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QuantConnect.Statistics.StatisticsResults Class Reference

The StatisticsResults class represents total and rolling statistics for an algorithm More...

Public Member Functions

 StatisticsResults (AlgorithmPerformance totalPerformance, Dictionary< string, AlgorithmPerformance > rollingPerformances, Dictionary< string, string > summary)
 Initializes a new instance of the StatisticsResults class More...
 
 StatisticsResults ()
 Initializes a new instance of the StatisticsResults class More...
 

Properties

AlgorithmPerformance TotalPerformance [get]
 The performance of the algorithm over the whole period More...
 
Dictionary< string, AlgorithmPerformanceRollingPerformances [get]
 The rolling performance of the algorithm over 1, 3, 6, 12 month periods More...
 
Dictionary< string, string > Summary [get]
 Returns a summary of the algorithm performance as a dictionary More...
 

Detailed Description

The StatisticsResults class represents total and rolling statistics for an algorithm

Definition at line 23 of file StatisticsResults.cs.

Constructor & Destructor Documentation

◆ StatisticsResults() [1/2]

QuantConnect.Statistics.StatisticsResults.StatisticsResults ( AlgorithmPerformance  totalPerformance,
Dictionary< string, AlgorithmPerformance rollingPerformances,
Dictionary< string, string >  summary 
)

Initializes a new instance of the StatisticsResults class

Parameters
totalPerformanceThe algorithm total performance
rollingPerformancesThe algorithm rolling performances
summaryThe summary performance dictionary

Definition at line 46 of file StatisticsResults.cs.

◆ StatisticsResults() [2/2]

QuantConnect.Statistics.StatisticsResults.StatisticsResults ( )

Initializes a new instance of the StatisticsResults class

Definition at line 56 of file StatisticsResults.cs.

Property Documentation

◆ TotalPerformance

AlgorithmPerformance QuantConnect.Statistics.StatisticsResults.TotalPerformance
get

The performance of the algorithm over the whole period

Definition at line 28 of file StatisticsResults.cs.

◆ RollingPerformances

Dictionary<string, AlgorithmPerformance> QuantConnect.Statistics.StatisticsResults.RollingPerformances
get

The rolling performance of the algorithm over 1, 3, 6, 12 month periods

Definition at line 33 of file StatisticsResults.cs.

◆ Summary

Dictionary<string, string> QuantConnect.Statistics.StatisticsResults.Summary
get

Returns a summary of the algorithm performance as a dictionary

Definition at line 38 of file StatisticsResults.cs.


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