Class Plotter.SheetNames

Standard report sheet names. These are defined here, so that they can be accessed by the algorithms (or the glue logic), and by the report templates.

Inheritance

object

Plotter.SheetNames

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TuringTrader.Simulator

Assembly: TuringTrader.Simulator.dll

Syntax

public static class Plotter.SheetNames

Fields

ANNUAL_BARS

Name of auto-generated sheet with annual bars.

Declaration

public const string ANNUAL_BARS = "Annual Performance"

Field Value

Type	Description
string

COMPS

Name of auto-generated sheet used to populate portfolio comparison chart.

Declaration

public const string COMPS = "Comparison Metrics"

Field Value

Type	Description
string

DASH

Name of auto-generated sheet with performance dashboard.

Declaration

public const string DASH = "Performance Dashboard"

Field Value

Type	Description
string

EQUITY_CURVE

Name of auto-generated sheet with equity curve and drawdown.

Declaration

public const string EQUITY_CURVE = "Equity Curve with Drawdown"

Field Value

Type	Description
string

EXPOSURE_AVG

Name of explicitly generated sheet with average strategy exposure.

Declaration

public const string EXPOSURE_AVG = "Average Exposure"

Field Value

Type	Description
string

EXPOSURE_VS_TIME

Name of explicitly generated sheet with strategy exposure over time.

Declaration

public const string EXPOSURE_VS_TIME = "Exposure vs Time"

Field Value

Type	Description
string

HOLDINGS

Name of explicitly generated sheet with most-recent target allocation.

Declaration

public const string HOLDINGS = "Target Allocation"

Field Value

Type	Description
string

HOLDINGS_HISTORY

Name of explicitly generated sheet with historical asset allocations.

Declaration

public const string HOLDINGS_HISTORY = "Historical Allocations"

Field Value

Type	Description
string

LAST_REBALANCE

Name of explicitly generated sheet with last rebalancing date.

Declaration

public const string LAST_REBALANCE = "Last Rebalance"

Field Value

Type	Description
string

METRICS

Name of auto-generated sheet with performance metrics.

Declaration

public const string METRICS = "Performance Metrics"

Field Value

Type	Description
string

MONTE_CARLO

Name of auto-generated sheet with monte-carlo analysis of returns.

Declaration

public const string MONTE_CARLO = "Monte-Carlo Analysis of Returns and Drawdowns (Legacy)"

Field Value

Type	Description
string

MONTE_CARLO_V2

Name of auto-generated sheet with monte-carlo analysis of returns.

Declaration

public const string MONTE_CARLO_V2 = "Monte-Carlo Analysis of Returns and Drawdowns"

Field Value

Type	Description
string

PNL_HOLD_TIME

Name of explicitly generated sheet with PnL vs position hold time.

Declaration

public const string PNL_HOLD_TIME = "P&L vs Hold Time"

Field Value

Type	Description
string

PNL_MFE_MAE

Name of explicitly generated sheet with PnL versus maximum excursion.

Declaration

public const string PNL_MFE_MAE = "P&L vs Maximum Excursion"

Field Value

Type	Description
string

RETURN_DISTRIBUTION

Name of auto-generated sheet with cumulative distribution of returns.

Declaration

public const string RETURN_DISTRIBUTION = "Cumulative Distribution of Returns"

Field Value

Type	Description
string

ROLLING_RETUNRS

Name of auto-generated sheet with comparison of rolling returns.

Declaration

public const string ROLLING_RETUNRS = "Rolling Returns and Tracking to Benchmark"

Field Value

Type	Description
string