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 System.Linq;
+using System.Text.RegularExpressions;
+using Newtonsoft.Json;
+
+namespace QuantConnect.Optimizer.Objectives
+{
+    /// <summary>
+    /// Base class for optimization <see cref="Objectives.Target"/> and <see cref="Constraint"/>
+    /// </summary>
+    public abstract class Objective
+    {
+        private readonly Regex _targetTemplate = new Regex("['(.+)']");
+        private string _target;
+
+        /// <summary>
+        /// Target; property of json file we want to track
+        /// </summary>
+        public string Target
+        {
+            get => _target;
+            set
+            {
+                _target = value != null ? string.Join(".", value.Split('.').Select(s => _targetTemplate.Match(s).Success ? s : $"['{s}']")) : value;
+            }
+        }
+
+        /// <summary>
+        /// Target value
+        /// </summary>
+        /// <remarks>For <see cref="Objectives.Target"/> if defined and backtest complies with the targets then finish optimization</remarks>
+        /// <remarks>For <see cref="Constraint"/> non optional, the value of the target constraint</remarks>
+        public decimal? TargetValue { get; set; }
+
+        /// <summary>
+        /// Creates a new instance of Objective class
+        /// </summary>
+        protected Objective()
+        {
+
+        }
+
+        /// <summary>
+        /// Creates a new instance
+        /// </summary>
+        protected Objective(string target, decimal? targetValue)
+        {
+            if (string.IsNullOrEmpty(target))
+            {
+                throw new ArgumentNullException(nameof(target), Messages.Objective.NullOrEmptyObjective);
+            }
+
+            var objective = target;
+            if (!objective.Contains('.', StringComparison.InvariantCulture))
+            {
+                // default path
+                objective = $"Statistics.{objective}";
+            }
+            // escape empty space in json path
+            Target = objective;
+            TargetValue = targetValue;
+        }
+
+        #region Backwards Compatibility
+        /// <summary>
+        /// Target value
+        /// </summary>
+        /// <remarks>For <see cref="Objectives.Target"/> if defined and backtest complies with the targets then finish optimization</remarks>
+        /// <remarks>For <see cref="Constraint"/> non optional, the value of the target constraint</remarks>
+        [JsonProperty("target-value")]
+        public decimal? OldTargetValue
+        {
+            set
+            {
+                TargetValue = value;
+            }
+            get
+            {
+                return TargetValue;
+            }
+        }
+        #endregion
+    }
+}