Martin-Molinero f98197e49e 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

2023-03-08 16:55:18 -03:00

..

css

Fixes many issues and refactors some of the report creator

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

PortfolioLooper

Combo orders (#6813)

2023-01-06 17:58:43 -03:00

Properties

Remove all nuspec files (#5311)

2021-02-18 17:13:11 -03:00

ReportElements

Refactor alpha statistics

2023-03-08 16:55:18 -03:00

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

Update enum values in comments (#6460)

2022-07-05 10:29:28 -03:00

DeedleUtil.cs

Fixes various issues

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

DrawdownCollection.cs

Fix drawdown plotting failing on single equity point (#5461)

2021-04-06 16:30:23 -07:00

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

Fix Lean Warnings V1 (#5408)

2021-03-22 11:08:48 -07:00

OrderTypeNormalizingJsonConverter.cs

Fix Lean Warnings V1 (#5408)

2021-03-22 11:08:48 -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

Add support for HTML reports conversion to PDF (#6960)

2023-02-14 15:50:19 -03:00

QuantConnect.Report.csproj

Bump to pythonNet 2.0.18 (#7036)

2023-03-03 13:11:03 -03:00

Report.cs

Report generation with non-default algorithm settings (#6589)

2022-08-30 19:23:25 -03:00

ReportCharts.py

Fix report's exposure plot colors and other bugs (#6580)

2022-08-25 12:28:22 -03:00

ReportChartTests.py

Fix report's exposure plot colors and other bugs (#6580)

2022-08-25 12:28:22 -03:00

ReportKey.cs

Show backtest and live runtime days in report (#6561)

2022-08-22 12:12:19 -03:00

ResultsUtil.cs

Address review - increase performance and refactor

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

Rolling.cs

Changes calculation of rolling/series graphs to use EOD equity (#5303)

2021-02-16 13:43:27 -08:00

template.crisis.html

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

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

template.html

Fix report's exposure plot colors and other bugs (#6580)

2022-08-25 12:28:22 -03:00