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Improves Report Generator stability and fixes various bugs (#4759)
frostbyte_neo 发布于
2020-09-29 13:03:26 +00:00 | 2780 次提交 在此版本后已推送到 master-
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
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Address review: adds new unit tests and cleans up code
- Bug fix: use LastFillTime instead of Order.Time for MOO and MOC
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Address review: Fixes tests and cleans up code
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