Address peer review
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@@ -89,6 +89,15 @@ class StatisticsResultsAlgorithm(QCAlgorithm):
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# Let's keep track of our custom summary statistics after the update
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self.CheckMostTradedSecurityStatistic(statistics, most_trade_security, most_trade_security_trade_count)
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def OnEndOfAlgorithm(self):
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statistics = self.Statistics.Summary
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if StatisticsResultsAlgorithm.MostTradedSecurityStatistic not in statistics:
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raise Exception(f"Statistic {StatisticsResultsAlgorithm.MostTradedSecurityStatistic} should be in the summary statistics")
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if StatisticsResultsAlgorithm.MostTradedSecurityTradeCountStatistic not in statistics:
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raise Exception(f"Statistic {StatisticsResultsAlgorithm.MostTradedSecurityTradeCountStatistic} should be in the summary statistics")
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most_trade_security, most_trade_security_trade_count = self.GetMostTradeSecurity()
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self.CheckMostTradedSecurityStatistic(statistics, most_trade_security, most_trade_security_trade_count)
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def CheckMostTradedSecurityStatistic(self, statistics: Dict[str, str], mostTradedSecurity: Symbol, tradeCount: int):
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mostTradedSecurityStatistic = statistics[StatisticsResultsAlgorithm.MostTradedSecurityStatistic]
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