wehub-resource-sync
63 lines
3.3 KiB
C#
63 lines
3.3 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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namespace QuantConnect.Report
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{
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/// <summary>
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/// Helper shortcuts for report injection points.
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/// </summary>
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internal static class ReportKey
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{
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public const string Stylesheet = @"{{$REPORT-STYLESHEET}}";
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public const string StrategyName = @"{{$TEXT-STRATEGY-NAME}}";
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public const string StrategyDescription = @"{{$TEXT-STRATEGY-DESCRIPTION}}";
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public const string StrategyVersion = @"{{$TEXT-STRATEGY-VERSION}}";
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public const string LiveMarker = @"{{$LIVE-MARKER}}";
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public const string ParametersPageStyle = @"{{$CSS-PARAMETERS-PAGE-STYLE}}";
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public const string Parameters = @"{{$PARAMETERS}}";
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public const string CAGR = @"{{$KPI-CAGR}}";
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public const string Turnover = @"{{$KPI-TURNOVER}}";
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public const string MaxDrawdown = @"{{$KPI-DRAWDOWN}}";
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public const string MaxDrawdownRecovery = @"{{$KPI-DRAWDOWN-RECOVERY}}";
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public const string KellyEstimate = @"{{$KPI-KELLY-ESTIMATE}}";
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public const string SharpeRatio = @"{{$KPI-SHARPE}}";
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public const string SortinoRatio = @"{{$KPI-SORTINO}}";
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public const string BacktestDays = @"{{$KPI-BACKTEST-DAYS}}";
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public const string DaysLive = @"{{$KPI-DAYS-LIVE}}";
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public const string InformationRatio = @"{{$KPI-INFORMATION-RATIO}}";
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public const string TradesPerDay = @"{{$KPI-TRADES-PER-DAY}}";
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public const string Markets = @"{{$KPI-MARKETS}}";
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public const string PSR = @"{{$KPI-PSR}}";
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public const string StrategyCapacity = @"{{$KPI-STRATEGY-CAPACITY}}";
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public const string MonthlyReturns = @"{{$PLOT-MONTHLY-RETURNS}}";
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public const string CumulativeReturns = @"{{$PLOT-CUMULATIVE-RETURNS}}";
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public const string AnnualReturns = @"{{$PLOT-ANNUAL-RETURNS}}";
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public const string ReturnsPerTrade = @"{{$PLOT-RETURNS-PER-TRADE}}";
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public const string AssetAllocation = @"{{$PLOT-ASSET-ALLOCATION}}";
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public const string Drawdown = @"{{$PLOT-DRAWDOWN}}";
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public const string DailyReturns = @"{{$PLOT-DAILY-RETURNS}}";
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public const string RollingBeta = @"{{$PLOT-BETA}}";
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public const string RollingSharpe = @"{{$PLOT-SHARPE}}";
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public const string LeverageUtilization = @"{{$PLOT-LEVERAGE}}";
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public const string Exposure = @"{{$PLOT-EXPOSURE}}";
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public const string CrisisPageStyle = @"{{$CSS-CRISIS-PAGE-STYLE}}";
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public const string CrisisPlots = @"{{$HTML-CRISIS-PLOTS}}";
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public const string CrisisTitle = @"{{$TEXT-CRISIS-TITLE}}";
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public const string CrisisContents = @"{{$PLOT-CRISIS-CONTENT}}";
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}
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}
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