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Algorithm Sampling and Statistics Fixes (#5936)
frostbyte_neo 发布于
2021-10-05 22:31:25 +00:00 | 2141 次提交 在此版本后已推送到 master-
Implement scheduled event sampling solution
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Use UTC time, only update daily portfolio value once a day
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For daily resolutions sample chart always
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Cleanup
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Drop resample daily all together
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Force final sample
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Regression updates
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FIx LiveResultHandler to update portfolio and benchmark values outside of sampling event
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Name the daily sampling event
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Address review pt 1
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Drop force and use reference wrapper
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Adjust tests
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Fix warning for Benchmark Timezone Misalignment and also add test
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Fix for daily resolution orders and test adjustments
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Also warn on universe settings with daily resolution
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Update missed regression
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Fix reference wrapper use
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Update regression after rebase
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Add values back in for Daylight Algo
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Have statistics builder skip day 1 performance
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Regression adjustments
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Test adjustments
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Update regression unit test
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Adjust some regressions starts to show performance values
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Add hourly algorithm for beta comparison
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Address missing Python regression changes
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Remove null comment
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