From 967f671934b66af880bc92b6244fba1ea2177563 Mon Sep 17 00:00:00 2001
From: Alexandre Catarino Property:
StalePriceTimeSpan
TimeSpan
timedelta
| Default Value: TimeSpan.FromHours(1)
timedelta(hours=1)
TradingDaysPerYear
trading_days_per_year
Number of trading days per year for this Algorithm's portfolio statistics.
+Data Type: integer
int
| Default Value: 252
WarmUpResolution
warm_up_resolution
WarmUpResolution
Settings
settings
, update some of the preceding properties.
Settings.RebalancePortfolioOnSecurityChanges = false;-
self.settings.rebalance_portfolio_on_security_changes = False+
Settings.RebalancePortfolioOnSecurityChanges = false; +Settings.TradingDaysPerYear = 365;+
self.settings.rebalance_portfolio_on_security_changes = False +self.settings.trading_days_per_year = 365
To successfully update the FreePortfolioValue
free_portfolio_value
, you must update it after the Initialize
initialize
method.
The StatisticsResults
object tracks all the statistics of your algorithm. You can access the statistics anywhere in your algorithm where you have a reference to the algorithm class. Some of these statistics are a function of the risk free interest rate.
The StatisticsResults
object tracks all the statistics of your algorithm. You can access the statistics anywhere in your algorithm where you have a reference to the algorithm class. Some of these statistics are a function of the risk free interest rate and the number of trading days per year.
Runtime statistics show the performace of your algorithm at a single moment in time. Some of these statistics are a function of the risk free interest rate.
\ No newline at end of file +Runtime statistics show the performace of your algorithm at a single moment in time. Some of these statistics are a function of the risk free interest rate and the number of trading days per year.
\ No newline at end of file