using System.Collections.Generic; namespace QuantConnect.Algorithm.CSharp { /// /// Regression for running an Index algorithm with Hourly data /// public class BasicTemplateIndexHourlyAlgorithm : BasicTemplateIndexDailyAlgorithm { protected override Resolution Resolution => Resolution.Hour; protected override int ExpectedBarCount => base.ExpectedBarCount * 8; /// /// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm. /// public override bool CanRunLocally { get; } = true; /// /// This is used by the regression test system to indicate which languages this algorithm is written in. /// public override List Languages { get; } = new() { Language.CSharp }; /// /// Data Points count of all timeslices of algorithm /// public override long DataPoints => 401; /// /// Data Points count of the algorithm history /// public override int AlgorithmHistoryDataPoints => 0; /// /// Final status of the algorithm /// public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed; /// /// This is used by the regression test system to indicate what the expected statistics are from running the algorithm /// public override Dictionary ExpectedStatistics => new Dictionary { {"Total Orders", "81"}, {"Average Win", "1.28%"}, {"Average Loss", "-0.06%"}, {"Compounding Annual Return", "-20.546%"}, {"Drawdown", "1.800%"}, {"Expectancy", "-0.402"}, {"Start Equity", "1000000"}, {"End Equity", "990775"}, {"Net Profit", "-0.922%"}, {"Sharpe Ratio", "-2.903"}, {"Sortino Ratio", "-6.081"}, {"Probabilistic Sharpe Ratio", "22.230%"}, {"Loss Rate", "97%"}, {"Win Rate", "3%"}, {"Profit-Loss Ratio", "19.95"}, {"Alpha", "-0.157"}, {"Beta", "0.025"}, {"Annual Standard Deviation", "0.053"}, {"Annual Variance", "0.003"}, {"Information Ratio", "-2.07"}, {"Tracking Error", "0.121"}, {"Treynor Ratio", "-6.189"}, {"Total Fees", "$0.00"}, {"Estimated Strategy Capacity", "$300000.00"}, {"Lowest Capacity Asset", "SPX XL80P3GHDZXQ|SPX 31"}, {"Portfolio Turnover", "24.63%"}, {"Drawdown Recovery", "0"}, {"OrderListHash", "5595ab834c2584c1d124ad575e88cc1a"} }; } }