QuantConnect.Report.Crisis Class Reference

Crisis events utility class More...

Public Member Functions
	Crisis (string name, DateTime start, DateTime end)
	Creates a new crisis instance with the given name and start/end date. More...
override string	ToString ()
	Converts instance to string using the dates in the instance as start/end dates More...
string	ToString (DateTime start, DateTime end)
	Converts instance to string using the provided dates More...

Static Public Member Functions
static Crisis	FromCrisis (CrisisEvent crisisEvent)
	Returns a pre-defined crisis event More...

Static Public Attributes
static readonly Dictionary< CrisisEvent, Crisis >	Events
	Crisis events and pre-defined values More...

Properties
DateTime	Start [get]
	Start of the crisis event More...
DateTime	End [get]
	End of the crisis event More...
string	Name [get]
	Name of the crisis More...

Detailed Description

Crisis events utility class

Definition at line 24 of file Crisis.cs.

Constructor & Destructor Documentation

Crisis()

QuantConnect.Report.Crisis.Crisis	(	string	name,
		DateTime	start,
		DateTime	end
	)

Creates a new crisis instance with the given name and start/end date.

Parameters

name	Name of the crisis
start	Start date of the crisis
end	End date of the crisis

Definition at line 71 of file Crisis.cs.

Member Function Documentation

FromCrisis()

static Crisis QuantConnect.Report.Crisis.FromCrisis ( CrisisEvent  crisisEvent )

static

Returns a pre-defined crisis event

Parameters

crisisEvent

Crisis Event

Returns

Pre-defined crisis event

Definition at line 83 of file Crisis.cs.

ToString() [1/2]

override string QuantConnect.Report.Crisis.ToString

(

)

Converts instance to string using the dates in the instance as start/end dates

Returns

Definition at line 92 of file Crisis.cs.

ToString() [2/2]

string QuantConnect.Report.Crisis.ToString	(	DateTime	start,
		DateTime	end
	)

Converts instance to string using the provided dates

Parameters

start	Start date
end	End date

Returns

Definition at line 103 of file Crisis.cs.

Member Data Documentation

Events

readonly Dictionary<CrisisEvent, Crisis> QuantConnect.Report.Crisis.Events

static

Initial value:

= new Dictionary<CrisisEvent, Crisis>
        {
            {CrisisEvent.DotCom, new Crisis("DotCom Bubble 2000", new DateTime(2000, 2, 26), new DateTime(2000, 9, 10)) },
            {CrisisEvent.SeptemberEleventh, new Crisis("September 11, 2001", new DateTime(2001, 9, 5), new DateTime(2001, 10, 10)) },
            {CrisisEvent.USHousingBubble2003, new Crisis("U.S. Housing Bubble 2003", new DateTime(2003, 1, 1), new DateTime(2003, 2, 20)) },
            {CrisisEvent.GlobalFinancialCrisis, new Crisis("Global Financial Crisis 2007", new DateTime(2007, 10, 1), new DateTime(2011, 12, 1))},
            {CrisisEvent.FlashCrash, new Crisis("Flash Crash 2010", new DateTime(2010, 5, 1), new DateTime(2010, 5, 22))},
            {CrisisEvent.FukushimaMeltdown, new Crisis("Fukushima Meltdown 2011", new DateTime(2011, 3, 1), new DateTime(2011, 4, 22)) },
            {CrisisEvent.USDowngradeEuropeanDebt, new Crisis("U.S. Credit Downgrade 2011", new DateTime(2011, 8, 5), new DateTime(2011, 9, 1))},
            {CrisisEvent.EurozoneSeptember2012, new Crisis("ECB IR Event 2012", new DateTime(2012, 9, 5), new DateTime(2012, 10, 12))},
            {CrisisEvent.EurozoneOctober2014, new Crisis("European Debt Crisis 2014", new DateTime(2014, 10, 1), new DateTime(2014, 10, 29))},
            {CrisisEvent.MarketSellOff2015, new Crisis("Market Sell-Off 2015", new DateTime(2015, 8, 10), new DateTime(2015, 10, 10))},
            {CrisisEvent.Recovery, new Crisis("Recovery 2010-2012", new DateTime(2010, 1, 1), new DateTime(2012, 10, 1))},
            {CrisisEvent.NewNormal, new Crisis("New Normal 2014-2019", new DateTime(2014, 1, 1), new DateTime(2019, 1, 1))},
            {CrisisEvent.COVID19, new Crisis("COVID-19 Pandemic 2020", new DateTime(2020, 2, 10), new DateTime(2020, 9, 20))},
            {CrisisEvent.PostCOVIDRunUp, new Crisis("Post-COVID Run-up 2020-2021", new DateTime(2020, 4, 1), new DateTime(2022, 1, 1))},
            {CrisisEvent.MemeSeason, new Crisis("Meme Season 2021", new DateTime(2021, 1, 1), new DateTime(2021, 5, 15))},
            {CrisisEvent.RussiaInvadesUkraine, new Crisis("Russia Invades Ukraine 2022-2023", new DateTime(2022, 2, 1), new DateTime(2024, 1, 1))},
            {CrisisEvent.AIBoom, new Crisis("AI Boom 2022-Present", new DateTime(2022, 11, 30), DateTime.Now)},
        }

Crisis events and pre-defined values

Definition at line 29 of file Crisis.cs.

Property Documentation

Start

DateTime QuantConnect.Report.Crisis.Start

get

Start of the crisis event

Definition at line 53 of file Crisis.cs.

End

DateTime QuantConnect.Report.Crisis.End

get

End of the crisis event

Definition at line 58 of file Crisis.cs.

Name

string QuantConnect.Report.Crisis.Name

get

Name of the crisis

Definition at line 63 of file Crisis.cs.

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The documentation for this class was generated from the following file:

• Report/Crisis.cs