August 17, 2022

New features

• DSL: Add signal.surge(...) function (reference) to calculate surge using either a moving average, or an exponentially weighted moving average.

Bug fixes

• Analytics API: fix an issue where model runs created with the CreatePredictionModelRun method did not respect the settings for controlling the number of backtests.
• Analytics API: ignore name in CreateDerivedSignal and throw an appropriate exception when an invalid name is given in UpdateDerivedSignal.