/*
* 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.Statistics
{
///
/// The class represents total and rolling statistics for an algorithm
///
public class StatisticsResults
{
///
/// The performance of the algorithm over the whole period
///
public AlgorithmPerformance TotalPerformance { get; private set; }
///
/// The rolling performance of the algorithm over 1, 3, 6, 12 month periods
///
public Dictionary RollingPerformances { get; private set; }
///
/// Returns a summary of the algorithm performance as a dictionary
///
public Dictionary Summary { get; private set; }
///
/// Initializes a new instance of the class
///
/// The algorithm total performance
/// The algorithm rolling performances
/// The summary performance dictionary
public StatisticsResults(AlgorithmPerformance totalPerformance, Dictionary rollingPerformances, Dictionary summary)
{
TotalPerformance = totalPerformance;
RollingPerformances = rollingPerformances;
Summary = summary;
}
///
/// Initializes a new instance of the class
///
public StatisticsResults()
{
TotalPerformance = new AlgorithmPerformance();
RollingPerformances = new Dictionary();
Summary = new Dictionary();
}
internal void AddCustomSummaryStatistics(IDictionary customSummary)
{
foreach (var kvp in customSummary)
{
if (!Summary.ContainsKey(kvp.Key))
{
Summary[kvp.Key] = kvp.Value;
}
}
}
}
}