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Add algorithm status statistic (#8095)
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* First draft of the solution

* Fix bugs

* Fix bugs
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Marinovsky committed Jun 24, 2024
1 parent f0d02fe commit 8c33536
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Showing 510 changed files with 2,546 additions and 12 deletions.
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Expand Up @@ -79,6 +79,11 @@ public override void OnEndOfAlgorithm()
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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5 changes: 5 additions & 0 deletions Algorithm.CSharp/AddAlphaModelAlgorithm.cs
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Expand Up @@ -115,6 +115,11 @@ public override IEnumerable<Insight> Update(QCAlgorithm algorithm, Slice data)
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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Expand Up @@ -92,6 +92,11 @@ public override void OnEndOfAlgorithm()
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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Expand Up @@ -89,6 +89,11 @@ public override void OnEndOfAlgorithm()
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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5 changes: 5 additions & 0 deletions Algorithm.CSharp/AddBetaIndicatorRegressionAlgorithm.cs
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Expand Up @@ -109,6 +109,11 @@ public override void OnOrderEvent(OrderEvent orderEvent)
/// </summary>
public int AlgorithmHistoryDataPoints => 11;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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Expand Up @@ -123,6 +123,11 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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Expand Up @@ -171,6 +171,11 @@ public override void OnEndOfAlgorithm()
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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Expand Up @@ -100,6 +100,11 @@ public override void OnData(Slice data)
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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Expand Up @@ -227,6 +227,11 @@ public override void OnEndOfAlgorithm()
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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Expand Up @@ -124,6 +124,11 @@ public override void OnData(Slice data)
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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Expand Up @@ -176,6 +176,11 @@ public override void OnEndOfAlgorithm()
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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5 changes: 5 additions & 0 deletions Algorithm.CSharp/AddOptionContractTwiceRegressionAlgorithm.cs
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Expand Up @@ -123,6 +123,11 @@ public override void OnEndOfAlgorithm()
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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Expand Up @@ -95,6 +95,11 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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Expand Up @@ -210,6 +210,11 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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5 changes: 5 additions & 0 deletions Algorithm.CSharp/AddRemoveSecurityCacheRegressionAlgorithm.cs
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Expand Up @@ -90,6 +90,11 @@ public override void OnData(Slice data)
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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5 changes: 5 additions & 0 deletions Algorithm.CSharp/AddRemoveSecurityRegressionAlgorithm.cs
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Expand Up @@ -117,6 +117,11 @@ public override void OnOrderEvent(OrderEvent orderEvent)
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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5 changes: 5 additions & 0 deletions Algorithm.CSharp/AddRiskManagementAlgorithm.cs
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Expand Up @@ -69,6 +69,11 @@ public override void Initialize()
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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Expand Up @@ -108,6 +108,11 @@ public override void OnEndOfAlgorithm()
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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5 changes: 5 additions & 0 deletions Algorithm.CSharp/AddUniverseSelectionModelAlgorithm.cs
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Expand Up @@ -88,6 +88,11 @@ public override void OnEndOfAlgorithm()
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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5 changes: 5 additions & 0 deletions Algorithm.CSharp/AddUniverseSelectionModelCoarseAlgorithm.cs
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Expand Up @@ -99,6 +99,11 @@ public override void OnEndOfAlgorithm()
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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5 changes: 5 additions & 0 deletions Algorithm.CSharp/AdjustedVolumeRegressionAlgorithm.cs
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Expand Up @@ -163,6 +163,11 @@ public override void OnData(Slice data)
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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5 changes: 5 additions & 0 deletions Algorithm.CSharp/AlgorithmModeAndDeploymentTargetAlgorithm.cs
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Expand Up @@ -77,6 +77,11 @@ public override void Initialize()
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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Expand Up @@ -245,6 +245,11 @@ public RegressionTestShortableProvider() : base("testbrokerage")
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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5 changes: 5 additions & 0 deletions Algorithm.CSharp/Alphas/RebalancingLeveragedETFAlpha.cs
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Expand Up @@ -92,6 +92,11 @@ public override void Initialize()
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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Expand Up @@ -83,6 +83,11 @@ public override void OnData(Slice slice)
/// </summary>
public int AlgorithmHistoryDataPoints => 100;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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Expand Up @@ -153,6 +153,11 @@ protected override decimal ComputeNextValue(QuoteBar input)
/// </summary>
public int AlgorithmHistoryDataPoints => 84;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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Expand Up @@ -115,6 +115,11 @@ protected override decimal ComputeNextValue(IReadOnlyWindow<IndicatorDataPoint>
/// </summary>
public int AlgorithmHistoryDataPoints => 40;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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5 changes: 5 additions & 0 deletions Algorithm.CSharp/AuxiliaryDataHandlersRegressionAlgorithm.cs
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Expand Up @@ -126,6 +126,11 @@ public override void OnEndOfAlgorithm()
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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5 changes: 5 additions & 0 deletions Algorithm.CSharp/BacktestingBrokerageRegressionAlgorithm.cs
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Expand Up @@ -303,6 +303,11 @@ public override OrderEvent MarketFill(Security asset, MarketOrder order)
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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5 changes: 5 additions & 0 deletions Algorithm.CSharp/BaseFrameworkRegressionAlgorithm.cs
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Expand Up @@ -87,6 +87,11 @@ public override void OnEndOfAlgorithm()
/// </summary>
public virtual int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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5 changes: 5 additions & 0 deletions Algorithm.CSharp/BasicSetAccountCurrencyAlgorithm.cs
Original file line number Diff line number Diff line change
Expand Up @@ -79,6 +79,11 @@ public override void OnData(Slice data)
/// </summary>
public int AlgorithmHistoryDataPoints => 120;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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Expand Up @@ -49,6 +49,11 @@ public override void SetAccountCurrency()
/// </summary>
public int AlgorithmHistoryDataPoints => 120;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
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5 changes: 5 additions & 0 deletions Algorithm.CSharp/BasicTemplateAlgorithm.cs
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Expand Up @@ -82,6 +82,11 @@ public override void OnData(Slice data)
/// </summary>
public int AlgorithmHistoryDataPoints => 0;

/// <summary>
/// Final status of the algorithm
/// </summary>
public AlgorithmStatus AlgorithmStatus => AlgorithmStatus.Completed;

/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
Expand Down
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