wehub-resource-sync
106 lines
3.8 KiB
C#
106 lines
3.8 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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using QuantConnect.Orders;
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using QuantConnect.Statistics;
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using System;
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using System.Collections.Generic;
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namespace QuantConnect.Packets
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{
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/// <summary>
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/// Base parameters used by <see cref="LiveResultParameters"/> and <see cref="BacktestResultParameters"/>
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/// </summary>
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public class BaseResultParameters
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{
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/// <summary>
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/// Trade profit and loss information since the last algorithm result packet
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/// </summary>
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public IDictionary<DateTime, decimal> ProfitLoss { get; set; }
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/// <summary>
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/// Charts updates for the live algorithm since the last result packet
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/// </summary>
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public IDictionary<string, Chart> Charts { get; set; }
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/// <summary>
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/// Order updates since the last result packet
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/// </summary>
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public IDictionary<int, Order> Orders { get; set; }
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/// <summary>
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/// Order events updates since the last result packet
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/// </summary>
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public List<OrderEvent> OrderEvents { get; set; }
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/// <summary>
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/// Statistics information sent during the algorithm operations.
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/// </summary>
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public IDictionary<string, string> Statistics { get; set; }
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/// <summary>
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/// Runtime banner/updating statistics in the title banner of the live algorithm GUI.
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/// </summary>
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public IDictionary<string, string> RuntimeStatistics { get; set; }
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/// <summary>
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/// State information of the algorithm.
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/// </summary>
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public IDictionary<string, string> State { get; set; }
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/// <summary>
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/// The algorithm's configuration required for report generation
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/// </summary>
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public AlgorithmConfiguration AlgorithmConfiguration { get; set; }
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/// <summary>
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/// Rolling window detailed statistics.
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/// </summary>
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public AlgorithmPerformance TotalPerformance { get; set; }
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/// <summary>
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/// Backtest analysis results.
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/// </summary>
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public IReadOnlyList<Analysis> Analysis { get; set; }
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/// <summary>
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/// Creates a new instance
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/// </summary>
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public BaseResultParameters(IDictionary<string, Chart> charts,
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IDictionary<int, Order> orders,
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IDictionary<DateTime, decimal> profitLoss,
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IDictionary<string, string> statistics,
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IDictionary<string, string> runtimeStatistics,
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List<OrderEvent> orderEvents,
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AlgorithmPerformance totalPerformance = null,
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AlgorithmConfiguration algorithmConfiguration = null,
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IDictionary<string, string> state = null,
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IReadOnlyList<Analysis> analysisResult = null)
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{
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Charts = charts;
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Orders = orders;
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ProfitLoss = profitLoss;
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Statistics = statistics;
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RuntimeStatistics = runtimeStatistics;
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OrderEvents = orderEvents;
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AlgorithmConfiguration = algorithmConfiguration;
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State = state;
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TotalPerformance = totalPerformance;
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Analysis = analysisResult;
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}
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}
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}
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