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FlatEquityCurveAnalysis

QuantConnect.Lean.Engine.Results.Analysis.Analyses.FlatEquityCurveAnalysis

Bases: BaseResultsAnalysis

Detects prolonged flat (zero-change) segments in the equity curve.

issue

issue: str

Gets the description of the flat equity curve issue.

weight

weight: int

Gets the severity weight for the flat equity curve analysis.

run

run(
    parameters: ResultsAnalysisRunParameters,
) -> Sequence[Analysis]
run(
    equity_curve: SortedList[datetime, float],
) -> Sequence[Analysis]

Signature descriptions:

  • Runs the flat equity curve analysis against the provided backtest parameters.

  • Scans the equity curve for consecutive flat (unchanged) segments.

Parameters:

Name Type Description Default
equity_curve Optional[SortedList[datetime, float]]

Daily equity values from the backtest, keyed by date.

None

Returns:

Type Description
Sequence[Analysis]

Analysis results describing any detected flat segments.

single_response

single_response(
    sample: Any, solutions: Sequence[str] = None
) -> Sequence[Analysis]
single_response(
    sample: Any,
    count: Optional[int],
    solutions: Sequence[str] = None,
) -> Sequence[Analysis]

Wraps a single QuantConnect.Analysis in a one-element read-only list.

create_aggregated_response

create_aggregated_response(
    responses: List[Analysis],
) -> Sequence[Analysis]

Filters responses to those with solutions, prefixes the class name, and returns a flat list.

This codeEntityType is protected.

format_code

format_code(code: str, language: Language) -> str

Formats the specified code string according to the conventions of the given programming language.

This codeEntityType is protected.