StatisticsResults.cs

/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/
 
using System.Collections.Generic;
 
namespace QuantConnect.Statistics
{
    /// <summary>
    /// The <see cref="StatisticsResults"/> class represents total and rolling statistics for an algorithm
    /// </summary>
    public class StatisticsResults
    {
        /// <summary>
        /// The performance of the algorithm over the whole period
        /// </summary>
        public AlgorithmPerformance TotalPerformance { get; private set; }
 
        /// <summary>
        /// The rolling performance of the algorithm over 1, 3, 6, 12 month periods
        /// </summary>
        public Dictionary<string, AlgorithmPerformance> RollingPerformances { get; private set; }
 
        /// <summary>
        /// Returns a summary of the algorithm performance as a dictionary
        /// </summary>
        public Dictionary<string, string> Summary { get; private set; }
 
        /// <summary>
        /// Initializes a new instance of the <see cref="StatisticsResults"/> class
        /// </summary>
        /// <param name="totalPerformance">The algorithm total performance</param>
        /// <param name="rollingPerformances">The algorithm rolling performances</param>
        /// <param name="summary">The summary performance dictionary</param>
        public StatisticsResults(AlgorithmPerformance totalPerformance, Dictionary<string, AlgorithmPerformance> rollingPerformances, Dictionary<string, string> summary)
        {
            TotalPerformance = totalPerformance;
            RollingPerformances = rollingPerformances;
            Summary = summary;
        }
 
        /// <summary>
        /// Initializes a new instance of the <see cref="StatisticsResults"/> class
        /// </summary>
        public StatisticsResults()
        {
            TotalPerformance = new AlgorithmPerformance();
            RollingPerformances = new Dictionary<string, AlgorithmPerformance>();
            Summary = new Dictionary<string, string>();
        }
 
        internal void AddCustomSummaryStatistics(IDictionary<string, string> customSummary)
        {
            foreach (var kvp in customSummary)
            {
                if (!Summary.ContainsKey(kvp.Key))
                {
                    Summary[kvp.Key] = kvp.Value;
                }
            }
        }
    }
}