/* * 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 QuantConnect.Packets; namespace QuantConnect.Report.ReportElements { internal sealed class PSRReportElement : ReportElement { private LiveResult _live; private BacktestResult _backtest; /// /// Estimate the PSR of the strategy. /// /// Name of the widget /// Location of injection /// Backtest result object /// Live result object public PSRReportElement(string name, string key, BacktestResult backtest, LiveResult live) { _live = live; _backtest = backtest; Name = name; Key = key; } /// /// The generated output string to be injected /// public override string Render() { var psr = _backtest?.TotalPerformance?.PortfolioStatistics?.ProbabilisticSharpeRatio; if (psr == null) { return "-"; } if (psr > 0) { return $"{psr:P0}"; } return "-"; } } }