Gerardo Salazar
40c3062348
* Improves stability and fixes various bugs * Adds unit tests covering changes * Adds COVID-19 crisis plots * Adjusts styling of crisis plots for more pleasant viewing * Fixes bug where null BacktestResult caused application to crash * Order JSON bug fixes and stability improvements * MaxDrawdownReportElement now produces results for Live * Replaced Estimated Capacity w/ Days Live * Added Live marker to sharpe ratio * Added support for MOO and MOC orders in PortfolioLooper * Address review: adds new unit tests and cleans up code * Bug fix: use LastFillTime instead of Order.Time for MOO and MOC * Address review: Fixes tests and cleans up code
90 lines
2.9 KiB
C#
90 lines
2.9 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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namespace QuantConnect.Report
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{
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/// <summary>
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/// Crisis Events
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/// </summary>
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public enum CrisisEvent
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{
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/// <summary>
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/// DotCom bubble - https://en.wikipedia.org/wiki/Dot-com_bubble
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/// </summary>
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DotCom,
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/// <summary>
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/// September 11, 2001 attacks - https://en.wikipedia.org/wiki/September_11_attacks
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/// </summary>
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SeptemberEleventh,
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/// <summary>
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/// United States housing bubble - https://en.wikipedia.org/wiki/United_States_housing_bubble
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/// </summary>
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USHousingBubble2003,
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/// <summary>
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/// https://en.wikipedia.org/wiki/Financial_crisis_of_2007%E2%80%9308
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/// </summary>
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GlobalFinancialCrisis,
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/// <summary>
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/// The flash crash of 2010 - https://en.wikipedia.org/wiki/2010_Flash_Crash
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/// </summary>
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FlashCrash,
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/// <summary>
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/// Fukushima nuclear power plant meltdown - https://en.wikipedia.org/wiki/Fukushima_Daiichi_nuclear_disaster
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/// </summary>
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FukushimaMeltdown,
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/// <summary>
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/// United States credit rating downgrade - https://en.wikipedia.org/wiki/United_States_federal_government_credit-rating_downgrades
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/// European debt crisis - https://en.wikipedia.org/wiki/European_debt_crisis
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/// </summary>
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USDowngradeEuropeanDebt,
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/// <summary>
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/// European debt crisis - https://en.wikipedia.org/wiki/European_debt_crisis
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/// </summary>
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EurozoneSeptember2012,
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/// <summary>
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/// European debt crisis - https://en.wikipedia.org/wiki/European_debt_crisis
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/// </summary>
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EurozoneOctober2014,
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/// <summary>
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/// 2015-2016 market sell off https://en.wikipedia.org/wiki/2015%E2%80%9316_stock_market_selloff
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/// </summary>
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MarketSellOff2015,
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/// <summary>
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/// Crisis recovery (2010 - 2012)
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/// </summary>
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Recovery,
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/// <summary>
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/// 2014 - 2019 market performance
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/// </summary>
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NewNormal,
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/// <summary>
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/// COVID-19 pandemic market crash
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/// </summary>
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COVID19
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}
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}
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