cfa08a11fb
- Removing `using QCAlgorithmFramework = QuantConnect.Algorithm.QCAlgorithm` - Removing `QCAlgorithmFrameworkBridge` - Removing `IsFrameworkAlgorithm` - Making `EmitInsightBasedOnFill` private. Adding new `IOrderEventProvider` exposing an `event` to which `QCAlgorithm` will subscribe. - `AccountType.Cash` algorithms will be allowed to manually trade and emight insights manually or with alpha model.
47 lines
1.7 KiB
C#
47 lines
1.7 KiB
C#
using System;
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using System.Collections.Generic;
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using QuantConnect.Orders;
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using QuantConnect.Packets;
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namespace QuantConnect
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{
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/// <summary>
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/// Base class for backtesting and live results that packages result data.
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/// <see cref="LiveResult"/>
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/// <see cref="BacktestResult"/>
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/// </summary>
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public class Result
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{
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/// <summary>
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/// Contains population averages scores over the life of the algorithm
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/// </summary>
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public AlphaRuntimeStatistics AlphaRuntimeStatistics;
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/// <summary>
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/// Charts updates for the live algorithm since the last result packet
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/// </summary>
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public IDictionary<string, Chart> Charts = new Dictionary<string, Chart>();
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/// <summary>
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/// Order updates since the last result packet
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/// </summary>
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public IDictionary<int, Order> Orders = new Dictionary<int, Order>();
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/// <summary>
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/// Trade profit and loss information since the last algorithm result packet
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/// </summary>
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public IDictionary<DateTime, decimal> ProfitLoss = new Dictionary<DateTime, decimal>();
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/// <summary>
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/// Statistics information sent during the algorithm operations.
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/// </summary>
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/// <remarks>Intended for update mode -- send updates to the existing statistics in the result GUI. If statistic key does not exist in GUI, create it</remarks>
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public IDictionary<string, string> Statistics = new Dictionary<string, string>();
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/// <summary>
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/// Runtime banner/updating statistics in the title banner of the live algorithm GUI.
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/// </summary>
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public IDictionary<string, string> RuntimeStatistics = new Dictionary<string, string>();
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}
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}
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