Classes
class	Crisis
	Crisis events utility class More...

class	DeedleUtil
	Utility extension methods for Deedle series/frames More...

class	DrawdownCollection
	Collection of drawdowns for the given period marked by start and end date More...

class	DrawdownPeriod
	Represents a period of time where the drawdown ranks amongst the top N drawdowns. More...

class	Metrics
	Strategy metrics collection such as usage of funds and asset allocations More...

class	MockDataFeed
	Fake IDataFeed More...

class	NullResultValueTypeJsonConverter
	Removes null values in the Result object's x,y values so that deserialization can occur without exceptions. More...

class	OrderTypeNormalizingJsonConverter
	Normalizes the "Type" field to a value that will allow for successful deserialization in the OrderJsonConverter class. More...

class	PointInTimePortfolio
	Lightweight portfolio at a point in time More...

class	PortfolioLooper
	Runs LEAN to calculate the portfolio at a given time from Order objects. Generates and returns PointInTimePortfolio objects that represents the holdings and other miscellaneous metrics at a point in time by reprocessing the orders as they were filled. More...

class	PortfolioLooperAlgorithm
	Fake algorithm that initializes portfolio and algorithm securities. Never ran. More...

class	Program
	Lean Report creates a PDF strategy summary from the backtest and live json objects. More...

class	Report
	Report class More...

class	ReportKey
	Helper shortcuts for report injection points.

class	ResultsUtil
	Utility methods for dealing with the Result objects More...

class	Rolling
	Rolling window functions More...

Enumerations
enum	CrisisEvent { CrisisEvent.DotCom, CrisisEvent.SeptemberEleventh, CrisisEvent.USHousingBubble2003, CrisisEvent.GlobalFinancialCrisis, CrisisEvent.FlashCrash, CrisisEvent.FukushimaMeltdown, CrisisEvent.USDowngradeEuropeanDebt, CrisisEvent.EurozoneSeptember2012, CrisisEvent.EurozoneOctober2014, CrisisEvent.MarketSellOff2015, CrisisEvent.Recovery, CrisisEvent.NewNormal, CrisisEvent.COVID19 }
	Crisis Events More...

Enumeration Type Documentation

◆ CrisisEvent

enum QuantConnect.Report.CrisisEvent

strong

Crisis Events

Enumerator
DotCom	DotCom bubble - https://en.wikipedia.org/wiki/Dot-com_bubble (0)
SeptemberEleventh	September 11, 2001 attacks - https://en.wikipedia.org/wiki/September_11_attacks (1)
USHousingBubble2003	United States housing bubble - https://en.wikipedia.org/wiki/United_States_housing_bubble (2)
GlobalFinancialCrisis	https://en.wikipedia.org/wiki/Financial_crisis_of_2007%E2%80%9308 (3)
FlashCrash	The flash crash of 2010 - https://en.wikipedia.org/wiki/2010_Flash_Crash (4)
FukushimaMeltdown	Fukushima nuclear power plant meltdown - https://en.wikipedia.org/wiki/Fukushima_Daiichi_nuclear_disaster (5)
USDowngradeEuropeanDebt	United States credit rating downgrade - https://en.wikipedia.org/wiki/United_States_federal_government_credit-rating_downgrades European debt crisis - https://en.wikipedia.org/wiki/European_debt_crisis (6)
EurozoneSeptember2012	European debt crisis - https://en.wikipedia.org/wiki/European_debt_crisis (7)
EurozoneOctober2014	European debt crisis - https://en.wikipedia.org/wiki/European_debt_crisis (8)
MarketSellOff2015	2015-2016 market sell off https://en.wikipedia.org/wiki/2015%E2%80%9316_stock_market_selloff (9)
Recovery	Crisis recovery (2010 - 2012) (10)
NewNormal	2014 - 2019 market performance (11)
COVID19	COVID-19 pandemic market crash (12)

Definition at line 21 of file CrisisEvent.cs.

Classes

Enumerations

Enumeration Type Documentation

◆ CrisisEvent