using System.Collections.Generic;

namespace QuantConnect.Algorithm.CSharp

{

/// <summary>

/// Regression for running an Index algorithm with Hourly data

/// </summary>

public class BasicTemplateIndexHourlyAlgorithm : BasicTemplateIndexDailyAlgorithm

{

protected override Resolution Resolution => Resolution.Hour;

protected override int ExpectedBarCount => base.ExpectedBarCount * 8;

/// <summary>

/// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.

/// </summary>

public override bool CanRunLocally { get; } = true;

/// <summary>

/// This is used by the regression test system to indicate which languages this algorithm is written in.

/// </summary>

public override List<Language> Languages { get; } = new() { Language.CSharp };

/// <summary>

/// Data Points count of all timeslices of algorithm

/// </summary>

public override long DataPoints => 401;

/// <summary>

/// Data Points count of the algorithm history

/// </summary>

public override 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>

public override Dictionary<string, string> ExpectedStatistics => new Dictionary<string, string>

{

{"Total Orders", "81"},

{"Average Win", "1.28%"},

{"Average Loss", "-0.06%"},

{"Compounding Annual Return", "-20.546%"},

{"Drawdown", "1.800%"},

{"Expectancy", "-0.402"},

{"Start Equity", "1000000"},

{"End Equity", "990775"},

{"Net Profit", "-0.922%"},

{"Sharpe Ratio", "-2.903"},

{"Sortino Ratio", "-6.081"},

{"Probabilistic Sharpe Ratio", "22.230%"},

{"Loss Rate", "97%"},

{"Win Rate", "3%"},

{"Profit-Loss Ratio", "19.95"},

{"Alpha", "-0.157"},

{"Beta", "0.025"},

{"Annual Standard Deviation", "0.053"},

{"Annual Variance", "0.003"},

{"Information Ratio", "-2.07"},

{"Tracking Error", "0.121"},

{"Treynor Ratio", "-6.189"},

{"Total Fees", "$0.00"},

{"Estimated Strategy Capacity", "$300000.00"},

{"Lowest Capacity Asset", "SPX XL80P3GHDZXQ|SPX 31"},

{"Portfolio Turnover", "24.63%"},

{"Drawdown Recovery", "0"},

{"OrderListHash", "5595ab834c2584c1d124ad575e88cc1a"}

};

}

}