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;
+
+namespace QuantConnect.Report
+{
+    /// <summary>
+    /// Represents a period of time where the drawdown ranks amongst the top N drawdowns.
+    /// </summary>
+    public class DrawdownPeriod
+    {
+        /// <summary>
+        /// Start of the drawdown period
+        /// </summary>
+        public DateTime Start { get; }
+
+        /// <summary>
+        /// End of the drawdown period
+        /// </summary>
+        public DateTime End { get; }
+
+        /// <summary>
+        /// Loss in percent from peak to trough
+        /// </summary>
+        public double PeakToTrough { get; }
+
+        /// <summary>
+        /// Loss in percent from peak to trough - Alias for <see cref="PeakToTrough"/>
+        /// </summary>
+        public double Drawdown => PeakToTrough;
+
+        /// <summary>
+        /// Creates an instance with the given start, end, and drawdown
+        /// </summary>
+        /// <param name="start">Start of the drawdown period</param>
+        /// <param name="end">End of the drawdown period</param>
+        /// <param name="drawdown">Max drawdown of the period</param>
+        public DrawdownPeriod(DateTime start, DateTime end, double drawdown)
+        {
+            Start = start;
+            End = end;
+            PeakToTrough = drawdown;
+        }
+    }
+}