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Use same data normalization mode for regular security and benchmark security #7993

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jhonabreul
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@jhonabreul jhonabreul commented May 2, 2024

Description

If the user adds a given security both as a normal security and as benchmark, use the data normalization mode from the regular security for the benchmark one.

Regression algorithms stats change: those algorithms are adding a security and setting the benchmark to the same one, but the algorithms either set the data normalization mode to Raw explicitly or through adding an option, which adds the underlying with raw data normalization mode. Previous to this change, the benchmark data normalization mode was Adjusted by default.

Related Issue

Closes #7846

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

Regression algorithms

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

@jhonabreul
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Closing since original issue could not be reproduced and we also need the benchmark data to be adjusted so math is not affected by jumps around splits.

@jhonabreul jhonabreul closed this May 2, 2024
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Benchmark Receives Raw Data
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