Backtesting result handler passes messages back from the Lean to the User. More...

Inheritance diagram for QuantConnect.Lean.Engine.Results.BacktestingResultHandler:

Public Member Functions
	BacktestingResultHandler ()
	Creates a new instance More...

override void	Initialize (ResultHandlerInitializeParameters parameters)
	Initialize the result handler with this result packet. More...

virtual IEnumerable< BacktestResultPacket >	SplitPackets (Dictionary< string, Chart > deltaCharts, Dictionary< int, Order > deltaOrders, SortedDictionary< string, string > runtimeStatistics, decimal progress, Dictionary< string, string > serverStatistics)
	Run over all the data and break it into smaller packets to ensure they all arrive at the terminal More...

virtual void	SetAlgorithm (IAlgorithm algorithm, decimal startingPortfolioValue)
	Set the Algorithm instance for ths result. More...

virtual void	AlgorithmNameUpdated (string name)
	Handles updates to the algorithm's name More...

virtual void	AlgorithmTagsUpdated (HashSet< string > tags)
	Sends a packet communicating an update to the algorithm's tags More...

virtual void	DebugMessage (string message)
	Send a debug message back to the browser console. More...

virtual void	SystemDebugMessage (string message)
	Send a system debug message back to the browser console. More...

virtual void	LogMessage (string message)
	Send a logging message to the log list for storage. More...

virtual void	SecurityType (List< SecurityType > types)
	Send list of security asset types the algorithm uses to browser. More...

virtual void	ErrorMessage (string message, string stacktrace="")
	Send an error message back to the browser highlighted in red with a stacktrace. More...

virtual void	RuntimeError (string message, string stacktrace="")
	Send a runtime error message back to the browser highlighted with in red More...

virtual void	BrokerageMessage (BrokerageMessageEvent brokerageMessageEvent)
	Process brokerage message events More...

override void	Exit ()
	Terminate the result thread and apply any required exit procedures like sending final results. More...

virtual void	SendStatusUpdate (AlgorithmStatus status, string message="")
	Send an algorithm status update to the browser. More...

virtual void	RuntimeStatistic (string key, string value)
	Set the current runtime statistics of the algorithm. These are banner/title statistics which show at the top of the live trading results. More...

override void	OrderEvent (OrderEvent newEvent)
	Handle order event More...

virtual void	ProcessSynchronousEvents (bool forceProcess=false)
	Process the synchronous result events, sampling and message reading. This method is triggered from the algorithm manager thread. More...

StatisticsResults	StatisticsResults ()
	Calculates and gets the current statistics for the algorithm More...

void	SetSummaryStatistic (string name, string value)
	Sets or updates a custom summary statistic More...

Public Member Functions inherited from QuantConnect.Lean.Engine.Results.BaseResultsHandler
virtual void	OnSecuritiesChanged (SecurityChanges changes)
	Event fired each time that we add/remove securities from the data feed More...

virtual string	SaveLogs (string id, List< LogEntry > logs)
	Returns the location of the logs More...

virtual void	SaveResults (string name, Result result)
	Save the results to disk More...

virtual void	Sample (DateTime time)
	Samples portfolio equity, benchmark, and daily performance Called by scheduled event every night at midnight algorithm time More...

Public Member Functions inherited from QuantConnect.Lean.Engine.Results.IResultHandler
void	OnSecuritiesChanged (SecurityChanges changes)
	Event fired each time that we add/remove securities from the data feed More...

void	Sample (DateTime time)
	Method to update the IResultHandler with various performance metrics. Called once a day by scheduled event in AlgorithmManager More...

void	SaveResults (string name, Result result)
	Save the results More...

