Martin Molinero
75ffa300f1
- Adding new `IAlgorithm.AccountCurrency { get; }` that will point to the
`Portfolio.CashBook.AccountCurrency`. Setter will be added in a
following PR.
- Base `Brokerage` class will now have a `AccountCurrency { get }`
pointing to the `IAccountCurrencyProvider`. Will be used by the different
brokerages implementations.
52 lines
1.9 KiB
C#
52 lines
1.9 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using QuantConnect.Algorithm.Framework.Alphas;
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using QuantConnect.Interfaces;
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namespace QuantConnect.Tests
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{
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/// <summary>
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/// Wraps <see cref="AlphaRuntimeStatistics"/> to clean the syntax of defining expected alpha results
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/// </summary>
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public class ExpectedAlphaStatistics : AlphaRuntimeStatistics
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{
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public ExpectedAlphaStatistics(IAccountCurrencyProvider accountCurrencyProvider)
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: base(accountCurrencyProvider)
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{
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}
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public double MeanPopuationDirection
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{
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set { MeanPopulationScore.SetScore(InsightScoreType.Direction, value, new DateTime()); }
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}
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public double MeanPopuationMagnitude
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{
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set { MeanPopulationScore.SetScore(InsightScoreType.Magnitude, value, new DateTime()); }
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}
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public double RollingAveragedPopuationDirection
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{
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set { RollingAveragedPopulationScore.SetScore(InsightScoreType.Direction, value, new DateTime()); }
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}
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public double RollingAveragedPopuationMagnitude
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{
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set { RollingAveragedPopulationScore.SetScore(InsightScoreType.Magnitude, value, new DateTime()); }
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}
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}
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} |