chore: import upstream snapshot with attribution

Common/Statistics/DrawdownMetrics.cs

@@ -0,0 +1,47 @@
+/*
+ * 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.
+ *
+*/
+
+namespace QuantConnect.Statistics
+{
+    /// <summary>
+    /// Represents the result of a drawdown analysis, including the maximum drawdown percentage
+    /// and the maximum recovery time in days.
+    /// </summary>
+    public class DrawdownMetrics
+    {
+        /// <summary>
+        /// Gets the maximum drawdown as a positive percentage.
+        /// </summary>
+        public decimal Drawdown { get; }
+
+        /// <summary>
+        /// Gets the maximum recovery time in days from peak to full recovery.
+        /// </summary>
+        public int DrawdownRecovery { get; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="DrawdownMetrics"/> class
+        /// with the specified maximum drawdown and recovery time.
+        /// </summary>
+        /// <param name="drawdown">The maximum drawdown as a positive percentage.</param>
+        /// <param name="recoveryTime">The maximum number of days it took to recover from a drawdown.</param>
+        public DrawdownMetrics(decimal drawdown, int recoveryTime)
+        {
+            Drawdown = drawdown;
+            DrawdownRecovery = recoveryTime;
+        }
+    }
+}