Lean
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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, AlgorithmPerformance > | RollingPerformances [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... | |
The StatisticsResults class represents total and rolling statistics for an algorithm
Definition at line 23 of file StatisticsResults.cs.
QuantConnect.Statistics.StatisticsResults.StatisticsResults | ( | AlgorithmPerformance | totalPerformance, |
Dictionary< string, AlgorithmPerformance > | rollingPerformances, | ||
Dictionary< string, string > | summary | ||
) |
Initializes a new instance of the StatisticsResults class
totalPerformance | The algorithm total performance |
rollingPerformances | The algorithm rolling performances |
summary | The summary performance dictionary |
Definition at line 46 of file StatisticsResults.cs.
QuantConnect.Statistics.StatisticsResults.StatisticsResults | ( | ) |
Initializes a new instance of the StatisticsResults class
Definition at line 56 of file StatisticsResults.cs.
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get |
The performance of the algorithm over the whole period
Definition at line 28 of file StatisticsResults.cs.
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get |
The rolling performance of the algorithm over 1, 3, 6, 12 month periods
Definition at line 33 of file StatisticsResults.cs.
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get |
Returns a summary of the algorithm performance as a dictionary
Definition at line 38 of file StatisticsResults.cs.