/* * 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; using System.Collections.Generic; namespace QuantConnect.Optimizer.Analysis { /// /// Bundles the inputs to the optimization analyzer: per-backtest metrics and the parameter grid spec. /// public class OptimizationAnalysisRunParameters { /// /// Completed backtests from the optimization, already reduced to the metrics the analyzer reads. /// public IReadOnlyList CompletedBacktests { get; } /// /// The optimization parameter grid spec. /// public IReadOnlyCollection OptimizationParameters { get; } /// /// Initializes a new instance of the class. /// /// The completed backtest metrics. /// The parameter grid spec. public OptimizationAnalysisRunParameters( IReadOnlyList completedBacktests, IReadOnlyCollection optimizationParameters) { CompletedBacktests = completedBacktests; OptimizationParameters = optimizationParameters; } } }