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Commits on Mar 10, 2023

• Refactor alpha statistics phase I (#7055)

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  Martin-Molinero

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Commits on Mar 3, 2023

• Refactor Framework Statistics (#7041)

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  Martin-Molinero

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Commits on Apr 8, 2022

• fix docs (#6285)

  rjra2611

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Commits on Mar 15, 2022

• Feature improve regression tests (#6245)

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  rjra2611

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Commits on Aug 24, 2021

• Alpha Streams Improvements. Python Imports (#5874)

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  Martin-Molinero

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Commits on May 17, 2021

• Adjust Volume for Splits (#5525)

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  C-SELLERS

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Commits on May 13, 2021

• Removes Assets that Are Not Invested and Not Tradable From Capacity Calculations (#5515)

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Commits on Apr 19, 2021

• Updates SPY Market Data (#5493)

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  AlexCatarino

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Commits on Mar 16, 2021

• Use trades per period instead of days for capacity calculation (#5389)

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  gsalaz98

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Commits on Mar 2, 2021

• Refactors Capacity Estimation and moves estimation to main event loop (#5351)

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  gsalaz98

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Commits on Feb 9, 2021

• Make OrderListHash deterministic by using MD5 as its underlying hash function (#5276)

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  gsalaz98

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Commits on Apr 8, 2020

• Update regression algorithms stats

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  Martin-Molinero

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Commits on Apr 6, 2020

• Revert "Revert "Adding Support for Equity L1 Quote Data""

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  Martin-Molinero

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Commits on Mar 31, 2020

• Update regression stats

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  Martin-Molinero

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Commits on Mar 27, 2020

• Update regression test statistics

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Commits on Mar 12, 2020

• Revert "Adding Support for Equity L1 Quote Data"

  jaredbroad

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Commits on Mar 11, 2020

• Update Regression tests

  

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  Martin-Molinero

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• Update test after adding the new sample data

  

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  Martin-Molinero

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• Update Regression algorithms

  

  Jay-Jay-D

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  Martin-Molinero

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• Rebase and squash commits

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  Martin-Molinero

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• Consolidate only trades, low resolution reads trades only, update tests

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  Jay-Jay-D

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  Martin-Molinero

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Commits on Feb 19, 2020

• Regression test assert order list hash

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  Martin-Molinero

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Commits on Jan 16, 2020

• Updates regression statistics

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  gsalaz98

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Commits on Oct 24, 2019

• Adds EWPCM Usage Examples in BasicTemplateFrameworkAlgorithm

  AlexCatarino

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Commits on Sep 30, 2019

• Update regression algorithms

  Martin-Molinero

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Commits on Aug 7, 2019

• Adjust algorithms statistics

  Martin-Molinero

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Commits on Jul 26, 2019

• Address reviews

  Martin-Molinero

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• Add Kelly Criterion values

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  Martin-Molinero

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Commits on Jun 4, 2019

• Shift Sigmoidal Scale

  Martin-Molinero

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• Update Portfolio Turnover to be average daily

  Martin-Molinero

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Commits on Jun 3, 2019

• Address reviews

  Martin-Molinero

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• Add Fitness Score

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  Martin-Molinero

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Commits on Apr 4, 2019

• Address reviews

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  Martin-Molinero

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• Merge Framework and Classic Algorithms

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  Martin-Molinero

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Commits on Aug 28, 2018

• Adjusting unit and regression tests

  Martin-Molinero

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