Martin-Molinero
7705895cc6
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* Portfolio state chart - Cleanup and renames - Add series.IndexName. Uodating unit tests - Add Chart.LegendDisabled. Adding new unit tests - Add ChartPoint.Tooltip. Updating unit tests - Minor compression tweak. Adding unit test - Add ChartJsonConverter. Adding unit tests * Minor chart serialization order tweak * Refactor portfolio state sampling and storing * Move PortfolioMargin into a lean side chart
109 lines
4.3 KiB
C#
109 lines
4.3 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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using System;
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using Newtonsoft.Json;
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using QuantConnect.Orders;
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using QuantConnect.Packets;
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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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/// 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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/// Charts updates for the live algorithm since the last result packet
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/// </summary>
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[JsonProperty(PropertyName = "Charts", NullValueHandling = NullValueHandling.Ignore)]
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public IDictionary<string, Chart> Charts;
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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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[JsonProperty(PropertyName = "Orders", NullValueHandling = NullValueHandling.Ignore)]
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public IDictionary<int, Order> Orders;
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/// <summary>
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/// OrderEvent updates since the last result packet
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/// </summary>
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[JsonProperty(PropertyName = "OrderEvents", NullValueHandling = NullValueHandling.Ignore)]
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public List<OrderEvent> OrderEvents;
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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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[JsonProperty(PropertyName = "ProfitLoss", NullValueHandling = NullValueHandling.Ignore)]
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public IDictionary<DateTime, decimal> ProfitLoss;
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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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[JsonProperty(PropertyName = "Statistics", NullValueHandling = NullValueHandling.Ignore)]
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public IDictionary<string, string> Statistics;
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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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[JsonProperty(PropertyName = "RuntimeStatistics", NullValueHandling = NullValueHandling.Ignore)]
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public IDictionary<string, string> RuntimeStatistics;
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/// <summary>
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/// State of the result packet.
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/// </summary>
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[JsonProperty(PropertyName = "State", NullValueHandling = NullValueHandling.Ignore)]
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public IDictionary<string, string> State;
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/// <summary>
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/// Server status information, including CPU/RAM usage, ect...
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/// </summary>
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[JsonProperty(PropertyName = "ServerStatistics", NullValueHandling = NullValueHandling.Ignore)]
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public IDictionary<string, string> ServerStatistics;
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/// <summary>
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/// The algorithm's configuration required for report generation
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/// </summary>
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[JsonProperty(PropertyName = "AlgorithmConfiguration", NullValueHandling = NullValueHandling.Ignore)]
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public AlgorithmConfiguration AlgorithmConfiguration;
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/// <summary>
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/// Creates new empty instance
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/// </summary>
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public Result()
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{
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}
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/// <summary>
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/// Creates a new result from the given parameters
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/// </summary>
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public Result(BaseResultParameters parameters)
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{
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Charts = parameters.Charts;
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Orders = parameters.Orders;
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ProfitLoss = parameters.ProfitLoss;
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Statistics = parameters.Statistics;
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RuntimeStatistics = parameters.RuntimeStatistics;
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OrderEvents = parameters.OrderEvents;
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AlgorithmConfiguration = parameters.AlgorithmConfiguration;
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State = parameters.State;
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}
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}
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}
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