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Feature issue#4581 Maximum Drawdown Recovery Time. #8280

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Feature issue#4581 Maximum Drawdown Recovery Time. #8280

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Commits on Aug 14, 2024

  1. Implement a prototype of the maximum recovery time function.

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    swisstackle committed Aug 14, 2024
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  2. Add unit test skeletons.

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    swisstackle committed Aug 14, 2024
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  3. Add failing test

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    swisstackle committed Aug 14, 2024
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Commits on Aug 21, 2024

  1. Issue QuantConnect#4581: Implement MaxDrawdownRecoveryTime.

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    swisstackle committed Aug 21, 2024
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Commits on Aug 22, 2024

  1. Issue 4581: Add DTO for Drawdown Percentage, Drawdown Enddate, and Hi… 

    …gh Value
    @swisstackle
    swisstackle committed Aug 22, 2024
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  2. Issue 4581: Fix bgu for when lDrawdowns list is empty.

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    swisstackle committed Aug 22, 2024
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  3. Issue 4581: Change names of tests. Change name of file.

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    swisstackle committed Aug 22, 2024
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Commits on Aug 23, 2024

  1. Issue 4581: Make adjustements to flow of adding drawdowns to lDrawdowns.

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    swisstackle committed Aug 23, 2024
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  2. Issue 4581: Add multiple unit tests.

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    swisstackle committed Aug 23, 2024
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Commits on Aug 24, 2024

  1. Issue QuantConnect#4581: Change name of unit test

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    swisstackle committed Aug 24, 2024
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  2. Issue QuantConnect#4581: Add to PerformanceMetrics

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    swisstackle committed Aug 24, 2024
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  3. Issue QuantConnect#4581: Add Maximum Drawdown Recovery to PortolioSta… 

    …tistics class.
    @swisstackle
    swisstackle committed Aug 24, 2024
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  4. Issue QuantConnect#4581: Add to portolfio statistics class.

    @swisstackle
    swisstackle committed Aug 24, 2024
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  5. Issue QuantConnect#4581: Add to statistics builder.

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    swisstackle committed Aug 24, 2024
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  6. Issue QuantConnect#4581: Add report key.

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    swisstackle committed Aug 24, 2024
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  7. Case QuantConnect#4581: Convert to decimal.

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    swisstackle committed Aug 24, 2024
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  8. Issue QuantConnect#4581: Correct comment.

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    swisstackle committed Aug 24, 2024
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  9. Issue QuantConnect#4581: Correct performance metrics view model string.

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    swisstackle committed Aug 24, 2024
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  10. Case QuantConnect#4581: Correct statistics builder view model string.… 

    ….again.
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    swisstackle committed Aug 24, 2024
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  11. Issue QuantConnect#4581: Placed DradownDradownDateHighValueDTO at the… 

    … end of the file for simpler diff.
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    swisstackle committed Aug 24, 2024
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  12. Issue QuantConnect#4581: Add 2 new tests.

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    swisstackle committed Aug 24, 2024
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  13. Issue QuantConnect#4581: Change algorithm so that when multiple maxim… 

    …um drawdowns occur, the longest of all recoveries is reported.
    @swisstackle
    swisstackle committed Aug 24, 2024
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  14. Issue QuantConnect#4581: Add unit test.

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    swisstackle committed Aug 24, 2024
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  15. Issue QuantConnect#4581: Remove reportkey. Change dto name.

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    swisstackle committed Aug 24, 2024
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  16. Issue QuantConnect#4581: Change summary.

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    swisstackle committed Aug 24, 2024
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  17. Issue QuantConnect#4581: Change comment.

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    swisstackle committed Aug 24, 2024
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