/* * 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 Newtonsoft.Json; using System.Globalization; namespace QuantConnect.Tests.Optimizer { internal class BacktestResult { private static JsonSerializerSettings _jsonSettings = new JsonSerializerSettings { Culture = CultureInfo.InvariantCulture, NullValueHandling = NullValueHandling.Ignore}; public Statistics Statistics { get; set; } public static BacktestResult Create(decimal? profit = null, decimal? drawdown = null) { return new BacktestResult { Statistics = new Statistics { Profit = profit, Drawdown = drawdown } }; } public string ToJson() => JsonConvert.SerializeObject(this, _jsonSettings); } public class Statistics { public decimal? Profit { get; set; } public decimal? Drawdown { get; set; } } }