github-featured / quantconnect--lean

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    Mean Reversion Portfolio Construction Model (#6519)

    frostbyte_neo 发布于 2022-08-04 14:20:11 +00:00 | 1806 次提交 在此版本后已推送到 master

    • MRP

    • Fix bug

    • Rename

    • Provide virtual GetPriceRelative function to override for any variants in future

    • SymbolData class within model

    • Address peer review

    • fix bug

    • revise unit test and fix bug in python model

    • revise unit test and fix bug in model

    • Revise regression statistics

    • Revise regression statistics

    • Revise regression statistics

    • Revise regression statistics

    • Revise regression statistics

    • Address peer review

    • Updated unit tests according to peer review

    • Address peer review

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