chore: import upstream snapshot with attribution

2026-07-13 13:02:50 +08:00
commit 0fc60fdcb1
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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.Collections.Generic;
+using QuantConnect.Optimizer.Objectives;
+using QuantConnect.Optimizer.Parameters;
+
+namespace QuantConnect.Optimizer.Strategies
+{
+    /// <summary>
+    /// Defines the optimization settings, direction, solution and exit, i.e. optimization strategy
+    /// </summary>
+    public interface IOptimizationStrategy
+    {
+        /// <summary>
+        /// Fires when new parameter set is retrieved
+        /// </summary>
+        event EventHandler<ParameterSet> NewParameterSet;
+
+        /// <summary>
+        /// Best found solution, its value and parameter set
+        /// </summary>
+        OptimizationResult Solution { get; }
+
+        /// <summary>
+        /// Initializes the strategy using generator, extremum settings and optimization parameters
+        /// </summary>
+        /// <param name="target">The optimization target</param>
+        /// <param name="constraints">The optimization constraints to apply on backtest results</param>
+        /// <param name="parameters">optimization parameters</param>
+        /// <param name="settings">optimization strategy advanced settings</param>
+        void Initialize(Target target, IReadOnlyList<Constraint> constraints, HashSet<OptimizationParameter> parameters, OptimizationStrategySettings settings);
+        
+        /// <summary>
+        /// Callback when lean compute job completed.
+        /// </summary>
+        /// <param name="result">Lean compute job result and corresponding parameter set</param>
+        void PushNewResults(OptimizationResult result);
+
+        /// <summary>
+        /// Estimates amount of parameter sets that can be run
+        /// </summary>
+        int GetTotalBacktestEstimate();
+    }
+}