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
@@ -0,0 +1,85 @@
+/*
+ * 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;
+using System.Linq;
+using QuantConnect.Orders;
+using QuantConnect.Packets;
+
+namespace QuantConnect.Report.ReportElements
+{
+    internal sealed class TradesPerDayReportElement : ReportElement
+    {
+        private LiveResult _live;
+        private BacktestResult _backtest;
+
+        /// <summary>
+        /// Estimate the trades per day of the strategy.
+        /// </summary>
+        /// <param name="name">Name of the widget</param>
+        /// <param name="key">Location of injection</param>
+        /// <param name="backtest">Backtest result object</param>
+        /// <param name="live">Live result object</param>
+        public TradesPerDayReportElement(string name, string key, BacktestResult backtest, LiveResult live)
+        {
+            _live = live;
+            _backtest = backtest;
+            Name = name;
+            Key = key;
+        }
+
+        /// <summary>
+        /// Generate trades per day
+        /// </summary>
+        public override string Render()
+        {
+            var liveOrders = _live?.Orders?.Values.ToList();
+            if (liveOrders == null)
+            {
+                liveOrders = new List<Order>();
+            }
+
+            var orders = _backtest?.Orders?.Values.Concat(liveOrders).OrderBy(x => x.Time);
+            if (orders == null)
+            {
+                return "-";
+            }
+
+            if (!orders.Any())
+            {
+                return "-";
+            }
+
+            var days = orders.Last().Time
+                .Subtract(orders.First().Time)
+                .TotalDays;
+
+            if (days == 0)
+            {
+                days = 1;
+            }
+
+            var tradesPerDay = orders.Count() / days;
+            Result = tradesPerDay;
+
+            if (tradesPerDay > 9)
+            {
+                return $"{tradesPerDay:F0}";
+            }
+
+            return $"{tradesPerDay:F1}";
+        }
+    }
+}