/// <summary>
/// Initializes a new instance of the <see cref="StatisticsInsightManagerExtension"/> class
/// </summary>
/// <param name="accountCurrencyProvider">The account currency provider</param>
/// <param name="tradablePercentOfVolume">Percent of volume of first bar used to estimate the maximum number of tradable shares. Defaults to 1%</param>
/// <param name="period">The period used for exponential smoothing of scores - this is a number of insights. Defaults to 100 insight predictions.</param>
/// <param name="requireRollingAverageWarmup">Specify true to force the population average scoring to warmup before plotting.</param>
public StatisticsInsightManagerExtension(
IAccountCurrencyProvider accountCurrencyProvider,
decimal tradablePercentOfVolume = 0.01m,
int period = 100,
bool requireRollingAverageWarmup = false)
{
Statistics = new AlphaRuntimeStatistics(accountCurrencyProvider);
_tradablePercentOfVolume = tradablePercentOfVolume;
_smoothingFactor = 2.0 / (period + 1.0);
// use normal ema warmup period
_rollingAverageIsReadyCount = period;
_requireRollingAverageWarmup = requireRollingAverageWarmup;
}
/// <summary>
/// Creates a new instance
/// </summary>
public AlphaRuntimeStatistics(IAccountCurrencyProvider accountCurrencyProvider)
{
_accountCurrencyProvider = accountCurrencyProvider;
}
public ExpectedAlphaStatistics(IAccountCurrencyProvider accountCurrencyProvider)
: base(accountCurrencyProvider)
{
}