Martin Molinero
81 lines
3.4 KiB
C#
81 lines
3.4 KiB
C#
/*
|
|
* 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;
|
|
using System.Collections.Generic;
|
|
using Newtonsoft.Json;
|
|
using QuantConnect.Orders;
|
|
using QuantConnect.Packets;
|
|
|
|
namespace QuantConnect
|
|
{
|
|
/// <summary>
|
|
/// Base class for backtesting and live results that packages result data.
|
|
/// <see cref="LiveResult"/>
|
|
/// <see cref="BacktestResult"/>
|
|
/// </summary>
|
|
public class Result
|
|
{
|
|
/// <summary>
|
|
/// Contains population averages scores over the life of the algorithm
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "AlphaRuntimeStatistics", NullValueHandling = NullValueHandling.Ignore)]
|
|
public AlphaRuntimeStatistics AlphaRuntimeStatistics;
|
|
|
|
/// <summary>
|
|
/// Charts updates for the live algorithm since the last result packet
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "Charts", NullValueHandling = NullValueHandling.Ignore)]
|
|
public IDictionary<string, Chart> Charts;
|
|
|
|
/// <summary>
|
|
/// Order updates since the last result packet
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "Orders", NullValueHandling = NullValueHandling.Ignore)]
|
|
public IDictionary<int, Order> Orders;
|
|
|
|
/// <summary>
|
|
/// OrderEvent updates since the last result packet
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "OrderEvents", NullValueHandling = NullValueHandling.Ignore)]
|
|
public List<OrderEvent> OrderEvents;
|
|
|
|
/// <summary>
|
|
/// Trade profit and loss information since the last algorithm result packet
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "ProfitLoss", NullValueHandling = NullValueHandling.Ignore)]
|
|
public IDictionary<DateTime, decimal> ProfitLoss;
|
|
|
|
/// <summary>
|
|
/// Statistics information sent during the algorithm operations.
|
|
/// </summary>
|
|
/// <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>
|
|
[JsonProperty(PropertyName = "Statistics", NullValueHandling = NullValueHandling.Ignore)]
|
|
public IDictionary<string, string> Statistics;
|
|
|
|
/// <summary>
|
|
/// Runtime banner/updating statistics in the title banner of the live algorithm GUI.
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "RuntimeStatistics", NullValueHandling = NullValueHandling.Ignore)]
|
|
public IDictionary<string, string> RuntimeStatistics;
|
|
|
|
/// <summary>
|
|
/// Server status information, including CPU/RAM usage, ect...
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "ServerStatistics", NullValueHandling = NullValueHandling.Ignore)]
|
|
public IDictionary<string, string> ServerStatistics;
|
|
}
|
|
}
|