QuantConnect.Report
Classes
| Class | Description |
|---|---|
| Crisis | Crisis events utility class |
| DeedleUtil | Utility extension methods for Deedle series/frames |
| DrawdownCollection | Collection of drawdowns for the given period marked by start and end date |
| DrawdownPeriod | Represents a period of time where the drawdown ranks amongst the top N drawdowns. |
| Metrics | Strategy metrics collection such as usage of funds and asset allocations |
| MockDataFeed | Fake IDataFeed |
| NullResultValueTypeJsonConverter | Removes null values in the Result object's x,y values so that... |
| OrderTypeNormalizingJsonConverter | Normalizes the "Type" field to a value that will allow for... |
| PointInTimePortfolio | Lightweight portfolio at a point in time |
| PortfolioLooper | Runs LEAN to calculate the portfolio at a given time from Order objects.... |
| PortfolioLooperAlgorithm | Fake algorithm that initializes portfolio and algorithm securities. Never ran. |
| Report | Report class |
| ResultsUtil | Utility methods for dealing with the Result objects |
| Rolling | Rolling window functions |
Enumerations
Bases: IntEnum
Crisis Events
DOT_COM = 0
DotCom bubble - https://en.wikipedia.org/wiki/Dot-com_bubble (0)
SEPTEMBER_ELEVENTH = 1
September 11, 2001 attacks - https://en.wikipedia.org/wiki/September_11_attacks (1)
US_HOUSING_BUBBLE_2003 = 2
United States housing bubble - https://en.wikipedia.org/wiki/United_States_housing_bubble (2)
GLOBAL_FINANCIAL_CRISIS = 3
https://en.wikipedia.org/wiki/Financial_crisis_of_2007%E2%80%9308 (3)
FLASH_CRASH = 4
The flash crash of 2010 - https://en.wikipedia.org/wiki/2010_Flash_Crash (4)
FUKUSHIMA_MELTDOWN = 5
Fukushima nuclear power plant meltdown - https://en.wikipedia.org/wiki/Fukushima_Daiichi_nuclear_disaster (5)
US_DOWNGRADE_EUROPEAN_DEBT = 6
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)
EUROZONE_SEPTEMBER_2012 = 7
European debt crisis - https://en.wikipedia.org/wiki/European_debt_crisis (7)
EUROZONE_OCTOBER_2014 = 8
European debt crisis - https://en.wikipedia.org/wiki/European_debt_crisis (8)
MARKET_SELL_OFF_2015 = 9
2015-2016 market sell off https://en.wikipedia.org/wiki/2015%E2%80%9316_stock_market_selloff (9)
RECOVERY = 10
Crisis recovery (2010 - 2012) (10)
NEW_NORMAL = 11
2014 - 2019 market performance (11)
COVID_19 = 12
COVID-19 pandemic market crash (12)
POST_COVID_RUN_UP = 13
Post COVID-19 recovery (13)
MEME_SEASON = 14
Meme-craze era like GME, AMC, and DOGE (14)
RUSSIA_INVADES_UKRAINE = 15
Russia invased Ukraine (15)
AI_BOOM = 16
Artificial intelligence boom (16)