Tags: keel1982/Lean
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Refactor IPrimaryExchangeProvider.GetPrimaryExchange (QuantConnect#5302) * Refactor IPrimaryExchangeProvider.GetPrimaryExchange now it returns a PrimaryExchange instead of a string * Update MapFilePrimaryExchangeProvider.cs Co-authored-by: Martin-Molinero <martin@quantconnect.com>
Refactor IPrimaryExchangeProvider.GetPrimaryExchange (QuantConnect#5302) * Refactor IPrimaryExchangeProvider.GetPrimaryExchange now it returns a PrimaryExchange instead of a string * Update MapFilePrimaryExchangeProvider.cs Co-authored-by: Martin-Molinero <martin@quantconnect.com>
Changes calculation of rolling/series graphs to use EOD equity (Quant… …Connect#5303) * To maintain consistency between calculations, we will use the end of day equity value to calculate the returns per day. This fixes a bug where daily equity series would zero out and result in an exception being thrown since no elements were being passed to the Sharpe calculation.
Changes calculation of rolling/series graphs to use EOD equity (Quant… …Connect#5303) * To maintain consistency between calculations, we will use the end of day equity value to calculate the returns per day. This fixes a bug where daily equity series would zero out and result in an exception being thrown since no elements were being passed to the Sharpe calculation.
Changes calculation of rolling/series graphs to use EOD equity (Quant… …Connect#5303) * To maintain consistency between calculations, we will use the end of day equity value to calculate the returns per day. This fixes a bug where daily equity series would zero out and result in an exception being thrown since no elements were being passed to the Sharpe calculation.
Changes calculation of rolling/series graphs to use EOD equity (Quant… …Connect#5303) * To maintain consistency between calculations, we will use the end of day equity value to calculate the returns per day. This fixes a bug where daily equity series would zero out and result in an exception being thrown since no elements were being passed to the Sharpe calculation.
Tradier Brokerage updates (QuantConnect#5265) * Tradier brokerage updates - Removed old authentication code (refresh tokens) and settings - Added "tradier-use-sandbox" config setting * Fix brokerage unit tests * Update Tradier config.json settings * Add sandbox check in Subscribe * Bug fixes + unit test updates * Trigger build * Fix Tradier fee model * Address review
Calculate more report elements using LiveResult data in report genera… …tor (QuantConnect#5300) * Calculate PSR for live algorithms in report generator * Use live series for calculating of CAGR, Max DD, and PSR * Removes Kelly Estimate from report and template.html * Update template.html * Rolling Beta bug fix when using daily data * Max drawdown output as percent * Make days live report element use equity curve last day instead of today Co-authored-by: Jared <jaredbroad@gmail.com>
Calculate more report elements using LiveResult data in report genera… …tor (QuantConnect#5300) * Calculate PSR for live algorithms in report generator * Use live series for calculating of CAGR, Max DD, and PSR * Removes Kelly Estimate from report and template.html * Update template.html * Rolling Beta bug fix when using daily data * Max drawdown output as percent * Make days live report element use equity curve last day instead of today Co-authored-by: Jared <jaredbroad@gmail.com>
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