/*
* 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.Collections.Generic;
namespace QuantConnect.Algorithm.CSharp
{
public class FillForwardStrictEndTimeMinuteRegressionAlgorithm : FillForwardStrictEndTimeHourRegressionAlgorithm
{
protected override int StartDate => 14;
protected override Resolution FillForwardResolution => Resolution.Minute;
///
/// Data Points count of all timeslices of algorithm
///
public override long DataPoints => 429;
///
/// 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", "0"},
{"Average Win", "0%"},
{"Average Loss", "0%"},
{"Compounding Annual Return", "0%"},
{"Drawdown", "0%"},
{"Expectancy", "0"},
{"Start Equity", "100000"},
{"End Equity", "100000"},
{"Net Profit", "0%"},
{"Sharpe Ratio", "0"},
{"Sortino Ratio", "0"},
{"Probabilistic Sharpe Ratio", "0%"},
{"Loss Rate", "0%"},
{"Win Rate", "0%"},
{"Profit-Loss Ratio", "0"},
{"Alpha", "0"},
{"Beta", "0"},
{"Annual Standard Deviation", "0"},
{"Annual Variance", "0"},
{"Information Ratio", "0"},
{"Tracking Error", "0"},
{"Treynor Ratio", "0"},
{"Total Fees", "$0.00"},
{"Estimated Strategy Capacity", "$0"},
{"Lowest Capacity Asset", ""},
{"Portfolio Turnover", "0%"},
{"Drawdown Recovery", "0"},
{"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
};
}
}