Protected Member Functions
override void	Run ()
	The main processing method steps through the messaging queue and processes the messages one by one. More...

override void	StoreResult (Packet packet)
	Save the snapshot of the total results to storage. More...

void	SendFinalResult ()
	Send a final analysis result back to the IDE. More...

override void	AddToLogStore (string message)
	Add message to LogStore More...

override void	Sample (string chartName, string seriesName, int seriesIndex, SeriesType seriesType, ISeriesPoint value, string unit="$")
	Add a sample to the chart specified by the chartName, and seriesName. More...

override void	SampleCapacity (DateTime time)
	Sample estimated strategy capacity More...

void	SampleRange (IEnumerable< Chart > updates)
	Add a range of samples from the users algorithms to the end of our current list. More...

virtual void	ConfigureConsoleTextWriter (IAlgorithm algorithm)
	Configures the Console.Out and Console.Error TextWriter instances. By default, we forward Console.WriteLine(string) to IAlgorithm.Debug. This is perfect for running in the cloud, but since they're processed asynchronously, the ordering of these messages with respect to Log messages is broken. This can lead to differences in regression test logs based solely on the ordering of messages. To disable this forwarding, set More...

Protected Member Functions inherited from QuantConnect.Lean.Engine.Results.BaseResultsHandler
	BaseResultsHandler ()
	Creates a new instance More...

virtual Dictionary< string, string >	GetServerStatistics (DateTime utcNow)
	Gets the current Server statistics More...

virtual void	StoreOrderEvents (DateTime utcTime, List< OrderEvent > orderEvents)
	Stores the order events More...

virtual void	StoreInsights ()
	Save insight results to persistent storage More...

virtual Dictionary< int, Order >	GetDeltaOrders (int orderEventsStartPosition, Func< int, bool > shouldStop)
	Gets the orders generated starting from the provided ITransactionHandler.OrderEvents position More...

string	GetResultsPath (string filename)
	Gets the full path for a results file More...

void	PurgeQueue ()
	Purge/clear any outstanding messages in message queue. More...

void	StopUpdateRunner ()
	Stops the update runner task More...

decimal	GetNetReturn ()
	Gets the algorithm net return More...

virtual decimal	GetPortfolioValue ()
	Gets the current portfolio value More...

virtual decimal	GetBenchmarkValue (DateTime time)
	Gets the current benchmark value More...

virtual void	SampleEquity (DateTime time)
	Sample the current equity of the strategy directly with time and using the current algorithm equity value in CurrentAlgorithmEquity More...

virtual void	SamplePerformance (DateTime time, decimal value)
	Sample the current daily performance directly with a time-value pair. More...

virtual void	SampleBenchmark (DateTime time, decimal value)
	Sample the current benchmark performance directly with a time-value pair. More...

virtual void	SampleDrawdown (DateTime time, decimal currentPortfolioValue)
	Sample drawdown of equity of the strategy More...

virtual void	SamplePortfolioTurnover (DateTime time, decimal currentPortfolioValue)
	Sample portfolio turn over of the strategy More...

virtual void	SampleSalesVolume (DateTime time)
	Sample assets sales volume More...

virtual void	SampleExposure (DateTime time, decimal currentPortfolioValue)
	Sample portfolio exposure long/short ratios by security type More...

SortedDictionary< string, string >	GetAlgorithmRuntimeStatistics (Dictionary< string, string > summary, CapacityEstimate capacityEstimate=null)
	Gets the algorithm runtime statistics More...

void	SetAlgorithmState (string error, string stack)
	Sets the algorithm state data More...

Dictionary< string, string >	GetAlgorithmState (DateTime? endTime=null)
	Gets the algorithm state data More...

StatisticsResults	GenerateStatisticsResults (Dictionary< string, Chart > charts, SortedDictionary< DateTime, decimal > profitLoss=null, CapacityEstimate estimatedStrategyCapacity=null)
	Will generate the statistics results and update the provided runtime statistics More...

int	TotalTradesCount ()
	Helper method to get the total trade count statistic More...

StatisticsResults	GenerateStatisticsResults (CapacityEstimate estimatedStrategyCapacity=null)
	Calculates and gets the current statistics for the algorithm. It will use the current Charts and profit loss information calculated from the current transaction record to generate the results. More...

void	ProcessAlgorithmLogs (int? messageQueueLimit=null)
	Processes algorithm logs. Logs of the same type are batched together one per line and are sent out More...

void	SummaryStatistic (string name, string value)
	Sets or updates a custom summary statistic More...

void	UpdateAlgorithmEquity ()
	Updates the current equity bar with the current equity value from GetPortfolioValue More...

