/*
* 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;
}
}
}