FEATURE: add more tradestats to SessionSymbolReport

[go-dockly]

Adding more tradestats

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[go-dockly]

Need a review please

[bbgokarma-bot]

Re-estimated karma: this pull request may get 561 BBG

[c9s]

build failed

[c9s]

could you please rebase origin/main and squash these fixup commits? thanks

[bbgokarma-bot]

Re-estimated karma: this pull request may get 576 BBG

[bbgokarma-bot]

Re-estimated karma: this pull request may get 582 BBG

[c9s]

@go-dockly any update on this?

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[lanphan]

252 is an average number of trading days per year in stock market, see this link https://quant.stackexchange.com/questions/51677/why-multiply-stock-returns-with-sqrt252

I think crypto market live 365 days, no off days, so that DailyToAnnualFactor here must be 365

[lanphan]

Hello @go-dockly

It's great to see your PR here, I really need this.
Please continue with your PR, I'm looking forward to it.

Thanks