/* * 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(); } } }