51 lines
2.1 KiB
C#
51 lines
2.1 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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*/
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using QuantConnect.Optimizer.Parameters;
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using System.Collections.Generic;
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namespace QuantConnect.Optimizer.Analysis
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{
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/// <summary>
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/// Bundles the inputs to the optimization analyzer: per-backtest metrics and the parameter grid spec.
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/// </summary>
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public class OptimizationAnalysisRunParameters
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{
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/// <summary>
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/// Completed backtests from the optimization, already reduced to the metrics the analyzer reads.
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/// </summary>
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public IReadOnlyList<OptimizationBacktestMetrics> CompletedBacktests { get; }
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/// <summary>
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/// The optimization parameter grid spec.
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/// </summary>
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public IReadOnlyCollection<OptimizationParameter> OptimizationParameters { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="OptimizationAnalysisRunParameters"/> class.
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/// </summary>
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/// <param name="completedBacktests">The completed backtest metrics.</param>
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/// <param name="optimizationParameters">The parameter grid spec.</param>
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public OptimizationAnalysisRunParameters(
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IReadOnlyList<OptimizationBacktestMetrics> completedBacktests,
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IReadOnlyCollection<OptimizationParameter> optimizationParameters)
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{
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CompletedBacktests = completedBacktests;
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OptimizationParameters = optimizationParameters;
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}
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}
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}
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