using System.Collections.Generic; namespace QuantConnect.Algorithm.CSharp { /// /// Regression for running an Index algorithm with Hourly data /// public class BasicTemplateIndexHourlyAlgorithm : BasicTemplateIndexDailyAlgorithm { protected override Resolution Resolution => Resolution.Hour; protected override int ExpectedBarCount => base.ExpectedBarCount * 8; /// /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm. /// public override bool CanRunLocally { get; } = true; /// /// This is used by the regression test system to indicate which languages this algorithm is written in. /// public override List Languages { get; } = new() { Language.CSharp }; /// /// Data Points count of all timeslices of algorithm /// public override long DataPoints => 401; /// /// Data Points count of the algorithm history /// public override int AlgorithmHistoryDataPoints => 0; /// /// Final status of the algorithm /// public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed; /// /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm /// public override Dictionary ExpectedStatistics => new Dictionary { {"Total Orders", "19"}, {"Average Win", "0%"}, {"Average Loss", "-0.11%"}, {"Compounding Annual Return", "-18.082%"}, {"Drawdown", "0.800%"}, {"Expectancy", "-1"}, {"Start Equity", "1000000"}, {"End Equity", "991995"}, {"Net Profit", "-0.800%"}, {"Sharpe Ratio", "-5.01"}, {"Sortino Ratio", "-2.603"}, {"Probabilistic Sharpe Ratio", "0.018%"}, {"Loss Rate", "100%"}, {"Win Rate", "0%"}, {"Profit-Loss Ratio", "0"}, {"Alpha", "-0.151"}, {"Beta", "0.149"}, {"Annual Standard Deviation", "0.027"}, {"Annual Variance", "0.001"}, {"Information Ratio", "-2.39"}, {"Tracking Error", "0.097"}, {"Treynor Ratio", "-0.917"}, {"Total Fees", "$0.00"}, {"Estimated Strategy Capacity", "$1800000.00"}, {"Lowest Capacity Asset", "SPX XL80P3GHIA9A|SPX 31"}, {"Portfolio Turnover", "5.58%"}, {"Drawdown Recovery", "0"}, {"OrderListHash", "1c7d841e0280e91b2297410fe2dbbc89"} }; } }