/* * 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. */ namespace QuantConnect.Report { /// /// Helper shortcuts for report injection points. /// internal static class ReportKey { public const string Stylesheet = @"{{$REPORT-STYLESHEET}}"; public const string StrategyName = @"{{$TEXT-STRATEGY-NAME}}"; public const string StrategyDescription = @"{{$TEXT-STRATEGY-DESCRIPTION}}"; public const string StrategyVersion = @"{{$TEXT-STRATEGY-VERSION}}"; public const string LiveMarker = @"{{$LIVE-MARKER}}"; public const string ParametersPageStyle = @"{{$CSS-PARAMETERS-PAGE-STYLE}}"; public const string Parameters = @"{{$PARAMETERS}}"; public const string CAGR = @"{{$KPI-CAGR}}"; public const string Turnover = @"{{$KPI-TURNOVER}}"; public const string MaxDrawdown = @"{{$KPI-DRAWDOWN}}"; public const string MaxDrawdownRecovery = @"{{$KPI-DRAWDOWN-RECOVERY}}"; public const string KellyEstimate = @"{{$KPI-KELLY-ESTIMATE}}"; public const string SharpeRatio = @"{{$KPI-SHARPE}}"; public const string SortinoRatio = @"{{$KPI-SORTINO}}"; public const string BacktestDays = @"{{$KPI-BACKTEST-DAYS}}"; public const string DaysLive = @"{{$KPI-DAYS-LIVE}}"; public const string InformationRatio = @"{{$KPI-INFORMATION-RATIO}}"; public const string TradesPerDay = @"{{$KPI-TRADES-PER-DAY}}"; public const string Markets = @"{{$KPI-MARKETS}}"; public const string PSR = @"{{$KPI-PSR}}"; public const string StrategyCapacity = @"{{$KPI-STRATEGY-CAPACITY}}"; public const string MonthlyReturns = @"{{$PLOT-MONTHLY-RETURNS}}"; public const string CumulativeReturns = @"{{$PLOT-CUMULATIVE-RETURNS}}"; public const string AnnualReturns = @"{{$PLOT-ANNUAL-RETURNS}}"; public const string ReturnsPerTrade = @"{{$PLOT-RETURNS-PER-TRADE}}"; public const string AssetAllocation = @"{{$PLOT-ASSET-ALLOCATION}}"; public const string Drawdown = @"{{$PLOT-DRAWDOWN}}"; public const string DailyReturns = @"{{$PLOT-DAILY-RETURNS}}"; public const string RollingBeta = @"{{$PLOT-BETA}}"; public const string RollingSharpe = @"{{$PLOT-SHARPE}}"; public const string LeverageUtilization = @"{{$PLOT-LEVERAGE}}"; public const string Exposure = @"{{$PLOT-EXPOSURE}}"; public const string CrisisPageStyle = @"{{$CSS-CRISIS-PAGE-STYLE}}"; public const string CrisisPlots = @"{{$HTML-CRISIS-PLOTS}}"; public const string CrisisTitle = @"{{$TEXT-CRISIS-TITLE}}"; public const string CrisisContents = @"{{$PLOT-CRISIS-CONTENT}}"; } }