wehub-resource-sync
103 lines
3.2 KiB
C#
103 lines
3.2 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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using Newtonsoft.Json;
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using System.Collections.Generic;
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using QuantConnect.Optimizer.Parameters;
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namespace QuantConnect.Api
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{
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/// <summary>
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/// OptimizationBacktest object from the QuantConnect.com API.
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/// </summary>
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[JsonConverter(typeof(OptimizationBacktestJsonConverter))]
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public class OptimizationBacktest
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{
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/// <summary>
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/// Progress of the backtest as a percentage from 0-1 based on the days lapsed from start-finish.
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/// </summary>
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public decimal Progress { get; set; }
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/// <summary>
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/// The backtest name
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/// </summary>
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public string Name { get; }
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/// <summary>
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/// The backtest host name
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/// </summary>
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public string HostName { get; set; }
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/// <summary>
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/// The backtest id
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/// </summary>
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public string BacktestId { get; }
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/// <summary>
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/// Represent a combination as key value of parameters, i.e. order doesn't matter
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/// </summary>
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public ParameterSet ParameterSet { get; }
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/// <summary>
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/// The backtest statistics results
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/// </summary>
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public IDictionary<string, string> Statistics { get; set; }
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/// <summary>
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/// The backtest equity chart series
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/// </summary>
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public CandlestickSeries Equity { get; set; }
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/// <summary>
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/// The exit code of this backtest
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/// </summary>
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public int ExitCode { get; set; }
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/// <summary>
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/// Backtest maximum end date
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/// </summary>
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public DateTime? OutOfSampleMaxEndDate { get; set; }
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/// <summary>
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/// The backtest out of sample day count
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/// </summary>
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public int OutOfSampleDays { get; set; }
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/// <summary>
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/// The backtest start date
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/// </summary>
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public DateTime StartDate { get; set; }
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/// <summary>
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/// The backtest end date
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/// </summary>
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public DateTime EndDate { get; set; }
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/// <summary>
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/// Creates a new instance
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/// </summary>
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/// <param name="parameterSet">The parameter set</param>
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/// <param name="backtestId">The backtest id if any</param>
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/// <param name="name">The backtest name</param>
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public OptimizationBacktest(ParameterSet parameterSet, string backtestId, string name)
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{
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ParameterSet = parameterSet;
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BacktestId = backtestId;
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Name = name;
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}
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}
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}
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