/*
 * 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.Collections.Generic;
using QuantConnect.Algorithm.Framework.Alphas;

namespace QuantConnect.Algorithm.CSharp
{
    /// <summary>
    /// Framework algorithm that uses the <see cref="EmaCrossAlphaModel"/>.
    /// </summary>
    public class EmaCrossAlphaModelFrameworkAlgorithm : BaseAlphaModelFrameworkRegressionAlgorithm
    {
        public override void Initialize()
        {
            base.Initialize();
            SetAlpha(new EmaCrossAlphaModel());
        }
        
        /// <summary>
        /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
        /// </summary>
        public override Dictionary<string, string> ExpectedStatistics => new()
        {
            { "Total Trades", "12" },
            { "Average Win", "0.37%" },
            { "Average Loss", "-0.15%" },
            { "Compounding Annual Return", "0.081%" },
            { "Drawdown", "1.900%" },
            { "Expectancy", "0.001" },
            { "Net Profit", "0.001%" },
            { "Sharpe Ratio", "1.25" },
            { "Probabilistic Sharpe Ratio", "50.694%" },
            { "Loss Rate", "71%" },
            { "Win Rate", "29%" },
            { "Profit-Loss Ratio", "2.50" },
            { "Alpha", "-1.023" },
            { "Beta", "0.607" },
            { "Annual Standard Deviation", "0.144" },
            { "Annual Variance", "0.021" },
            { "Information Ratio", "-18.002" },
            { "Tracking Error", "0.1" },
            { "Treynor Ratio", "0.296" },
            { "Total Fees", "$20.20" },
            { "Estimated Strategy Capacity", "$4800000.00" },
            { "Lowest Capacity Asset", "AIG R735QTJ8XC9X" },
            { "Portfolio Turnover", "53.84%" },
            { "OrderListHash", "98ea2f4cdd1627b817fdba3f2087284b" }
        };
    }
}