chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ *
+ * Licensed under the Apache License, Version 2.0 (the "License");
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ *
+*/
+
+using System.Collections.Generic;
+
+namespace QuantConnect.Algorithm.CSharp
+{
+    /// <summary>
+    /// Regression algorithm using and testing HSI futures and index
+    /// </summary>
+    public class HSIFutureDailyRegressionAlgorithm : HSIFutureHourRegressionAlgorithm
+    {
+        /// <summary>
+        /// The data resolution
+        /// </summary>
+        protected override Resolution Resolution => Resolution.Daily;
+
+        /// <summary>
+        /// Data Points count of all timeslices of algorithm
+        /// </summary>
+        public override long DataPoints => 176;
+
+        /// <summary>
+        /// Data Points count of the algorithm history
+        /// </summary>
+        public override int AlgorithmHistoryDataPoints => 115;
+
+        /// <summary>
+        /// Final status of the algorithm
+        /// </summary>
+        public override AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;
+
+        /// <summary>
+        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
+        /// </summary>
+        public override Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>
+        {
+            {"Total Orders", "9"},
+            {"Average Win", "5.96%"},
+            {"Average Loss", "-0.31%"},
+            {"Compounding Annual Return", "381.391%"},
+            {"Drawdown", "1.000%"},
+            {"Expectancy", "4.085"},
+            {"Start Equity", "100000"},
+            {"End Equity", "104850"},
+            {"Net Profit", "4.850%"},
+            {"Sharpe Ratio", "7.838"},
+            {"Sortino Ratio", "84.897"},
+            {"Probabilistic Sharpe Ratio", "82.546%"},
+            {"Loss Rate", "75%"},
+            {"Win Rate", "25%"},
+            {"Profit-Loss Ratio", "19.34"},
+            {"Alpha", "0"},
+            {"Beta", "0"},
+            {"Annual Standard Deviation", "0.31"},
+            {"Annual Variance", "0.096"},
+            {"Information Ratio", "7.862"},
+            {"Tracking Error", "0.31"},
+            {"Treynor Ratio", "0"},
+            {"Total Fees", "$360.00"},
+            {"Estimated Strategy Capacity", "$0"},
+            {"Lowest Capacity Asset", "HSI VL6DN7UV65S9"},
+            {"Portfolio Turnover", "924.33%"},
+            {"Drawdown Recovery", "7"},
+            {"OrderListHash", "4b71c15c23ca13ea605602cd9a93f309"}
+        };
+    }
+}