests and cleans up code

  * Bug fix: use LastFillTime instead of Order.Time for MOO and MOC

* Address review: Fixes tests and cleans up code
2020-09-29 10:03:26 -03:00
Gerardo Salazar 5d663e8944 Fixes various issues
* Fixes issue with how cumulative percent change was calculated
* Reworks PercentChange extension method
* Fixes PortfolioLooper leverage calculation
* Disable page 2 of reports
* Fix issue where missing values produced misaligned shape in
AnnualReturnsReportElement.cs
2019-12-31 17:37:19 -08:00
Gerardo Salazar 1c4935fc60 Address review - increase performance and refactor
* Deletes NullAlphaHandler, NullLeanManager, NullSynchronizer
* Calculate the backtest and live PointInTimePortfolios only once now
* Refactor Metrics calculations
* Add missing license headers to some files
* Reverts accessibility of AddToUserDefinedAlgorithm to private
* Other misc. fixes and cleanup
2019-12-23 14:13:28 -08:00
Gerardo Salazar e2c75fa5fa Address review - delete python report creator
* Move PortfolioLooper classes to their own files
* Remove VisualStudioPlugin project
* Add SharedAssemblyInfo
* Add new crisis events
2019-12-18 18:02:04 -08:00
Gerardo Salazar eb6e13d91f Fixes many issues and refactors some of the report creator
* Can handle null Result packets
* Created utility files
* Added various helper methods to PortfolioLooper
* Fixes build issue by removing System.Collections.Immutable
* Updates plots to show "Insufficient data" when it can't be created
* Hides empty crisis page
* Fixes wkhtmltopdf display bug
* Removes Calculations.cs
* Modifies accessibility of AddToUserDefinedUniverse in QCAlgorithm
* Add null value handling in OrderJsonConverter
* Various bug fixes
* Fixes broken ReportChartTests.py
* Adds leverage to PointInTimePortfolio
2019-12-18 16:10:56 -08:00
Gerardo Salazar ef3a688da5 Implements leverage chart 2019-12-18 16:08:40 -08:00