chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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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 QuantConnect.Orders;
+using QuantConnect.Statistics;
+using System;
+using System.Collections.Generic;
+
+namespace QuantConnect.Packets
+{
+    /// <summary>
+    /// Defines the parameters for <see cref="BacktestResult"/>
+    /// </summary>
+    public class BacktestResultParameters : BaseResultParameters
+    {
+        /// <summary>
+        /// Rolling window detailed statistics.
+        /// </summary>
+        public Dictionary<string, AlgorithmPerformance> RollingWindow { get; set; }
+
+        /// <summary>
+        /// Creates a new instance
+        /// </summary>
+        public BacktestResultParameters(IDictionary<string, Chart> charts,
+            IDictionary<int, Order> orders,
+            IDictionary<DateTime, decimal> profitLoss,
+            IDictionary<string, string> statistics,
+            IDictionary<string, string> runtimeStatistics,
+            Dictionary<string, AlgorithmPerformance> rollingWindow,
+            List<OrderEvent> orderEvents,
+            AlgorithmPerformance totalPerformance = null,
+            AlgorithmConfiguration algorithmConfiguration = null,
+            IDictionary<string, string> state = null,
+            IReadOnlyList<Analysis> analysisResult = null)
+            : base(charts, orders, profitLoss, statistics, runtimeStatistics, orderEvents, totalPerformance, algorithmConfiguration, state, analysisResult)
+        {
+            RollingWindow = rollingWindow;
+        }
+    }
+}