MonteCarloPercentileAnalysis

QuantConnect.Lean.Engine.Results.Analysis.Analyses.MonteCarloPercentileAnalysis

Block-bootstrap Monte Carlo test: flags strategies whose total return is in the top 10 % of simulated outcomes (potentially lucky).

issue: str

Gets the description of the overly optimistic equity curve issue.

weight: int

Gets the severity weight for the Monte Carlo percentile analysis.

run(
    parameters: ResultsAnalysisRunParameters,
) -> Sequence[Analysis]

run(
    backtest_equity: SortedList[datetime, float],
) -> Sequence[Analysis]

Signature descriptions:

Runs the Monte Carlo percentile analysis against the provided backtest parameters.
Runs the Monte Carlo percentile test against the given equity curve.

Parameters:

Name	Type	Description	Default
`backtest_equity`	`Optional[SortedList[datetime, float]]`	Daily equity values from the backtest, keyed by date.	`None`

Returns:

Type	Description
`Sequence[Analysis]`	Analysis results indicating whether the strategy's return is suspiciously high.

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

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

This codeEntityType is protected.