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

..

Benchmarks

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

Brokerages

Check minimum Forex limits in IB Brokerage Model (#6881)

2023-02-08 16:40:18 -03:00

Commands

Order command improvements (#6584)

2022-08-25 15:53:11 -03:00

Data

Refactor alpha statistics

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

Exceptions

Update to python38 and libraries (#6558)

2022-08-22 13:54:02 -03:00

Notifications

Bump pythonNet version 2.0.12 (#6310)

2022-05-02 14:38:50 -03:00

Orders

Fixes EquityFillModel.StopMarketFill (#7042)

2023-03-08 16:49:34 -03:00

Packets

Refactor alpha statistics

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

Parameters

Pass command line parameters values as string (#4819)

2020-10-06 10:19:56 -03:00

Python

Fix adding Python additional paths in research (#6699)

2022-10-21 12:11:10 -03:00

Scheduling

Update CME futures market hours (#6607)

2022-09-02 12:33:50 -03:00

Securities

IsOption Use Underlying Holidays and Early Closes if Empty (#7007)

2023-02-24 12:49:51 -03:00

Statistics

Refactor alpha statistics

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

Storage

Fix ObjectStore limits enforcement (#6609)

2022-09-01 13:52:11 -03:00

Util

Remove Yahoo auxiliary data generator (#6993)

2023-02-20 19:23:31 -03:00

AlgorithmConfigurationTests.cs

Add algorithm parameters to result (#6878)

2023-02-09 12:55:30 -03:00

BinaryComparisonTests.cs

Add OptionStrategyMatcher (#4924)

2020-12-02 18:42:24 -03:00

BrokerageNameTests.cs

Enable python and CSharp debugging

2019-08-12 22:03:13 -03:00

CurrenciesTests.cs

Parsing all currencies in a number with currency (#6599)

2022-08-30 19:02:21 -03:00

DataMonitorReportTests.cs

Data monitor (#6725)

2022-11-09 17:38:34 -03:00

DocumentationAttributeTest.cs

Add documentation attribute (#6094)

2021-12-03 18:23:06 -03:00

ExchangeTest.cs

Minor Exchanges cleanup (#6100)

2021-12-06 19:27:27 -03:00

ExpiryTests.cs

Fixes Expiry.EndOfMonth and Expiry.EndOfYear Methods

2020-04-02 02:35:47 +01:00

ExtendedDictionaryTests.cs

Refactor alpha statistics

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

HoldingTests.cs

Fix result handler live holdings (#6478)

2022-07-12 18:31:35 -03:00

IsolatorLimitResultProviderTests.cs

Fix bug in ConsumeMultipleMinutes() test (#6083)

2021-11-30 21:44:42 -03:00

IsolatorTests.cs

Making WorkerThread static

2020-01-14 11:31:58 -03:00

MarketTests.cs

Move market maps to the Market class

2015-11-24 15:09:48 -05:00

OrderTargetsByMarginImpactTests.cs

Alpha Streams improvements (#5887)

2021-09-01 13:12:26 -03:00

OSTests.cs

Enable parallel unit testing

2020-04-27 17:45:53 -03:00

ParseTests.cs

Add StringExtensions and Parse utilizing CultureInfo.InvariantCulture

2019-08-16 18:08:28 -03:00

ProtobufSerializationTests.cs

Performance improvements and fixes (#6330)

2022-05-13 15:04:09 -03:00

SeriesSamplerTests.cs

Updated charting lib to use series indexes instead of chart types. Obsolete ChartType enum

2015-12-10 13:03:50 -05:00

SeriesTests.cs

Fixes bug in series sampler with duplicate times

2015-05-12 13:16:24 -04:00

StringExtensionsTests.cs

Encode/Decode Extension Addition (#5708)

2021-06-25 17:50:55 -03:00

SymbolCacheTests.cs

Remove Quandl from LEAN (#6110)

2022-01-12 12:10:20 -03:00

SymbolJsonConverterTests.cs

Expand Index option support (#6849)

2023-01-12 16:39:02 -03:00

SymbolRepresentationTests.cs

Expand Index option support (#6849)

2023-01-12 16:39:02 -03:00

SymbolTests.cs

Expand Index option support (#6849)

2023-01-12 16:39:02 -03:00

TimeKeeperTests.cs

Adds international/timezone support

2015-07-08 18:45:34 -04:00

TimeTests.cs

Move bar aggregators to utils, add time overloads & add check of orderType for Kraken (#5969)

2021-10-08 17:59:32 -03:00

TimeZoneOffsetProviderTests.cs

Fix infinite loop at ExchangeRoundDownInTimeZone

2018-08-09 14:26:04 -03:00

TimeZonesTest.cs

Reduce Travis Log (#5039)

2020-12-17 12:59:13 -03:00