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 QuantConnect.Data;
+using System;
+using System.Collections.Generic;
+
+namespace QuantConnect.Statistics
+{
+    /// <summary>
+    /// The <see cref="AlgorithmPerformance"/> class is a wrapper for <see cref="TradeStatistics"/> and <see cref="PortfolioStatistics"/>
+    /// </summary>
+    public class AlgorithmPerformance
+    {
+        /// <summary>
+        /// The algorithm statistics on closed trades
+        /// </summary>
+        public TradeStatistics TradeStatistics { get; set; }
+
+        /// <summary>
+        /// The algorithm statistics on portfolio
+        /// </summary>
+        public PortfolioStatistics PortfolioStatistics { get; set; }
+
+        /// <summary>
+        /// The list of closed trades
+        /// </summary>
+        public List<Trade> ClosedTrades { get; set; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="AlgorithmPerformance"/> class
+        /// </summary>
+        /// <param name="trades">The list of closed trades</param>
+        /// <param name="profitLoss">Trade record of profits and losses</param>
+        /// <param name="equity">The list of daily equity values</param>
+        /// <param name="portfolioTurnover">The algorithm portfolio turnover</param>
+        /// <param name="listPerformance">The list of algorithm performance values</param>
+        /// <param name="listBenchmark">The list of benchmark values</param>
+        /// <param name="startingCapital">The algorithm starting capital</param>
+        /// <param name="winningTransactions">Number of winning transactions</param>
+        /// <param name="losingTransactions">Number of losing transactions</param>
+        /// <param name="riskFreeInterestRateModel">The risk free interest rate model to use</param>
+        /// <param name="tradingDaysPerYear">The number of trading days per year</param>
+        public AlgorithmPerformance(
+            List<Trade> trades,
+            SortedDictionary<DateTime, decimal> profitLoss,
+            SortedDictionary<DateTime, decimal> equity,
+            SortedDictionary<DateTime, decimal> portfolioTurnover,
+            List<double> listPerformance,
+            List<double> listBenchmark,
+            decimal startingCapital,
+            int winningTransactions,
+            int losingTransactions,
+            IRiskFreeInterestRateModel riskFreeInterestRateModel,
+            int tradingDaysPerYear)
+        {
+
+            TradeStatistics = new TradeStatistics(trades);
+            PortfolioStatistics = new PortfolioStatistics(profitLoss, equity, portfolioTurnover, listPerformance, listBenchmark, startingCapital,
+                riskFreeInterestRateModel, tradingDaysPerYear, winningTransactions, losingTransactions);
+            ClosedTrades = trades;
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="AlgorithmPerformance"/> class
+        /// </summary>
+        public AlgorithmPerformance()
+        {
+            TradeStatistics = new TradeStatistics();
+            PortfolioStatistics = new PortfolioStatistics();
+            ClosedTrades = new List<Trade>();
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="AlgorithmPerformance"/> class
+        /// </summary>
+        /// <param name="other">The performance instance to use as a base</param>
+        public AlgorithmPerformance(AlgorithmPerformance other)
+        {
+            TradeStatistics = other.TradeStatistics;
+            PortfolioStatistics = other.PortfolioStatistics;
+            ClosedTrades = other.ClosedTrades;
+        }
+    }
+}