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Derek Melchin eefa74baaa
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Add Sortino ratio to statistics and report (#6698) 
* Add Sortino ratio to statistics and report

* Adds Sortino Ratio to Report Key Statistics

* Addresses Peer-Review

Reuse `SharpeRatioReportElement` and change the template.

* Reuse Calculations Across Statistics and PortfolioStatistics

* Adds Sortino Ratio to Regression Algorithms

* Removes Sortino Ratio from Optimization Result Table

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Co-authored-by: Alexandre Catarino <AlexCatarino@users.noreply.github.com>
2023-12-12 21:06:13 -03:00
..
css
Include AlgorithmConfiguration.Parameters in the report generated and allow to override stylesheet (#7401)
2023-07-28 18:33:24 -03:00
PortfolioLooper
Custom data sourced from the object store (#7493)
2023-10-02 15:54:57 -03:00
Properties
Remove all nuspec files (#5311)
2021-02-18 17:13:11 -03:00
ReportElements
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -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
Add support for null chart points (#7622)
2023-12-12 20:26:58 -03:00
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
Enable Report generator to use custom HTML template (#7410)
2023-08-01 12:55:14 -03:00
QuantConnect.Report.csproj
Bump pythonnet version to 2.0.26 (#7616)
2023-12-08 13:38:39 -04:00
Report.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ReportCharts.py
Fix bug: Report Color Map Does Not Include Crypto Futures (#7168)
2023-04-05 17:51:16 -03:00
ReportChartTests.py
Fix bug: Report Color Map Does Not Include Crypto Futures (#7168)
2023-04-05 17:51:16 -03:00
ReportKey.cs
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00
ResultsUtil.cs
Candlestick charts (#7425)
2023-08-08 17:52:46 -03:00
Rolling.cs
Risk-Free Interest Rate Model (#7594)
2023-11-22 16:17:34 -04:00
template.html
Add Sortino ratio to statistics and report (#6698)
2023-12-12 21:06:13 -03:00