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Ability to output historical portfolio statistics #2

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Doggie52 opened this issue Jun 12, 2019 · 0 comments
Open

Ability to output historical portfolio statistics #2

Doggie52 opened this issue Jun 12, 2019 · 0 comments
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Doggie52 commented Jun 12, 2019 •
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The bot should be able to calculate various portfolio statistics such as returns, sharpe ratios, drawdowns, etc.

This is currently not possible, relies on the API being extended so that we can get historical data points (see QuantConnect/Lean#3150 and QuantConnect/Lean#3301). We could also rely on the RuntimeStatistics and Statistics from the AlgorithmLiveResult object, but this would also need the API to be extended (see #1).
@Doggie52 Doggie52 added the enhancement New feature or request label Jun 12, 2019
@Doggie52 Doggie52 self-assigned this Jun 12, 2019
@Doggie52 Doggie52 mentioned this issue Jun 12, 2019
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