/* * 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; } } } } }