Feature issue#4581 Maximum Drawdown Recovery Time.

[swisstackle]

Description

This PR introduces a new statistic to measure the Maximum Drawdown Recovery Time.

Key changes:

• Implemented MaxDrawdownRecoveryTime function to calculate the longest recovery time from maximum drawdowns. In the case where there are multiple maximum drawdowns, the longest recovery time is returned.
• Added DrawdownPercentDrawdownDatesHighValue function to consolidate the DrawdownPercent function and MaxDrawdownRecoveryTime function, to avoid duplicate code.
• Added new DTO DrawdownDrawdownDatesHighValueDTO to avoid using tuples in DrawdownPercentDrawdownDatesHighValue.
• Integrated the new statistic into the existing performance metrics suite.
• Added unit tests.

Questions

• Do we need to implement a ReportElement? I was thinking no because there is already a report element for DrawdownPercent and the user could easily see where the maximum drawdown occured.
• In the case when there is no drawdown, do we want a special value returned?

Related Issue

Motivation and Context

Requires Documentation Change

Potentially

• https://www.quantconnect.com/docs/v2/cloud-platform/backtesting/results/

How Has This Been Tested?

Unit tests.

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• Refactor (non-breaking change which improves implementation)
• Performance (non-breaking change which improves performance. Please add associated performance test and results)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Non-functional change (xml comments/documentation/etc)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>