Martin-Molinero
7705895cc6
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* 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
91 lines
3.3 KiB
C#
91 lines
3.3 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 QuantConnect.Orders;
|
|
using System.Collections.Generic;
|
|
|
|
namespace QuantConnect.Packets
|
|
{
|
|
/// <summary>
|
|
/// Base parameters used by <see cref="LiveResultParameters"/> and <see cref="BacktestResultParameters"/>
|
|
/// </summary>
|
|
public class BaseResultParameters
|
|
{
|
|
/// <summary>
|
|
/// Trade profit and loss information since the last algorithm result packet
|
|
/// </summary>
|
|
public IDictionary<DateTime, decimal> ProfitLoss { get; set; }
|
|
|
|
/// <summary>
|
|
/// Charts updates for the live algorithm since the last result packet
|
|
/// </summary>
|
|
public IDictionary<string, Chart> Charts { get; set; }
|
|
|
|
/// <summary>
|
|
/// Order updates since the last result packet
|
|
/// </summary>
|
|
public IDictionary<int, Order> Orders { get; set; }
|
|
|
|
/// <summary>
|
|
/// Order events updates since the last result packet
|
|
/// </summary>
|
|
public List<OrderEvent> OrderEvents { get; set; }
|
|
|
|
/// <summary>
|
|
/// Statistics information sent during the algorithm operations.
|
|
/// </summary>
|
|
public IDictionary<string, string> Statistics { get; set; }
|
|
|
|
/// <summary>
|
|
/// Runtime banner/updating statistics in the title banner of the live algorithm GUI.
|
|
/// </summary>
|
|
public IDictionary<string, string> RuntimeStatistics { get; set; }
|
|
|
|
/// <summary>
|
|
/// State information of the algorithm.
|
|
/// </summary>
|
|
public IDictionary<string, string> State { get; set; }
|
|
|
|
/// <summary>
|
|
/// The algorithm's configuration required for report generation
|
|
/// </summary>
|
|
public AlgorithmConfiguration AlgorithmConfiguration { get; set; }
|
|
|
|
/// <summary>
|
|
/// Creates a new instance
|
|
/// </summary>
|
|
public BaseResultParameters(IDictionary<string, Chart> charts,
|
|
IDictionary<int, Order> orders,
|
|
IDictionary<DateTime, decimal> profitLoss,
|
|
IDictionary<string, string> statistics,
|
|
IDictionary<string, string> runtimeStatistics,
|
|
List<OrderEvent> orderEvents,
|
|
AlgorithmConfiguration algorithmConfiguration = null,
|
|
IDictionary<string, string> state = null)
|
|
{
|
|
Charts = charts;
|
|
Orders = orders;
|
|
ProfitLoss = profitLoss;
|
|
Statistics = statistics;
|
|
RuntimeStatistics = runtimeStatistics;
|
|
OrderEvents = orderEvents;
|
|
AlgorithmConfiguration = algorithmConfiguration;
|
|
State = state;
|
|
}
|
|
}
|
|
}
|