/*
* 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 System;
using System.Collections.Generic;
namespace QuantConnect.Statistics
{
///
/// The class is a wrapper for and
///
public class AlgorithmPerformance
{
///
/// The algorithm statistics on closed trades
///
public TradeStatistics TradeStatistics { get; set; }
///
/// The algorithm statistics on portfolio
///
public PortfolioStatistics PortfolioStatistics { get; set; }
///
/// The list of closed trades
///
public List ClosedTrades { get; set; }
///
/// Initializes a new instance of the class
///
/// The list of closed trades
/// Trade record of profits and losses
/// The list of daily equity values
/// The list of algorithm performance values
/// The list of benchmark values
/// The algorithm starting capital
public AlgorithmPerformance(
List trades,
SortedDictionary profitLoss,
SortedDictionary equity,
List listPerformance,
List listBenchmark,
decimal startingCapital)
{
TradeStatistics = new TradeStatistics(trades);
PortfolioStatistics = new PortfolioStatistics(profitLoss, equity, listPerformance, listBenchmark, startingCapital);
ClosedTrades = trades;
}
///
/// Initializes a new instance of the class
///
public AlgorithmPerformance()
{
TradeStatistics = new TradeStatistics();
PortfolioStatistics = new PortfolioStatistics();
ClosedTrades = new List();
}
}
}