please fix testsuite
my solution works well with test cases presented here when I run it on my computer, but it fails when I submit same solution
Please note that test suites of this problem series (Algorithmic Trading) are broken or rather incomplete.
They will be fixed on a temporary basis, soon, as only the author of the problem has an idea what they want to implement.
It seems that test 3 and 4 need some rework. Variables from test 2 are not available.
@T. Dunker: Those test cases have been combined with test case 2 to overcome that scope problem. I re-scored your solution and it passed.
Test suite fixed
Test suite appears to be broken again.
Least Absolute Deviations (L1-norm) line fit - degree n
Function minimization - beat fminsearch!
Algorithmic Trading - 2 (optimize Calmar Ratio)
Function minimization - global minimum
Algorithmic Trading - 4 (two thresholds)
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