Allow setting summary statistics during Initialize

Algorithm.CSharp/StatisticsResultsAlgorithm.cs

@@ -32,6 +32,7 @@ public class StatisticsResultsAlgorithm : QCAlgorithm, IRegressionAlgorithmDefin
     {
         private const string MostTradedSecurityStatistic = "Most Traded Security";
         private const string MostTradedSecurityTradeCountStatistic = "Most Traded Security Trade Count";
+        private const string InitializeStatistic = "Initialize Statistic";
 
         private Symbol _spy;
 
@@ -61,6 +62,9 @@ public override void Initialize()
 
             _fastIbmEma = EMA(_spy, 10, Resolution.Minute);
             _slowIbmEma = EMA(_spy, 30, Resolution.Minute);
+
+            // Custom summary statistics can also be set during initialization
+            SetSummaryStatistic(InitializeStatistic, 1);
         }
 
         public override void OnData(Slice slice)
@@ -152,6 +156,10 @@ public override void OnEndOfAlgorithm()
             {
                 throw new RegressionTestException($"Statistic {MostTradedSecurityTradeCountStatistic} should be in the summary statistics");
             }
+            if (!statistics.TryGetValue(InitializeStatistic, out var initializeStatistic) || initializeStatistic != "1")
+            {
+                throw new RegressionTestException($"Statistic {InitializeStatistic} set during initialization should be in the summary statistics");
+            }
             var mostTradeSecurityKvp = _tradeCounts.MaxBy(kvp => kvp.Value);
             CheckMostTradedSecurityStatistic(statistics, mostTradeSecurityKvp.Key, mostTradeSecurityKvp.Value);
         }

Algorithm.Python/StatisticsResultsAlgorithm.py

@@ -22,6 +22,7 @@ class StatisticsResultsAlgorithm(QCAlgorithm):
 
     most_traded_security_statistic = "Most Traded Security"
     most_traded_security_trade_count_statistic = "Most Traded Security Trade Count"
+    initialize_statistic = "Initialize Statistic"
 
     def initialize(self):
         self.set_start_date(2013, 10, 7)
@@ -39,6 +40,9 @@ def initialize(self):
 
         self.trade_counts = {self.spy: 0, self.ibm: 0}
 
+        # Custom summary statistics can also be set during initialization
+        self.set_summary_statistic(StatisticsResultsAlgorithm.initialize_statistic, 1)
+
     def on_data(self, data: Slice):
         if not self.slow_spy_ema.is_ready: return
 
@@ -97,6 +101,8 @@ def on_end_of_algorithm(self):
             raise AssertionError(f"Statistic {StatisticsResultsAlgorithm.most_traded_security_statistic} should be in the summary statistics")
         if StatisticsResultsAlgorithm.most_traded_security_trade_count_statistic not in statistics:
             raise AssertionError(f"Statistic {StatisticsResultsAlgorithm.most_traded_security_trade_count_statistic} should be in the summary statistics")
+        if StatisticsResultsAlgorithm.initialize_statistic not in statistics or statistics[StatisticsResultsAlgorithm.initialize_statistic] != "1":
+            raise AssertionError(f"Statistic {StatisticsResultsAlgorithm.initialize_statistic} set during initialization should be in the summary statistics")
 
         most_trade_security, most_trade_security_trade_count = self.get_most_trade_security()
         self.check_most_traded_security_statistic(statistics, most_trade_security, most_trade_security_trade_count)

Algorithm/QCAlgorithm.Plotting.cs

@@ -503,6 +503,14 @@ public void SetSummaryStatistic(string name, string value)
                 throw new ArgumentException($"'{name}' is a reserved statistic name.");
             }
 
+            if (_statisticsService == null)
+            {
+                // the statistics service is attached after Initialize, keep the statistic until then
+                _pendingSummaryStatistics ??= new();
+                _pendingSummaryStatistics[name] = value;
+                return;
+            }
+
             _statisticsService.SetSummaryStatistic(name, value);
         }
 

Algorithm/QCAlgorithm.cs

@@ -121,6 +121,8 @@ public partial class QCAlgorithm : MarshalByRefObject, IAlgorithm
         private ConcurrentQueue<string> _logMessages = new ConcurrentQueue<string>();
         private ConcurrentQueue<string> _errorMessages = new ConcurrentQueue<string>();
         private IStatisticsService _statisticsService;
+        // summary statistics set before the statistics service is attached, e.g. during Initialize
+        private Dictionary<string, string> _pendingSummaryStatistics;
         private IBrokerageModel _brokerageModel;
 
         private bool _sentBroadcastCommandsDisabled;
@@ -3914,6 +3916,15 @@ public void SetStatisticsService(IStatisticsService statisticsService)
             if (_statisticsService == null)
             {
                 _statisticsService = statisticsService;
+
+                if (_pendingSummaryStatistics != null)
+                {
+                    foreach (var (name, value) in _pendingSummaryStatistics)
+                    {
+                        _statisticsService.SetSummaryStatistic(name, value);
+                    }
+                    _pendingSummaryStatistics = null;
+                }
             }
         }