wehub-resource-sync
140 lines
4.4 KiB
C#
140 lines
4.4 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 System;
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using System.Globalization;
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using Newtonsoft.Json;
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using QuantConnect.Securities;
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using QuantConnect.Util;
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namespace QuantConnect.Packets
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{
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/// <summary>
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/// Algorithm backtest task information packet.
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/// </summary>
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public class BacktestNodePacket : AlgorithmNodePacket
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{
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// default random id, static so its one per process
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private static readonly string DefaultId
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= Guid.NewGuid().ToString("N", CultureInfo.InvariantCulture);
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/// <summary>
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/// Name of the backtest as randomly defined in the IDE.
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/// </summary>
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public string Name { get; set; } = string.Empty;
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/// <summary>
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/// BacktestId / Algorithm Id for this task
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/// </summary>
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public string BacktestId { get; set; } = DefaultId;
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/// <summary>
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/// Optimization Id for this task
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/// </summary>
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public string OptimizationId { get; set; }
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/// <summary>
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/// Backtest start-date as defined in the Initialize() method.
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/// </summary>
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public DateTime? PeriodStart { get; set; }
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/// <summary>
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/// Backtest end date as defined in the Initialize() method.
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/// </summary>
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public DateTime? PeriodFinish { 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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/// Estimated number of trading days in this backtest task based on the start-end dates.
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/// </summary>
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public int TradeableDates { get; set; }
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/// <summary>
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/// True, if this is a debugging backtest
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/// </summary>
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public bool Debugging { get; set; }
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/// <summary>
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/// Optional initial cash amount if set
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/// </summary>
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public CashAmount? CashAmount { get; set; }
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/// <summary>
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/// Algorithm running mode.
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/// </summary>
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[JsonIgnore]
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public override AlgorithmMode AlgorithmMode
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{
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get
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{
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return OptimizationId.IsNullOrEmpty() ? AlgorithmMode.Backtesting : AlgorithmMode.Optimization;
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}
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}
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/// <summary>
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/// Default constructor for JSON
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/// </summary>
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public BacktestNodePacket()
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: base(PacketType.BacktestNode)
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{
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Controls = new Controls
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{
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MinuteLimit = 500,
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SecondLimit = 100,
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TickLimit = 30
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};
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}
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/// <summary>
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/// Initialize the backtest task packet.
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/// </summary>
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public BacktestNodePacket(int userId, int projectId, string sessionId, byte[] algorithmData, decimal startingCapital, string name)
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: this (userId, projectId, sessionId, algorithmData, name, new CashAmount(startingCapital, Currencies.USD))
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{
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}
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/// <summary>
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/// Initialize the backtest task packet.
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/// </summary>
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public BacktestNodePacket(int userId, int projectId, string sessionId, byte[] algorithmData, string name, CashAmount? startingCapital = null)
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: base(PacketType.BacktestNode)
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{
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UserId = userId;
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Algorithm = algorithmData;
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SessionId = sessionId;
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ProjectId = projectId;
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Name = name;
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CashAmount = startingCapital;
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Language = Language.CSharp;
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Controls = new Controls
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{
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MinuteLimit = 500,
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SecondLimit = 100,
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TickLimit = 30
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};
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}
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}
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}
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