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"}
};
}
}