/* * 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 NUnit.Framework; using System.Collections.Generic; namespace QuantConnect.Tests.Common { [TestFixture] public class ExtendedDictionaryTests { [Test] public void RunPythonDictionaryFeatureRegressionAlgorithm() { var parameter = new RegressionTests.AlgorithmStatisticsTestParameters("PythonDictionaryFeatureRegressionAlgorithm", new Dictionary { {"Total Trades", "3"}, {"Average Win", "0%"}, {"Average Loss", "0%"}, {"Compounding Annual Return", "-100%"}, {"Drawdown", "99.600%"}, {"Expectancy", "0"}, {"Net Profit", "-99.604%"}, {"Sharpe Ratio", "-0.126"}, {"Probabilistic Sharpe Ratio", "1.658%"}, {"Loss Rate", "0%"}, {"Win Rate", "0%"}, {"Profit-Loss Ratio", "0"}, {"Alpha", "3.904"}, {"Beta", "-2.545"}, {"Annual Standard Deviation", "7.95"}, {"Annual Variance", "63.196"}, {"Information Ratio", "-0.367"}, {"Tracking Error", "7.968"}, {"Treynor Ratio", "0.393"}, {"Total Fees", "$0.00"}, {"OrderListHash", "1518453211"} }, Language.Python, AlgorithmStatus.Completed); AlgorithmRunner.RunLocalBacktest(parameter.Algorithm, parameter.Statistics, parameter.AlphaStatistics, parameter.Language, parameter.ExpectedFinalStatus, initialCash: 100000); } } }