Lean  $LEAN_TAG$
QuantConnect.Report Namespace Reference

Classes

class  Crisis
 Crisis events utility class More...
 
class  DeedleUtil
 Utility extension methods for Deedle series/frames More...
 
class  DrawdownCollection
 Collection of drawdowns for the given period marked by start and end date More...
 
class  DrawdownPeriod
 Represents a period of time where the drawdown ranks amongst the top N drawdowns. More...
 
class  Metrics
 Strategy metrics collection such as usage of funds and asset allocations More...
 
class  MockDataFeed
 Fake IDataFeed More...
 
class  NullResultValueTypeJsonConverter
 Removes null values in the Result object's x,y values so that deserialization can occur without exceptions. More...
 
class  OrderTypeNormalizingJsonConverter
 Normalizes the "Type" field to a value that will allow for successful deserialization in the OrderJsonConverter class. More...
 
class  PointInTimePortfolio
 Lightweight portfolio at a point in time More...
 
class  PortfolioLooper
 Runs LEAN to calculate the portfolio at a given time from Order objects. Generates and returns PointInTimePortfolio objects that represents the holdings and other miscellaneous metrics at a point in time by reprocessing the orders as they were filled. More...
 
class  PortfolioLooperAlgorithm
 Fake algorithm that initializes portfolio and algorithm securities. Never ran. More...
 
class  Program
 Lean Report creates a PDF strategy summary from the backtest and live json objects. More...
 
class  Report
 Report class More...
 
class  ReportKey
 Helper shortcuts for report injection points.
 
class  ResultsUtil
 Utility methods for dealing with the Result objects More...
 
class  Rolling
 Rolling window functions More...
 

Enumerations

enum  CrisisEvent {
  CrisisEvent.DotCom, CrisisEvent.SeptemberEleventh, CrisisEvent.USHousingBubble2003, CrisisEvent.GlobalFinancialCrisis,
  CrisisEvent.FlashCrash, CrisisEvent.FukushimaMeltdown, CrisisEvent.USDowngradeEuropeanDebt, CrisisEvent.EurozoneSeptember2012,
  CrisisEvent.EurozoneOctober2014, CrisisEvent.MarketSellOff2015, CrisisEvent.Recovery, CrisisEvent.NewNormal,
  CrisisEvent.COVID19, CrisisEvent.PostCOVIDRunUp, CrisisEvent.MemeSeason, CrisisEvent.RussiaInvadesUkraine,
  CrisisEvent.AIBoom
}
 Crisis Events More...
 

Enumeration Type Documentation

◆ CrisisEvent

Crisis Events

Enumerator
DotCom 

DotCom bubble - https://en.wikipedia.org/wiki/Dot-com_bubble (0)

SeptemberEleventh 

September 11, 2001 attacks - https://en.wikipedia.org/wiki/September_11_attacks (1)

USHousingBubble2003 

United States housing bubble - https://en.wikipedia.org/wiki/United_States_housing_bubble (2)

GlobalFinancialCrisis 

https://en.wikipedia.org/wiki/Financial_crisis_of_2007%E2%80%9308 (3)

FlashCrash 

The flash crash of 2010 - https://en.wikipedia.org/wiki/2010_Flash_Crash (4)

FukushimaMeltdown 

Fukushima nuclear power plant meltdown - https://en.wikipedia.org/wiki/Fukushima_Daiichi_nuclear_disaster (5)

USDowngradeEuropeanDebt 

United States credit rating downgrade - https://en.wikipedia.org/wiki/United_States_federal_government_credit-rating_downgrades European debt crisis - https://en.wikipedia.org/wiki/European_debt_crisis (6)

EurozoneSeptember2012 

European debt crisis - https://en.wikipedia.org/wiki/European_debt_crisis (7)

EurozoneOctober2014 

European debt crisis - https://en.wikipedia.org/wiki/European_debt_crisis (8)

MarketSellOff2015 

2015-2016 market sell off https://en.wikipedia.org/wiki/2015%E2%80%9316_stock_market_selloff (9)

Recovery 

Crisis recovery (2010 - 2012) (10)

NewNormal 

2014 - 2019 market performance (11)

COVID19 

COVID-19 pandemic market crash (12)

PostCOVIDRunUp 

Post COVID-19 recovery (13)

MemeSeason 

Meme-craze era like GME, AMC, and DOGE (14)

RussiaInvadesUkraine 

Russia invased Ukraine (15)

AIBoom 

Artificial intelligence boom (16)

Definition at line 21 of file CrisisEvent.cs.