quantconnect--lean

Files

T

Jhonathan Abreu bc05aa03f9 Fix win/loss count statistics for options assignments (#7354 )

* Add ITM option assignment trade as win in trade statistics

* Add TradeStatistics unit tests

* Add unit tests

* Add OptionTrade class to abstract IsWin method

* Keep track of winning/losing trades

* Add more unit tests

* Change Trade.IsWin to a property calculated by the trade builder

* Improve regression algorithm

* Handle ITM option sell win/loss statistics

* Update regression algorithms statistics

* Revert accidental unwanted changes

* Address peer review

* Keep track of winning and losing transactions for portfolio statistics

* Add more SecurityPortfolioModel unit tests

* Fix failing unit tests

* Minor changes

* Address peer review

* Minor fix

2023-07-10 10:20:29 -03:00

AlgorithmPerformance.cs

Fix win/loss count statistics for options assignments (#7354 )

2023-07-10 10:20:29 -03:00

IStatisticsService.cs

Make summary statistics available to algorithms at runtime (#7320 )

2023-06-19 17:34:59 -03:00

PerformanceMetrics.cs

Refactor alpha statistics phase I (#7055 )

2023-03-10 13:12:23 -03:00

PortfolioStatistics.cs

Fix win/loss count statistics for options assignments (#7354 )