QuantConnect / QuantConnect/Lean
New Summary Statistics
Open
Nobody has claimed this yet.
depth
feature
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
Backtest.TotalPerformance.PortfolioStatistics contains:
- Calmar Ratio
- Stability
- Omega Ratio
- Skew
- Kurtosis
- Tail Ratio
- Common Sense Ratio
- Gross Leverage
Actual Behavior
Not included
Potential Solution
N/A
Reproducing the Problem
N/A
System Information
N/A
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
- I have provided detailed steps to reproduce the issue
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by locating the implementation of Backtest.TotalPerformance.PortfolioStatistics and the code that produces its existing values. Review how current portfolio metrics are calculated before determining how the eight requested statistics fit in. Done means the listed metrics are included in PortfolioStatistics with appropriate coverage for their calculations.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- analytics
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 42/100