Properties
Dictionary< string, string >	FinalStatistics `[get]`
	A dictionary containing summary statistics More...

Properties inherited from QuantConnect.Lean.Engine.Results.BaseResultsHandler
virtual TimeSpan	MainUpdateInterval = TimeSpan.FromSeconds(3) `[get]`
	The main loop update interval More...

JsonSerializerSettings	SerializerSettings `[get, set]`
	Serializer settings to use More...

Bar	CurrentAlgorithmEquity `[get, set]`
	The current aggregated equity bar for sampling. It will be aggregated with values from the GetPortfolioValue More...

ConcurrentQueue< Packet >	Messages `[get, set]`
	Live packet messaging queue. Queue the messages here and send when the result queue is ready. More...

ConcurrentDictionary< string, Chart >	Charts `[get, set]`
	Storage for the price and equity charts of the live results. More...

ManualResetEvent	ExitEvent `[get]`
	Event set when exit is triggered More...

List< LogEntry >	LogStore `[get]`
	The log store instance More...

List< string >	AlgorithmPerformanceCharts = new List<string> { StrategyEquityKey, BenchmarkKey } `[get]`
	Algorithms performance related chart names More...

object	ChartLock `[get]`
	Lock to be used when accessing the chart collection More...

int	ProjectId `[get, set]`
	The algorithm project id More...

string	RamAllocation `[get, set]`
	The maximum amount of RAM (in MB) this algorithm is allowed to utilize More...

string	CompileId `[get, set]`
	The algorithm unique compilation id More...

string	AlgorithmId `[get, set]`
	The algorithm job id. This is the deploy id for live, backtesting id for backtesting More...

DateTime	StartTime `[get]`
	The result handler start time More...

Dictionary< string, string >	RuntimeStatistics `[get]`
	Customizable dynamic statistics IAlgorithm.RuntimeStatistics More...

Dictionary< string, string >	State `[get, set]`
	State of the algorithm More...

decimal	StartingPortfolioValue `[get, set]`
	The algorithms starting portfolio value. Used to calculate the portfolio return More...

virtual IAlgorithm	Algorithm `[get, set]`
	The algorithm instance More...

string	AlgorithmCurrencySymbol `[get, set]`
	Algorithm currency symbol, used in charting More...

TimeSpan	ResamplePeriod `[get, set]`
	Sampling period for timespans between resamples of the charting equity. More...

TimeSpan	NotificationPeriod `[get, set]`
	How frequently the backtests push messages to the browser. More...

IMapFileProvider	MapFileProvider `[get, set]`
	The map file provider instance to use More...

Properties inherited from QuantConnect.Lean.Engine.Results.IResultHandler
ConcurrentQueue< Packet >	Messages `[get, set]`
	Put messages to process into the queue so they are processed by this thread. More...

bool	IsActive `[get]`
	Boolean flag indicating the result hander thread is busy. False means it has completely finished and ready to dispose. More...

Additional Inherited Members
Public Attributes inherited from QuantConnect.Lean.Engine.Results.BaseResultsHandler
bool	IsActive => _updateRunner != null && _updateRunner.IsAlive
	Boolean flag indicating the thread is still active. More...

Static Public Attributes inherited from QuantConnect.Lean.Engine.Results.BaseResultsHandler
const string	StrategyEquityKey = "Strategy Equity"

const string	EquityKey = "Equity"

const string	ReturnKey = "Return"

const string	BenchmarkKey = "Benchmark"

const string	DrawdownKey = "Drawdown"

const string	PortfolioTurnoverKey = "Portfolio Turnover"

const string	PortfolioMarginKey = "Portfolio Margin"

Protected Attributes inherited from QuantConnect.Lean.Engine.Results.BaseResultsHandler
TimeSpan	ChartUpdateInterval = TimeSpan.FromMinutes(1)
	The chart update interval More...

int	LastDeltaOrderPosition
	The last position consumed from the ITransactionHandler.OrderEvents by GetDeltaOrders More...

int	LastDeltaOrderEventsPosition
	The last position consumed from the ITransactionHandler.OrderEvents while determining delta order events More...

volatile bool	ExitTriggered
	True if the exit has been triggered More...

