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Flexible trading days per year property #7690
Flexible trading days per year property #7690
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feat: init algo tradingDaysPerYear in brokerage|BacktestingSetupHandler refactor: nullable `TradingDayPerYear`
fix: tests calculation of `AnnualPerformance()`
remove: extra spacing
…upHandler refactor: carry out tradingDayPerYear at the top level and pass variable
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Thank you! Leaving a few minor comments
remove: extra comment.
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Thank you! 🚀
fix: hardcoded value to tradingDaysPerYear
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Thank you!
feat: UTest for PortfolioLooperAlgo feat: add advanced description
remove: SetBrokerageTradingDayPerYear in BaseResultHandler
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Thank you! 🚀
Description
Create new algorithm settings' property:
TradingDaysPerYear
. Which help user setup custom value for different brokerage or use in default state.Characteristics of new property:
Related Issue
Closes #7562
Motivation and Context
PortfolioStatistics
Requires Documentation Change
N/A
How Has This Been Tested?
Custom Algorithm Initialization:
Backward Compatibility Testing:
Regression Testing:
Types of changes
Checklist:
bug-<issue#>-<description>
orfeature-<issue#>-<description>