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 QuantConnect.Optimizer.Parameters;
+
+namespace QuantConnect.Optimizer
+{
+    /// <summary>
+    /// Defines the result of Lean compute job
+    /// </summary>
+    public class OptimizationResult
+    {
+        /// <summary>
+        /// Corresponds to initial result to drive the optimization strategy
+        /// </summary>
+        public static readonly OptimizationResult Initial = new OptimizationResult(null, null, null);
+
+        /// <summary>
+        /// The backtest id that generated this result
+        /// </summary>
+        public string BacktestId { get; }
+
+        /// <summary>
+        /// Parameter set Id
+        /// </summary>
+        public int Id => ParameterSet?.Id ?? 0;
+
+        /// <summary>
+        /// Json Backtest result
+        /// </summary>
+        public string JsonBacktestResult { get; }
+
+        /// <summary>
+        /// The parameter set at which the result was achieved
+        /// </summary>
+        public ParameterSet ParameterSet { get; }
+
+        /// <summary>
+        /// Aggregate diagnostic for the whole optimization; populated only on the final result fired via <see cref="LeanOptimizer.Ended"/>.
+        /// </summary>
+        public OptimizationAnalysis Analysis { get; set; }
+
+        /// <summary>
+        /// Create an instance of <see cref="OptimizationResult"/>
+        /// </summary>
+        /// <param name="jsonBacktestResult">Optimization target value for this backtest</param>
+        /// <param name="parameterSet">Parameter set used in compute job</param>
+        /// <param name="backtestId">The backtest id that generated this result</param>
+        public OptimizationResult(string jsonBacktestResult, ParameterSet parameterSet, string backtestId)
+        {
+            JsonBacktestResult = jsonBacktestResult;
+            ParameterSet = parameterSet;
+            BacktestId = backtestId;
+        }
+    }
+}