Class: Qc::Backtest

Inherits:
Struct
  • Object
show all
Defined in:
lib/qc/backtest.rb

Instance Attribute Summary collapse

Instance Method Summary collapse

Instance Attribute Details

#completed ⇒ Object

Returns the value of attribute completed

Returns:

  • (Object) —

    the current value of completed



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# File 'lib/qc/backtest.rb', line 2

def completed
  @completed
end

#id ⇒ Object

Returns the value of attribute id

Returns:

  • (Object) —

    the current value of id



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# File 'lib/qc/backtest.rb', line 2

def id
  @id
end

#name ⇒ Object

Returns the value of attribute name

Returns:

  • (Object) —

    the current value of name



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# File 'lib/qc/backtest.rb', line 2

def name
  @name
end

#progress ⇒ Object

Returns the value of attribute progress

Returns:

  • (Object) —

    the current value of progress



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# File 'lib/qc/backtest.rb', line 2

def progress
  @progress
end

#result ⇒ Object

Returns the value of attribute result

Returns:

  • (Object) —

    the current value of result



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# File 'lib/qc/backtest.rb', line 2

def result
  @result
end

#success ⇒ Object Also known as: success?

Returns the value of attribute success

Returns:

  • (Object) —

    the current value of success



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# File 'lib/qc/backtest.rb', line 2

def success
  @success
end

Instance Method Details

#completed? ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/qc/backtest.rb', line 13

def completed?
  completed && (error? || (success? && result && result['TotalPerformance']))
end

#error? ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/qc/backtest.rb', line 5

def error?
  !success?
end

#started? ⇒ Boolean

Returns:

  • (Boolean) 


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# File 'lib/qc/backtest.rb', line 9

def started?
  progress > 0
end

#to_s ⇒ Object 



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# File 'lib/qc/backtest.rb', line 17

def to_s
  description = "Backtest #{id}"
  return "Backtest #{id} (not finished)" unless completed?
  statistics = result['TotalPerformance']['PortfolioStatistics']
  max_length = statistics.collect {|key, value| key.length}.max

  description << "\n\n"
  statistics.each do |key, value|
    formatted_key = "#{key}: #{' ' * (max_length - key.length)}"
    description << "#{formatted_key}#{value}\n"
  end

  description
end