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Commits on Jul 17, 2025

• Add MaxDrawdownRecovery metric (#8865)

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  JosueNina

  and

  Alain Schaerer

  authored
  7008d17

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Commits on Jul 5, 2024

• Fix most of CA1725 warnings (#8154)

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  Marinovsky

  authored
  16a737e

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Commits on Jun 28, 2024

• Fix warnings part 8 (#8113)

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  Marinovsky

  authored
  a2b420c

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Commits on Jun 24, 2024

• Add algorithm status statistic (#8095)

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  Marinovsky

  authored
  8c33536

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Commits on Apr 26, 2024

• Api Clean up, Documentation and Standarization part two (#7964)

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  Marinovsky

  authored
  cce8945

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Commits on Mar 25, 2024

• Add Starting and Ending KPI's (#7811)

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  Marinovsky

  authored
  ead2efe

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Commits on Mar 6, 2024

• Standardize trade count statistic (#7827)

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  Martin-Molinero

  authored
  feff802

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Commits on Dec 13, 2023

• Add Sortino ratio to statistics and report (#6698)

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  DerekMelchin

  and

  AlexCatarino

  authored
  eefa74b

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Commits on Nov 17, 2023

• Price adjustment mode Order property (#7582)

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  jhonabreul

  authored
  314a334

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Commits on Oct 2, 2023

• Dynamically Adjust Risk Free Rate of Return (#7489)

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  Marinovsky

  and

  Martin-Molinero

  authored
  b4bad69

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Commits on Mar 10, 2023

• Refactor alpha statistics phase I (#7055)

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  Martin-Molinero

  authored
  bbbab6d

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Commits on Mar 3, 2023

• Refactor Framework Statistics (#7041)

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  Martin-Molinero

  authored
  c443309

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Commits on Apr 8, 2022

• fix docs (#6285)

  rjra2611

  authored
  d1ff914

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Commits on Mar 15, 2022

• Feature improve regression tests (#6245)

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  rjra2611

  authored
  15066ae

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Commits on May 17, 2021

• Adjust Volume for Splits (#5525)

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  C-SELLERS

  authored
  5bf72d2

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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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  4 peopleauthored
  58793ac

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Commits on Apr 19, 2021

• Updates SPY Market Data (#5493)

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  AlexCatarino

  authored
  2b0fd2e

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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

  authored
  f9dc38e

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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

  authored
  8c6aa6a

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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

  authored
  e2964dd

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Commits on Oct 15, 2020

• Bug 4835 api tests failing (#4838)

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  C-SELLERS

  authored
  e05a6bf

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Commits on Apr 8, 2020

• Update regression algorithms stats

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  Martin-Molinero

  committed
  6ad123a

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Commits on Apr 6, 2020

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

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  Martin-Molinero

  committed
  499248f

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Commits on Apr 1, 2020

• Update regression algorithms

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  Martin-Molinero

  committed
  2a0b73e

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Commits on Mar 31, 2020

• Update regression stats

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  Martin-Molinero

  committed
  486b2e6

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Commits on Mar 27, 2020

• Update regression test statistics

  simonsonjack

  committed
  c676778

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Commits on Mar 12, 2020

• Revert "Adding Support for Equity L1 Quote Data"

  jaredbroad

  authored
  8cd8d20

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Commits on Mar 11, 2020

• Update Regression tests

  

  Jay-Jay-D

  authored and

  Martin-Molinero

  committed
  951e893

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• Update test after adding the new sample data

  

  Jay-Jay-D

  authored and

  Martin-Molinero

  committed
  3b25ea4

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• Update Regression algorithms

  

  Jay-Jay-D

  authored and

  Martin-Molinero

  committed
  b7a503a

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

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  Jay-Jay-D

  authored and

  Martin-Molinero

  committed
  fd9de58

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• Process Equity quotes

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  Jay-Jay-D

  authored and

  Martin-Molinero

  committed
  228aad6

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Commits on Feb 19, 2020

• Regression test assert order list hash

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  Martin-Molinero

  committed
  0027ab1

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Commits on Jan 16, 2020

• Updates regression statistics

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  gsalaz98

  committed
  61aa0d3

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Commits on Oct 21, 2019

• Address reviews

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  Martin-Molinero

  committed
  4439a07

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