BacktestResultParameters
QuantConnect.Packets.BacktestResultParameters
BacktestResultParameters(
charts: IDictionary[str, Chart],
orders: IDictionary[int, Order],
profit_loss: IDictionary[datetime, float],
statistics: IDictionary[str, str],
runtime_statistics: IDictionary[str, str],
rolling_window: Dictionary[str, AlgorithmPerformance],
order_events: List[OrderEvent],
total_performance: AlgorithmPerformance = None,
algorithm_configuration: AlgorithmConfiguration = None,
state: IDictionary[str, str] = None,
)
Bases: BaseResultParameters
Defines the parameters for BacktestResult
Creates a new instance
rolling_window
rolling_window: Dictionary[str, AlgorithmPerformance]
Rolling window detailed statistics.
profit_loss
profit_loss: IDictionary[datetime, float]
Trade profit and loss information since the last algorithm result packet
charts
charts: IDictionary[str, Chart]
Charts updates for the live algorithm since the last result packet
statistics
statistics: IDictionary[str, str]
Statistics information sent during the algorithm operations.
runtime_statistics
runtime_statistics: IDictionary[str, str]
Runtime banner/updating statistics in the title banner of the live algorithm GUI.
state
state: IDictionary[str, str]
State information of the algorithm.
algorithm_configuration
algorithm_configuration: AlgorithmConfiguration
The algorithm's configuration required for report generation