Roman Yavnikov 1eaf4d6ae0 Flexible trading days per year property (#7690) ...

* feat: new `TradingDaysPerYear` prop in IAlgorithmSettings

* feat: getTradingDayPerYear by BrokerageModel
feat: init algo tradingDaysPerYear in brokerage|BacktestingSetupHandler
refactor: nullable `TradingDayPerYear`

* remove: hardcoded value:252 in statistics

* test: `algorithm.Settings.TradingDaysPerYear` for different brokerage
fix: tests calculation of `AnnualPerformance()`

* fix: Report generator by tradingDayPerYear

* fix: hardcoded value in PortfolioStatisticsTests

* fix: tradingDayPerYear in AnnualPerformanceTest
remove: extra spacing

* feat: backwards compatibility for TradingDaysPerYear

* feat: several UTest for AlgoSetting's TradingDaysPerYear prop

* fix: existed algo + test

* feat: regression algo with checking of tradingDayPerYear in OnEndOfAlgorithm()

* refactor: GetBrokerageTradingDayPerYear -> SetBrokerage... in BaseSetupHandler
refactor: carry out tradingDayPerYear at the top level and pass variable

* remove: default valuine in test param
remove: extra comment.

* fix: missed init TradingDaysPerYear in report.portfolioAlgo
fix: hardcoded value to tradingDaysPerYear

* fix: nullable TradingDaysPerYear in AlgorithmConfiguration
feat: UTest for PortfolioLooperAlgo
feat: add advanced description

* feat: test PortfolioStatistics with different tradingDaysPerYear

* revert: PortfolioLooper with TradingDaysPerYear implementation

* revert: nullable TradingDaysPerYear in AlgoConfiguration
remove: SetBrokerageTradingDayPerYear in BaseResultHandler

* style: remove empty row

2024-01-17 14:45:57 -03:00

..

DataProviderDataFetchedEventArgs.cs

Data monitor (#6725)

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

IAccountCurrencyProvider.cs

Address reviews

2018-12-14 12:38:55 -03:00

IAlgorithm.cs

Plotting Limits Handling Improvements (#7657)

2024-01-03 14:21:13 -03:00

IAlgorithmSettings.cs

Flexible trading days per year property (#7690)

2024-01-17 14:45:57 -03:00

IAlgorithmSubscriptionManager.cs

PythonSlice

2020-04-27 19:03:03 -03:00

IApi.cs

Add project id for api notification (#7144)

2023-03-27 15:59:51 -03:00

IBrokerage.cs

Trailing stop orders (#7402)

2023-07-28 17:49:58 -04:00

IBrokerageCashSynchronizer.cs

Simplify cash limit allocation (#5382)

2021-03-10 14:47:39 -08:00

IBrokerageFactory.cs

Address review

2019-12-31 12:42:21 +01:00

IBusyCollection.cs

Removing BacktestingTransactionHandler thread

2019-05-10 16:15:24 -03:00

IDataCacheProvider.cs

Option selection improvements (#6144)

2022-01-10 11:18:28 -03:00

IDataChannelProvider.cs

Removes References To Built-in Custom Data Implementations (#5793)

2021-08-02 19:24:45 -03:00

IDataMonitor.cs

Revert "Store traded securities' subscriptions in results (#7567)" (#7578)

2023-11-15 21:01:15 -03:00

IDataPermissionManager.cs

Rename data permissions (#5753)

2021-07-09 22:59:14 -03:00

IDataProvider.cs

Data monitor (#6725)

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

IDataProviderEvents.cs

Fix data emitted before first date

2019-10-25 14:09:02 -03:00

IDataQueueHandler.cs

Refactor live data feed (#4636)

2020-08-18 20:21:10 -03:00

IDataQueueUniverseProvider.cs

Fix IB future chain being started at reset hours (#5246)

2021-02-01 18:53:33 -03:00

IDownloadProvider.cs

Added missing comment on IDownloadProvider return

2019-05-24 17:09:19 -07:00

IExtendedDictionary.cs

Addresses Peer-Review

2020-04-01 16:15:05 +01:00

IFactorFileProvider.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

IFutureChainProvider.cs

Adds IFutureChainProvider interface with base implementations

2017-12-04 14:16:59 +00:00

IHistoryProvider.cs

Fix data emitted before first date

2019-10-25 14:09:02 -03:00

IJobQueueHandler.cs

Add IApi parameter to IJobQueueHandler.Initialize

2017-06-14 17:11:28 +02:00

IMapFileProvider.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

IMessagingHandler.cs

Minor refactor messaging handler (#6472)

2022-07-11 16:24:26 -03:00

IObjectStore.cs

Object Store Improvements (#6605)

2022-08-31 20:50:00 -03:00

IOptionChainProvider.cs

Expand Index option support (#6849)

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

IOptionPrice.cs

Remove Security from Subscription

2018-11-14 18:28:18 -03:00

IOrderProperties.cs

Indian Market support for backtesting and live deploys through Zerodha (#5710)

2021-07-02 11:06:47 -03:00

IPrimaryExchangeProvider.cs

Add basic template Atreyu algorithm (#5872)

2021-08-23 18:24:44 -03:00

IRegressionAlgorithmDefinition.cs

Feature improve regression tests (#6245)

2022-03-15 16:51:15 -03:00

IRegressionResearchDefinition.cs

Feature support CI of research environment for LEAN (#6237)

2022-03-04 17:40:41 -03:00

ISecurityInitializerProvider.cs

Creating new ISecurityService

2018-10-18 16:25:32 -03:00

ISecurityPrice.cs

Performance improvements

2019-10-17 10:26:37 -03:00

ISecurityService.cs

Fix FutureOptionMarginModel Margin Requirements (#5570)

2021-05-18 14:04:30 -03:00

IShortableProvider.cs

Implement ShortableProviderPythonWrapper.cs (#7209)

2023-04-25 19:55:44 -03:00

ISignalExportTarget.cs

Add Feature Signal Exports feature (#7145)

2023-04-11 17:45:07 -03:00

IStreamReader.cs

Add StreamReader BaseData.Reader

2019-11-18 17:03:27 -03:00

ISubscriptionDataConfigProvider.cs

Implement UnregisterIndicator helper method (#7271)

2023-05-24 17:35:02 -03:00

ISubscriptionDataConfigService.cs

Continuous futures (#6034)

2021-11-15 14:44:30 -03:00

ITimeInForceHandler.cs

Rename HasOrderExpired to IsOrderExpired

2018-05-02 21:00:56 +02:00

ITimeKeeper.cs

Refactor alpha statistics phase I (#7055)

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

ITradeBuilder.cs

Revert trade builder api change (#7365)

2023-07-11 10:54:29 -04:00

MessagingHandlerInitializeParameters.cs

Minor refactor messaging handler (#6472)

2022-07-11 16:24:26 -03:00

ObjectStoreErrorRaisedEventArgs.cs

Add IObjectStore.ErrorRaised for persistence errors

2019-12-17 22:58:27 -05:00