/*
* 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;
using System.Linq;
using QuantConnect.Packets;
namespace QuantConnect.Report.ReportElements
{
internal class RuntimeDaysReportElement : ReportElement
{
private BacktestResult _backtest;
private LiveResult _live;
///
/// Create a new metric describing the number of days an algorithm ran for.
///
/// Name of the widget
/// Location of injection
/// Backtest result object
/// Live result object
public RuntimeDaysReportElement(string name, string key, BacktestResult backtest, LiveResult live)
{
_backtest = backtest;
_live = live;
Name = name;
Key = key;
}
///
/// The generated output string to be injected
///
public override string Render()
{
var result = (Result) _live ?? _backtest;
if (result == null)
{
return "-";
}
var equityPoints = ResultsUtil.EquityPoints(result);
if (equityPoints.Count == 0)
{
Result = 0;
return "0";
}
var days = (equityPoints.Last().Key - equityPoints.First().Key).Days;
Result = days;
return days.ToStringInvariant();
}
}
}