wehub-resource-sync
49 lines
1.6 KiB
C#
49 lines
1.6 KiB
C#
/*
|
|
* 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 Newtonsoft.Json;
|
|
using System.Globalization;
|
|
|
|
namespace QuantConnect.Tests.Optimizer
|
|
{
|
|
internal class BacktestResult
|
|
{
|
|
private static JsonSerializerSettings _jsonSettings = new JsonSerializerSettings { Culture = CultureInfo.InvariantCulture, NullValueHandling = NullValueHandling.Ignore};
|
|
public Statistics Statistics { get; set; }
|
|
|
|
public static BacktestResult Create(decimal? profit = null, decimal? drawdown = null)
|
|
{
|
|
return new BacktestResult
|
|
{
|
|
Statistics = new Statistics
|
|
{
|
|
Profit = profit,
|
|
Drawdown = drawdown
|
|
}
|
|
};
|
|
}
|
|
|
|
public string ToJson() => JsonConvert.SerializeObject(this, _jsonSettings);
|
|
}
|
|
|
|
public class Statistics
|
|
{
|
|
public decimal? Profit { get; set; }
|
|
|
|
public decimal? Drawdown { get; set; }
|
|
}
|
|
}
|