IMessagingHandler	MessagingHandler
	The handler responsible for communicating messages to listeners More...

ITransactionHandler	TransactionHandler
	The transaction handler used to get the algorithms Orders information More...

decimal	DailyPortfolioValue
	Closing portfolio value. Used to calculate daily performance. More...

decimal	CumulativeMaxPortfolioValue
	Cumulative max portfolio value. Used to calculate drawdown underwater. More...

string	ResultsDestinationFolder
	Directory location to store results More...

Detailed Description

Backtesting result handler passes messages back from the Lean to the User.

Definition at line 36 of file BacktestingResultHandler.cs.

Constructor & Destructor Documentation

◆ BacktestingResultHandler()

QuantConnect.Lean.Engine.Results.BacktestingResultHandler.BacktestingResultHandler ( )

Creates a new instance

Definition at line 70 of file BacktestingResultHandler.cs.

Member Function Documentation

◆ Initialize()

override void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.Initialize ( ResultHandlerInitializeParameters parameters )

virtual

Initialize the result handler with this result packet.

Reimplemented from QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Definition at line 85 of file BacktestingResultHandler.cs.

◆ Run()

override void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.Run ( )

protectedvirtual

The main processing method steps through the messaging queue and processes the messages one by one.

Implements QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Definition at line 98 of file BacktestingResultHandler.cs.

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◆ SplitPackets()

virtual IEnumerable<BacktestResultPacket> QuantConnect.Lean.Engine.Results.BacktestingResultHandler.SplitPackets	(	Dictionary< string, Chart >	deltaCharts,
		Dictionary< int, Order >	deltaOrders,
		SortedDictionary< string, string >	runtimeStatistics,
		decimal	progress,
		Dictionary< string, string >	serverStatistics
	)

virtual

Run over all the data and break it into smaller packets to ensure they all arrive at the terminal

Definition at line 244 of file BacktestingResultHandler.cs.

◆ StoreResult()

override void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.StoreResult ( Packet packet )

protectedvirtual

Save the snapshot of the total results to storage.

Parameters

packet Packet to store.

Implements QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Definition at line 277 of file BacktestingResultHandler.cs.

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◆ SendFinalResult()

void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.SendFinalResult ( )

protected

Send a final analysis result back to the IDE.

Definition at line 332 of file BacktestingResultHandler.cs.

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◆ SetAlgorithm()

virtual void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.SetAlgorithm	(	IAlgorithm	algorithm,
		decimal	startingPortfolioValue
	)

virtual

Set the Algorithm instance for ths result.

Parameters

algorithm	Algorithm we're working on.
startingPortfolioValue	Algorithm starting capital for statistics calculations

While setting the algorithm the backtest result handler.

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Reimplemented in QuantConnect.Lean.Engine.Results.RegressionResultHandler.

Definition at line 396 of file BacktestingResultHandler.cs.

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◆ AlgorithmNameUpdated()

virtual void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.AlgorithmNameUpdated ( string name )

virtual

Handles updates to the algorithm's name

Parameters

name	The new name

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Definition at line 435 of file BacktestingResultHandler.cs.

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◆ AlgorithmTagsUpdated()

virtual void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.AlgorithmTagsUpdated ( HashSet< string > tags )

virtual

Sends a packet communicating an update to the algorithm's tags

Parameters

tags	The new tags

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Definition at line 444 of file BacktestingResultHandler.cs.

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◆ DebugMessage()

virtual void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.DebugMessage ( string message )

virtual

Send a debug message back to the browser console.

Parameters

message Message we'd like shown in console.

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Reimplemented in QuantConnect.Lean.Engine.Results.RegressionResultHandler.

Definition at line 453 of file BacktestingResultHandler.cs.

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◆ SystemDebugMessage()

virtual void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.SystemDebugMessage ( string message )

virtual

Send a system debug message back to the browser console.

Parameters

message Message we'd like shown in console.

