/*
* 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.Globalization;
using System.Linq;
using QuantConnect.Packets;
namespace QuantConnect.Report.ReportElements
{
///
/// Capacity Estimation Report Element
///
public sealed class EstimatedCapacityReportElement : ReportElement
{
private readonly BacktestResult _backtest;
private readonly LiveResult _live;
///
/// Create a new capacity estimate
///
/// Name of the widget
/// Location of injection
/// Backtest result object
/// Live result object
public EstimatedCapacityReportElement(string name, string key, BacktestResult backtest, LiveResult live)
{
_live = live;
_backtest = backtest;
Name = name;
Key = key;
}
///
/// Render element
///
public override string Render()
{
var statistics = _backtest?.Statistics;
string capacityWithCurrency;
if (statistics == null || !statistics.TryGetValue("Estimated Strategy Capacity", out capacityWithCurrency))
{
return "-";
}
var capacity = Currencies.Parse(capacityWithCurrency).RoundToSignificantDigits(2);
Result = capacity;
if (capacity == 0m)
{
return "-";
}
return capacity.ToFinancialFigures();
}
}
}