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Fix bugs
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Marinovsky committed Jun 19, 2024
1 parent d658fc4 commit 6887c49
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Showing 2 changed files with 4 additions and 4 deletions.
Original file line number Diff line number Diff line change
Expand Up @@ -62,8 +62,8 @@ public class FillForwardStrictEndTimeDailyRegressionAlgorithm : FillForwardStric
{"Beta", "0"},
{"Annual Standard Deviation", "0"},
{"Annual Variance", "0"},
{"Information Ratio", "-2.487"},
{"Tracking Error", "0.11"},
{"Information Ratio", "-0.878"},
{"Tracking Error", "0.111"},
{"Treynor Ratio", "0"},
{"Total Fees", "$0.00"},
{"Estimated Strategy Capacity", "$0"},
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Original file line number Diff line number Diff line change
Expand Up @@ -127,8 +127,8 @@ public override void OnEndOfAlgorithm()
{"Beta", "0"},
{"Annual Standard Deviation", "0"},
{"Annual Variance", "0"},
{"Information Ratio", "-9.604"},
{"Tracking Error", "0.097"},
{"Information Ratio", "-5.208"},
{"Tracking Error", "0.103"},
{"Treynor Ratio", "0"},
{"Total Fees", "$0.00"},
{"Estimated Strategy Capacity", "$0"},
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