Jhonathan Abreu
8f2a23e97f
* Initial backtest analyzer commit * Changes for cleanup * Minor fix * Add class for analysis result context * Fix more models * More fixes * More fixes * More fixes * More fixes * Cleanup * Cleanup * Add documentation * Cleanup and remove some classes * Write backtest analysis to results file * Cleanup * Minor fixes * Minor fix * Minor cleanup * Implement json deserialization for backtest analysis result * Rename analyzer classes to generalize Remove "backtest" references from names * Add weight to analyses * Run analyses in order by weight * Cleanup * Cleanup * Update Issue text * Set sub-test weights to 0 * Update test weights * Add xml docs * Disable result analysis on regression tests * Refactor analysis naming * Renaming cleanup * Simplify analysis results context * Log when analyzer reaches max tests or time limit * Sample down equity curve to match daily benchmark * Minor changes * Minor fixes --------- Co-authored-by: Derek Melchin <melchin.derek@gmail.com>
58 lines
2.3 KiB
C#
58 lines
2.3 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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*/
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using Newtonsoft.Json;
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using System.Collections.Generic;
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namespace QuantConnect
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{
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/// <summary>
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/// Represents the outcome of a single backtest diagnostic analysis,
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/// containing the analysis name, diagnostic context, and a list of solutions.
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/// </summary>
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public class Analysis(string name, string issue, object sample, int? count, IReadOnlyList<string> solutions)
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{
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/// <summary>
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/// Gets or sets the name of the analysis that produced this result.
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/// </summary>
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public string Name { get; set; } = name;
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/// <summary>
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/// Gets or sets a short description of why the analysis was triggered.
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/// </summary>
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public string Issue { get; set; } = issue;
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/// <summary>
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/// Gets or sets a representative sample value of the issue detected by the analysis.
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/// It can be something like a log message, an order or an order event.
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/// </summary>
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public object Sample { get; set; } = sample;
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/// <summary>
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/// Gets or sets the total number of matching occurrences found by the analysis.
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/// If null, the analysis is reporting a single issue with the provided sample;
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/// if not null, the sample represents one of multiple occurrences of the same issue.
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/// </summary>
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[JsonProperty(NullValueHandling = NullValueHandling.Ignore)]
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public int? Count { get; set; } = count;
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/// <summary>
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/// Gets or sets human-readable suggestions for resolving the detected issue.
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/// </summary>
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public IReadOnlyList<string> Solutions { get; set; } = solutions;
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}
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}
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