QuantConnect Server Applications
d4ca27f93f
Co-authored-by: Python Stubs Deployer <stubs-deploy@quantconnect.com>
122 lines
2.4 KiB
Python
122 lines
2.4 KiB
Python
import typing
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import System.Collections.Generic
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import System
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import QuantConnect.Statistics
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import QuantConnect.Orders
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import QuantConnect.Interfaces
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import QuantConnect
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import datetime
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class TradeDirection(System.Enum, System.IConvertible, System.IFormattable, System.IComparable):
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"""
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Direction of a trade
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enum TradeDirection, values: Long (0), Short (1)
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"""
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value__: int
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Long: 'TradeDirection'
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Short: 'TradeDirection'
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class TradeStatistics(System.object):
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"""
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The QuantConnect.Statistics.TradeStatistics class represents a set of statistics calculated from a list of closed trades
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TradeStatistics(trades: IEnumerable[Trade])
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TradeStatistics()
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"""
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@typing.overload
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def __init__(self, trades: typing.List[QuantConnect.Statistics.Trade]) -> QuantConnect.Statistics.TradeStatistics:
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pass
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@typing.overload
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def __init__(self) -> QuantConnect.Statistics.TradeStatistics:
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pass
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def __init__(self, *args) -> QuantConnect.Statistics.TradeStatistics:
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pass
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AverageEndTradeDrawdown: float
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AverageLosingTradeDuration: datetime.timedelta
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AverageLoss: float
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AverageMAE: float
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AverageMFE: float
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AverageProfit: float
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AverageProfitLoss: float
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AverageTradeDuration: datetime.timedelta
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AverageWinningTradeDuration: datetime.timedelta
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EndDateTime: typing.Optional[datetime.datetime]
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LargestLoss: float
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LargestMAE: float
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LargestMFE: float
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LargestProfit: float
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LossRate: float
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MaxConsecutiveLosingTrades: int
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MaxConsecutiveWinningTrades: int
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MaximumClosedTradeDrawdown: float
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MaximumDrawdownDuration: datetime.timedelta
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MaximumEndTradeDrawdown: float
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MaximumIntraTradeDrawdown: float
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MedianLosingTradeDuration: datetime.timedelta
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MedianTradeDuration: datetime.timedelta
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MedianWinningTradeDuration: datetime.timedelta
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NumberOfLosingTrades: int
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NumberOfWinningTrades: int
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ProfitFactor: float
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ProfitLossDownsideDeviation: float
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ProfitLossRatio: float
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ProfitLossStandardDeviation: float
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ProfitToMaxDrawdownRatio: float
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SharpeRatio: float
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SortinoRatio: float
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StartDateTime: typing.Optional[datetime.datetime]
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TotalFees: float
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TotalLoss: float
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TotalNumberOfTrades: int
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TotalProfit: float
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TotalProfitLoss: float
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WinLossRatio: float
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WinRate: float
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