chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
5008 changed files with 910633 additions and 0 deletions
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+/*
+ * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
+ * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
+ * 
+ * Licensed under the Apache License, Version 2.0 (the "License"); 
+ * you may not use this file except in compliance with the License.
+ * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
+ * 
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+*/
+
+using System;
+using Newtonsoft.Json;
+using System.Collections.Generic;
+using QuantConnect.Optimizer.Parameters;
+
+namespace QuantConnect.Api
+{
+    /// <summary>
+    /// OptimizationBacktest object from the QuantConnect.com API.
+    /// </summary>
+    [JsonConverter(typeof(OptimizationBacktestJsonConverter))]
+    public class OptimizationBacktest
+    {
+        /// <summary>
+        /// Progress of the backtest as a percentage from 0-1 based on the days lapsed from start-finish.
+        /// </summary>
+        public decimal Progress { get; set; }
+
+        /// <summary>
+        /// The backtest name
+        /// </summary>
+        public string Name { get; }
+
+        /// <summary>
+        /// The backtest host name
+        /// </summary>
+        public string HostName { get; set; }
+
+        /// <summary>
+        /// The backtest id
+        /// </summary>
+        public string BacktestId { get; }
+
+        /// <summary>
+        /// Represent a combination as key value of parameters, i.e. order doesn't matter
+        /// </summary>
+        public ParameterSet ParameterSet { get; }
+
+        /// <summary>
+        /// The backtest statistics results
+        /// </summary>
+        public IDictionary<string, string> Statistics { get; set; }
+
+        /// <summary>
+        /// The backtest equity chart series
+        /// </summary>
+        public CandlestickSeries Equity { get; set; }
+
+        /// <summary>
+        /// The exit code of this backtest
+        /// </summary>
+        public int ExitCode { get; set; }
+
+        /// <summary>
+        /// Backtest maximum end date
+        /// </summary>
+        public DateTime? OutOfSampleMaxEndDate { get; set; }
+
+        /// <summary>
+        /// The backtest out of sample day count
+        /// </summary>
+        public int OutOfSampleDays { get; set; }
+
+        /// <summary>
+        /// The backtest start date
+        /// </summary>
+        public DateTime StartDate { get; set; }
+
+        /// <summary>
+        /// The backtest end date
+        /// </summary>
+        public DateTime EndDate { get; set; }
+
+        /// <summary>
+        /// Creates a new instance
+        /// </summary>
+        /// <param name="parameterSet">The parameter set</param>
+        /// <param name="backtestId">The backtest id if any</param>
+        /// <param name="name">The backtest name</param>
+        public OptimizationBacktest(ParameterSet parameterSet, string backtestId, string name)
+        {
+            ParameterSet = parameterSet;
+            BacktestId = backtestId;
+            Name = name;
+        }
+    }
+}