-
Refactor alpha statistics phase I (#7055)
frostbyte_neo 发布于
2023-03-10 16:12:23 +00:00 | 1547 次提交 在此版本后已推送到 master- Refactor alpha statistics
- Refactor alpha statistics, cleaning up and simplifying no longer required calculations and scoring
- Adding new InsightEvaluator abstraction, adding C# & PY regression
algorithms
-
Optimization backtest result json converter update
-
Address reviews
- Remove IAlphaHandler, move insight storage responsability to IResultHandler
and centralizing insight collection on the QCAlgorithm.Insights to be
reused by the framework models - Fix portfolio turnover single day backtests and duplicate time
sampling handling. Updating regression algorithms
-
Add InsightCollection tests and minor fixes
-
Adding more & improved tests
下载附件