Gerardo Salazar 7d93f43d38 Calculate more report elements using LiveResult data in report generator (#5300) ...

* Calculate PSR for live algorithms in report generator

* Use live series for calculating of CAGR, Max DD, and PSR

  * Removes Kelly Estimate from report and template.html

* Update template.html

* Rolling Beta bug fix when using daily data

  * Max drawdown output as percent

* Make days live report element use equity curve last day instead of today

Co-authored-by: Jared <jaredbroad@gmail.com>

2021-02-15 19:56:52 -08:00

..

css

Fixes many issues and refactors some of the report creator

2019-12-18 16:10:56 -08:00

PortfolioLooper

Fixes options order crash in ReportGenerator/PortfolioLooper (#4992)

2020-12-07 12:39:53 -03:00

Properties

Add assembly descriptions (#4442)

2020-05-21 09:35:12 -07:00

ReportElements

Calculate more report elements using LiveResult data in report generator (#5300)

2021-02-15 19:56:52 -08:00

config.example.json

Fix failing tests

2019-12-19 10:11:47 -08:00

Crisis.cs

Update Crisis.cs

2021-01-25 10:47:15 -08:00

CrisisEvent.cs

Improves Report Generator stability and fixes various bugs (#4759)

2020-09-29 10:03:26 -03:00

DeedleUtil.cs

Fixes various issues

2019-12-31 17:37:19 -08:00

DrawdownCollection.cs

Fixes various issues

2019-12-31 17:37:19 -08:00

DrawdownPeriod.cs

Address review - increase performance and refactor

2019-12-23 14:13:28 -08:00

Metrics.cs

Fixes various issues

2019-12-31 17:37:19 -08:00

NullResultValueTypeJsonConverter.cs

Improves Report Generator stability and fixes various bugs (#4759)

2020-09-29 10:03:26 -03:00

OrderTypeNormalizingJsonConverter.cs

Address review - remove unused code in OrderTypeNormalizingJsonConverter

2020-04-15 09:59:21 -07:00

PointInTimePortfolio.cs

Only report daily point-in-time portfolios instead of every trade (#5214)

2021-01-22 17:00:09 -08:00

Program.cs

Move report statistics JSON output to in-memory string as out param (#5283)

2021-02-09 12:27:10 -08:00

QuantConnect.Report.csproj

Remove Microsoft.Net.Compilers (#5282)

2021-02-11 09:31:37 -03:00

Report.cs

Calculate more report elements using LiveResult data in report generator (#5300)

2021-02-15 19:56:52 -08:00

ReportCharts.py

Address review - increase performance and refactor

2019-12-23 14:13:28 -08:00

ReportChartTests.py

Fixes many issues and refactors some of the report creator

2019-12-18 16:10:56 -08:00

ReportKey.cs

Improves Report Generator stability and fixes various bugs (#4759)

2020-09-29 10:03:26 -03:00

ResultsUtil.cs

Address review - increase performance and refactor

2019-12-23 14:13:28 -08:00

Rolling.cs

Calculate more report elements using LiveResult data in report generator (#5300)

2021-02-15 19:56:52 -08:00

template.crisis.html

Updates report generator template.crisis.html (#5202)

2021-01-20 18:01:44 -08:00

template.html

Calculate more report elements using LiveResult data in report generator (#5300)

2021-02-15 19:56:52 -08:00