/* * 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.Collections.Generic; using System.Linq; using QuantConnect.Orders; using QuantConnect.Packets; namespace QuantConnect.Report.ReportElements { internal sealed class TradesPerDayReportElement : ReportElement { private LiveResult _live; private BacktestResult _backtest; /// /// Estimate the trades per day of the strategy. /// /// Name of the widget /// Location of injection /// Backtest result object /// Live result object public TradesPerDayReportElement(string name, string key, BacktestResult backtest, LiveResult live) { _live = live; _backtest = backtest; Name = name; Key = key; } /// /// Generate trades per day /// public override string Render() { var liveOrders = _live?.Orders?.Values.ToList(); if (liveOrders == null) { liveOrders = new List(); } var orders = _backtest?.Orders?.Values.Concat(liveOrders).OrderBy(x => x.Time); if (orders == null) { return "-"; } if (!orders.Any()) { return "-"; } var days = orders.Last().Time .Subtract(orders.First().Time) .TotalDays; if (days == 0) { days = 1; } var tradesPerDay = orders.Count() / days; Result = tradesPerDay; if (tradesPerDay > 9) { return $"{tradesPerDay:F0}"; } return $"{tradesPerDay:F1}"; } } }