QuantConnect / Lean

Lean Algorithmic Trading Engine by QuantConnect (Python, C#)

https://lean.io

Apache License 2.0

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Runtime statistics access for algorithms #2688

Closed AlexCatarino closed 5 years ago

AlexCatarino commented 5 years ago

Expected Behavior

Be able to access runtime statistics (e.g. win rate, sharpe ratio, etc) with the algorithm.

Actual Behavior

Algorithm statistics are calculated at the result handlers and users don't have access to this information during an algorithm execution which may be important for live algorithms. Link: https://www.quantconnect.com/forum/discussion/3619/better-live-tracking-statistics/p1

Potential Solution

N/A

Checklist

[x] I have completely filled out this template
[x] I have confirmed that this issue exists on the current master branch
[x] I have confirmed that this is not a duplicate issue by searching issues

michaelsrew commented 5 years ago

1105

jaredbroad commented 5 years ago

Closing as duplicate of #1105 and transferred details there.