/* * 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(); } } }