github-featured / quantconnect--lean

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  • 15298 761ea2571a
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    Adds BaseAlphaModelFrameworkRegressionAlgorithm (#7107)

    frostbyte_neo 发布于 2023-03-21 16:22:34 +00:00 | 1526 次提交 在此版本后已推送到 master

    • Adds BaseAlphaModelFrameworkRegressionAlgorithm

    BaseAlphaModelFrameworkRegressionAlgorithm will be used to validate Alpha Model regression algorithm with the same universe.

    • HistoricalReturnsAlphaModelFrameworkAlgorithm
    • EmaCrossAlphaModelFrameworkAlgorithm
    • MacdAlphaModelFrameworkAlgorithm
    • RsiAlphaModelFrameworkAlgorithm
    • BasePairsTradingAlphaModelFrameworkAlgorithm
    • Addresses Peer-Review
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