QuantConnect.Statistics.AlgorithmPerformance Class Reference

The AlgorithmPerformance class is a wrapper for TradeStatistics and PortfolioStatistics More...

Public Member Functions
	AlgorithmPerformance (List< Trade > trades, SortedDictionary< DateTime, decimal > profitLoss, SortedDictionary< DateTime, decimal > equity, SortedDictionary< DateTime, decimal > portfolioTurnover, List< double > listPerformance, List< double > listBenchmark, decimal startingCapital, int winningTransactions, int losingTransactions, IRiskFreeInterestRateModel riskFreeInterestRateModel, int tradingDaysPerYear)
	Initializes a new instance of the AlgorithmPerformance class More...
	AlgorithmPerformance ()
	Initializes a new instance of the AlgorithmPerformance class More...

Properties
TradeStatistics	TradeStatistics [get, set]
	The algorithm statistics on closed trades More...
PortfolioStatistics	PortfolioStatistics [get, set]
	The algorithm statistics on portfolio More...
List< Trade >	ClosedTrades [get, set]
	The list of closed trades More...

Detailed Description

The AlgorithmPerformance class is a wrapper for TradeStatistics and PortfolioStatistics

Definition at line 25 of file AlgorithmPerformance.cs.

Constructor & Destructor Documentation

AlgorithmPerformance() [1/2]

QuantConnect.Statistics.AlgorithmPerformance.AlgorithmPerformance	(	List< Trade >	trades,
		SortedDictionary< DateTime, decimal >	profitLoss,
		SortedDictionary< DateTime, decimal >	equity,
		SortedDictionary< DateTime, decimal >	portfolioTurnover,
		List< double >	listPerformance,
		List< double >	listBenchmark,
		decimal	startingCapital,
		int	winningTransactions,
		int	losingTransactions,
		IRiskFreeInterestRateModel	riskFreeInterestRateModel,
		int	tradingDaysPerYear
	)

Initializes a new instance of the AlgorithmPerformance class

Parameters

trades	The list of closed trades
profitLoss	Trade record of profits and losses
equity	The list of daily equity values
portfolioTurnover	The algorithm portfolio turnover
listPerformance	The list of algorithm performance values
listBenchmark	The list of benchmark values
startingCapital	The algorithm starting capital
winningTransactions	Number of winning transactions
losingTransactions	Number of losing transactions
riskFreeInterestRateModel	The risk free interest rate model to use
tradingDaysPerYear	The number of trading days per year

Definition at line 56 of file AlgorithmPerformance.cs.

AlgorithmPerformance() [2/2]

QuantConnect.Statistics.AlgorithmPerformance.AlgorithmPerformance

(

)

Initializes a new instance of the AlgorithmPerformance class

Definition at line 79 of file AlgorithmPerformance.cs.

Property Documentation

TradeStatistics

TradeStatistics QuantConnect.Statistics.AlgorithmPerformance.TradeStatistics

getset

The algorithm statistics on closed trades

Definition at line 30 of file AlgorithmPerformance.cs.

PortfolioStatistics

PortfolioStatistics QuantConnect.Statistics.AlgorithmPerformance.PortfolioStatistics

getset

The algorithm statistics on portfolio

Definition at line 35 of file AlgorithmPerformance.cs.

ClosedTrades

List<Trade> QuantConnect.Statistics.AlgorithmPerformance.ClosedTrades

getset

The list of closed trades

Definition at line 40 of file AlgorithmPerformance.cs.

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

• Common/Statistics/AlgorithmPerformance.cs