/* * 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.Linq; using QuantConnect.Orders; using QuantConnect.Packets; using System.Collections.Generic; namespace QuantConnect.Report.ReportElements { internal sealed class MarketsReportElement : ReportElement { private LiveResult _live; private BacktestResult _backtest; /// /// Get the markets of the strategy. /// /// Name of the widget /// Location of injection /// Backtest result object /// Live result object public MarketsReportElement(string name, string key, BacktestResult backtest, LiveResult live) { _live = live; _backtest = backtest; Name = name; Key = key; } /// /// The generated output string to be injected /// public override string Render() { var liveOrders = _live?.Orders?.Values.ToList(); if (liveOrders == null) { liveOrders = new List(); } var orders = new List(); var backtestOrders = _backtest?.Orders?.Values; if (backtestOrders != null) { orders = backtestOrders.ToList(); } orders = orders.Union(liveOrders).ToList(); var securityTypes = orders.DistinctBy(o => o.SecurityType).Select(s => s.SecurityType.ToString()).ToList(); Result = securityTypes; return string.Join(",", securityTypes); } } }