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Reimplemented in QuantConnect.Lean.Engine.Results.RegressionResultHandler.

Definition at line 463 of file BacktestingResultHandler.cs.

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◆ LogMessage()

virtual void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.LogMessage ( string message )

virtual

Send a logging message to the log list for storage.

Parameters

message Message we'd in the log.

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Reimplemented in QuantConnect.Lean.Engine.Results.RegressionResultHandler.

Definition at line 473 of file BacktestingResultHandler.cs.

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◆ AddToLogStore()

override void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.AddToLogStore ( string message )

protectedvirtual

Add message to LogStore

Parameters

message Message to add

Reimplemented from QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Reimplemented in QuantConnect.Lean.Engine.Results.RegressionResultHandler.

Definition at line 483 of file BacktestingResultHandler.cs.

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◆ SecurityType()

virtual void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.SecurityType ( List< SecurityType > types )

virtual

Send list of security asset types the algorithm uses to browser.

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Reimplemented in QuantConnect.Lean.Engine.Results.RegressionResultHandler.

Definition at line 495 of file BacktestingResultHandler.cs.

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◆ ErrorMessage()

virtual void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.ErrorMessage	(	string	message,
		string	stacktrace = `""`
	)

virtual

Send an error message back to the browser highlighted in red with a stacktrace.

Parameters

message	Error message we'd like shown in console.
stacktrace	Stacktrace information string

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Reimplemented in QuantConnect.Lean.Engine.Results.RegressionResultHandler.

Definition at line 509 of file BacktestingResultHandler.cs.

◆ RuntimeError()

virtual void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.RuntimeError	(	string	message,
		string	stacktrace = `""`
	)

virtual

Send a runtime error message back to the browser highlighted with in red

Parameters

message	Error message.
stacktrace	Stacktrace information string

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Reimplemented in QuantConnect.Lean.Engine.Results.RegressionResultHandler.

Definition at line 522 of file BacktestingResultHandler.cs.

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◆ BrokerageMessage()

virtual void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.BrokerageMessage ( BrokerageMessageEvent brokerageMessageEvent )

virtual

Process brokerage message events

Parameters

brokerageMessageEvent The brokerage message event

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Definition at line 534 of file BacktestingResultHandler.cs.

◆ Sample()

override void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.Sample	(	string	chartName,
		string	seriesName,
		int	seriesIndex,
		SeriesType	seriesType,
		ISeriesPoint	value,
		string	unit = `"$"`
	)

protectedvirtual

Add a sample to the chart specified by the chartName, and seriesName.

Parameters

chartName	String chart name to place the sample.
seriesIndex	Type of chart we should create if it doesn't already exist.
seriesName	Series name for the chart.
seriesType	Series type for the chart.
value	Value for the chart sample.
unit	Unit of the sample

Implements QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Definition at line 548 of file BacktestingResultHandler.cs.

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◆ SampleCapacity()

override void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.SampleCapacity ( DateTime time )

protectedvirtual

Sample estimated strategy capacity

Parameters

time	Time of the sample

Reimplemented from QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Definition at line 589 of file BacktestingResultHandler.cs.

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◆ SampleRange()

void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.SampleRange ( IEnumerable< Chart > updates )

protected

Add a range of samples from the users algorithms to the end of our current list.

Parameters

updates Chart updates since the last request.

Definition at line 600 of file BacktestingResultHandler.cs.

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◆ Exit()

override void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.Exit ( )

virtual

Terminate the result thread and apply any required exit procedures like sending final results.

Reimplemented from QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Reimplemented in QuantConnect.Lean.Engine.Results.RegressionResultHandler.

Definition at line 668 of file BacktestingResultHandler.cs.

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◆ SendStatusUpdate()

virtual void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.SendStatusUpdate	(	AlgorithmStatus	status,
		string	message = `""`
	)

virtual

Send an algorithm status update to the browser.

Parameters

status	Status enum value.
message	Additional optional status message.

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Definition at line 701 of file BacktestingResultHandler.cs.

