chore: import upstream snapshot with attribution

Common/Optimizer/Cluster.cs

@@ -0,0 +1,56 @@
+/*
+ * 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.Collections.Generic;
+
+namespace QuantConnect.Optimizer
+{
+    /// <summary>
+    /// One k-means cluster of backtests in standardized parameter space.
+    /// </summary>
+    public class Cluster
+    {
+        /// <summary>
+        /// Cluster centroid in original parameter units.
+        /// </summary>
+        public IReadOnlyDictionary<string, decimal> Centroid { get; set; }
+
+        /// <summary>
+        /// Number of backtests assigned to this cluster.
+        /// </summary>
+        public int MemberCount { get; set; }
+
+        /// <summary>
+        /// Mean Sharpe ratio across the cluster's members.
+        /// </summary>
+        public decimal SharpeMean { get; set; }
+
+        /// <summary>
+        /// Sample standard deviation of Sharpe ratios within this cluster.
+        /// </summary>
+        public decimal SharpeStdDev { get; set; }
+
+        /// <summary>
+        /// Minimum Sharpe ratio within this cluster.
+        /// </summary>
+        public decimal SharpeMin { get; set; }
+
+        /// <summary>
+        /// Maximum Sharpe ratio within this cluster.
+        /// </summary>
+        public decimal SharpeMax { get; set; }
+    }
+}