Currently, the TradingDaysPerYear parameter can be set in the algorithm settings. If the user does not set it explicitly, it is expected to be automatically configured based on either the BrokerageModel or default to 252.
For instance:
public override void Initialize()
{
Settings.TradingDaysPerYear = 200;
}
Also, It will be depending from BrokerageModel:
Cryptocurrency Exchanges => 365 days;
Traditional Stock Exchanges => 252 days;
For instance:
public override void Initialize()
{
SetBrokerageModel(BrokerageName.Coinbase, AccountType.Cash);
}
Actual Behavior
Use hardcoded value TradingDaysPerYear = 252 for both Cryptocurrency Exchanges and Traditional Stock Exchanges. Unfortunately, Cryptocurrency Exchanges should use 365 days. It ruins to calculate right statistics of Algorithm.
AlexCatarino
commented
4 months ago
Expected Behavior
Currently, the
TradingDaysPerYearparameter can be set in the algorithm settings. If the user does not set it explicitly, it is expected to be automatically configured based on either theBrokerageModelor default to 252.For instance:
Also, It will be depending from
BrokerageModel:For instance:
Actual Behavior
Use hardcoded value
TradingDaysPerYear = 252for both Cryptocurrency Exchanges and Traditional Stock Exchanges. Unfortunately, Cryptocurrency Exchanges should use 365 days. It ruins to calculate right statistics of Algorithm.Related Issue and PR
Checklist
masterbranch