/// <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()); }