/// <summary>
/// Get an equity curve for an alpha.
/// </summary>
/// <param name="alphaId">Alpha Id for strategy we're downloading.</param>
/// <param name="dateFormat">Preferred date format</param>
/// <param name="format">Preferred format of returned equity curve</param>
/// <returns>Equity curve list of points</returns>
public List <EquityCurve> GetAlphaEquityCurveCSharp(string alphaId, string dateFormat = "date", string format = "json")
{
var request = new GetAlphaEquityCurveRequest {
Id = alphaId, DateFormat = dateFormat, Format = format
};
var result = Execute(request).Result;
return(result.Select(
item => new EquityCurve
{
Time = DateTime.ParseExact(item[0].ToString(), "dd/MM/yyyy HH:mm:ss", CultureInfo.InvariantCulture),
Equity = Convert.ToDouble(item[1]),
Sample = item[2].ToString()
}).ToList());
}
/// <summary>
/// Get an equity curve for an alpha.
/// </summary>
/// <param name="alphaId">Alpha Id for strategy we're downloading.</param>
/// <param name="dateFormat">Preferred date format</param>
/// <param name="format">Preferred format of returned equity curve</param>
/// <param name="unified">Unified equity curve. False to get in sample and out of sample data</param>
/// <returns>Equity curve list of points</returns>
public List <EquityCurve> GetAlphaEquityCurveCSharp(string alphaId, string dateFormat = "date", string format = "json", bool unified = true)
{
var request = new GetAlphaEquityCurveRequest {
Id = alphaId, DateFormat = dateFormat, Format = format, Unified = unified
};
var result = Execute(request).Result;
return(result.Select(
item => new EquityCurve
(
DateTime.ParseExact(item[0].ToString(), "dd/MM/yyyy HH:mm:ss", CultureInfo.InvariantCulture),
Convert.ToDouble(item[1]),
item[2].ToString(),
item.Length > 3 ? item[3].ToString() : ""
)).ToList());
}
