/* * 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(); } } }