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 System.Collections.Generic;
+
+namespace QuantConnect.Statistics
+{
+    /// <summary>
+    /// The <see cref="StatisticsResults"/> class represents total and rolling statistics for an algorithm
+    /// </summary>
+    public class StatisticsResults
+    {
+        /// <summary>
+        /// The performance of the algorithm over the whole period
+        /// </summary>
+        public AlgorithmPerformance TotalPerformance { get; private set; }
+
+        /// <summary>
+        /// The rolling performance of the algorithm over 1, 3, 6, 12 month periods
+        /// </summary>
+        public Dictionary<string, AlgorithmPerformance> RollingPerformances { get; private set; }
+
+        /// <summary>
+        /// Returns a summary of the algorithm performance as a dictionary
+        /// </summary>
+        public Dictionary<string, string> Summary { get; private set; }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="StatisticsResults"/> class
+        /// </summary>
+        /// <param name="totalPerformance">The algorithm total performance</param>
+        /// <param name="rollingPerformances">The algorithm rolling performances</param>
+        /// <param name="summary">The summary performance dictionary</param>
+        public StatisticsResults(AlgorithmPerformance totalPerformance, Dictionary<string, AlgorithmPerformance> rollingPerformances, Dictionary<string, string> summary)
+        {
+            TotalPerformance = totalPerformance;
+            RollingPerformances = rollingPerformances;
+            Summary = summary;
+        }
+
+        /// <summary>
+        /// Initializes a new instance of the <see cref="StatisticsResults"/> class
+        /// </summary>
+        public StatisticsResults()
+        {
+            TotalPerformance = new AlgorithmPerformance();
+            RollingPerformances = new Dictionary<string, AlgorithmPerformance>();
+            Summary = new Dictionary<string, string>();
+        }
+
+        internal void AddCustomSummaryStatistics(IDictionary<string, string> customSummary)
+        {
+            foreach (var kvp in customSummary)
+            {
+                if (!Summary.ContainsKey(kvp.Key))
+                {
+                    Summary[kvp.Key] = kvp.Value;
+                }
+            }
+        }
+    }
+}