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◆ RuntimeStatistic()

virtual void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.RuntimeStatistic	(	string	key,
		string	value
	)

virtual

Set the current runtime statistics of the algorithm. These are banner/title statistics which show at the top of the live trading results.

Parameters

key	Runtime headline statistic name
value	Runtime headline statistic value

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Reimplemented in QuantConnect.Lean.Engine.Results.RegressionResultHandler.

Definition at line 713 of file BacktestingResultHandler.cs.

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◆ OrderEvent()

override void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.OrderEvent ( OrderEvent newEvent )

virtual

Handle order event

Parameters

newEvent Event to process

Reimplemented from QuantConnect.Lean.Engine.Results.BaseResultsHandler.

Reimplemented in QuantConnect.Lean.Engine.Results.RegressionResultHandler.

Definition at line 725 of file BacktestingResultHandler.cs.

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◆ ProcessSynchronousEvents()

virtual void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.ProcessSynchronousEvents ( bool forceProcess = false )

virtual

Process the synchronous result events, sampling and message reading. This method is triggered from the algorithm manager thread.

Prime candidate for putting into a base class. Is identical across all result handlers.

Implements QuantConnect.Lean.Engine.Results.IResultHandler.

Reimplemented in QuantConnect.Lean.Engine.Results.RegressionResultHandler.

Definition at line 735 of file BacktestingResultHandler.cs.

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◆ ConfigureConsoleTextWriter()

virtual void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.ConfigureConsoleTextWriter ( IAlgorithm algorithm )

protectedvirtual

Configures the Console.Out and Console.Error TextWriter instances. By default, we forward Console.WriteLine(string) to IAlgorithm.Debug. This is perfect for running in the cloud, but since they're processed asynchronously, the ordering of these messages with respect to Log messages is broken. This can lead to differences in regression test logs based solely on the ordering of messages. To disable this forwarding, set

"forward-console-messages" to false in the configuration.

Reimplemented in QuantConnect.Lean.Engine.Results.RegressionResultHandler.

Definition at line 777 of file BacktestingResultHandler.cs.

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◆ StatisticsResults()

StatisticsResults QuantConnect.Lean.Engine.Results.BacktestingResultHandler.StatisticsResults ( )

Calculates and gets the current statistics for the algorithm

Returns: The current statistics

Implements QuantConnect.Statistics.IStatisticsService.

Definition at line 797 of file BacktestingResultHandler.cs.

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◆ SetSummaryStatistic()

void QuantConnect.Lean.Engine.Results.BacktestingResultHandler.SetSummaryStatistic	(	string	name,
		string	value
	)

Sets or updates a custom summary statistic

Parameters

name	The statistic name
value	The statistic value

Implements QuantConnect.Statistics.IStatisticsService.

Definition at line 807 of file BacktestingResultHandler.cs.

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Property Documentation

◆ FinalStatistics

Dictionary<string, string> QuantConnect.Lean.Engine.Results.BacktestingResultHandler.FinalStatistics

get

A dictionary containing summary statistics

Definition at line 65 of file BacktestingResultHandler.cs.

The documentation for this class was generated from the following file:

Engine/Results/BacktestingResultHandler.cs

Public Member Functions

Protected Member Functions

Properties

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ BacktestingResultHandler()

Member Function Documentation

◆ Initialize()

◆ Run()

◆ SplitPackets()

◆ StoreResult()

◆ SendFinalResult()

◆ SetAlgorithm()

◆ AlgorithmNameUpdated()

◆ AlgorithmTagsUpdated()

◆ DebugMessage()

◆ SystemDebugMessage()

◆ LogMessage()

◆ AddToLogStore()

◆ SecurityType()

◆ ErrorMessage()

◆ RuntimeError()

◆ BrokerageMessage()

◆ Sample()

◆ SampleCapacity()

◆ SampleRange()

◆ Exit()

◆ SendStatusUpdate()

◆ RuntimeStatistic()

◆ OrderEvent()

◆ ProcessSynchronousEvents()

◆ ConfigureConsoleTextWriter()

◆ StatisticsResults()

◆ SetSummaryStatistic()

Property Documentation

◆ FinalStatistics