161 lines
5.3 KiB
C#
161 lines
5.3 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.Interfaces;
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namespace QuantConnect.Packets
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{
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/// <summary>
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/// Specifies values used to control algorithm limits
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/// </summary>
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public class Controls
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{
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/// <summary>
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/// The maximum runtime in minutes
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/// </summary>
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public int MaximumRuntimeMinutes { get; set; }
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/// <summary>
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/// The maximum number of minute symbols
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/// </summary>
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public int MinuteLimit { get; set; }
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/// <summary>
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/// The maximum number of second symbols
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/// </summary>
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public int SecondLimit { get; set; }
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/// <summary>
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/// The maximum number of tick symbol
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/// </summary>
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public int TickLimit { get; set; }
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/// <summary>
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/// Ram allocation for this algorithm in MB
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/// </summary>
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public int RamAllocation { get; set; }
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/// <summary>
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/// CPU allocation for this algorithm
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/// </summary>
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public decimal CpuAllocation { get; set; }
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/// <summary>
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/// The user live log limit
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/// </summary>
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public int LiveLogLimit { get; set; }
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/// <summary>
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/// The user backtesting log limit
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/// </summary>
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public int BacktestLogLimit { get; set; }
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/// <summary>
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/// The daily log limit of a user
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/// </summary>
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public int DailyLogLimit { get; set; }
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/// <summary>
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/// The remaining log allowance for a user
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/// </summary>
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public int RemainingLogAllowance { get; set; }
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/// <summary>
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/// Maximimum number of insights we'll store and score in a single backtest
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/// </summary>
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public int BacktestingMaxInsights { get; set; }
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/// <summary>
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/// Maximimum number of orders we'll allow in a backtest.
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/// </summary>
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public int BacktestingMaxOrders { get; set; }
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/// <summary>
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/// Limits the amount of data points per chart series. Applies only for backtesting
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/// </summary>
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public int MaximumDataPointsPerChartSeries { get; set; }
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/// <summary>
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/// Limits the amount of chart series. Applies only for backtesting
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/// </summary>
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public int MaximumChartSeries { get; set; }
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/// <summary>
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/// The amount seconds used for timeout limits
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/// </summary>
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public int SecondTimeOut { get; set; }
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/// <summary>
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/// Sets parameters used for determining the behavior of the leaky bucket algorithm that
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/// controls how much time is available for an algorithm to use the training feature.
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/// </summary>
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public LeakyBucketControlParameters TrainingLimits { get; set; }
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/// <summary>
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/// Limits the total size of storage used by <see cref="IObjectStore"/>
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/// </summary>
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public long StorageLimit { get; set; }
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/// <summary>
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/// Limits the number of files to be held under the <see cref="IObjectStore"/>
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/// </summary>
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public int StorageFileCount { get; set; }
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/// <summary>
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/// Holds the permissions for the object store
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/// </summary>
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public StoragePermissions StorageAccess { get; set; }
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/// <summary>
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/// The interval over which the <see cref="IObjectStore"/> will persistence the contents of
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/// the object store
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/// </summary>
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public int PersistenceIntervalSeconds { get; set; }
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/// <summary>
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/// The cost associated with running this job
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/// </summary>
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public decimal CreditCost { get; set; }
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/// <summary>
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/// Initializes a new default instance of the <see cref="Controls"/> class
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/// </summary>
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public 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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RamAllocation = 1024;
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BacktestLogLimit = 10000;
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BacktestingMaxOrders = int.MaxValue;
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DailyLogLimit = 3000000;
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RemainingLogAllowance = 10000;
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MaximumRuntimeMinutes = 60 * 24 * 100; // 100 days default
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BacktestingMaxInsights = 10000;
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MaximumChartSeries = 10;
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MaximumDataPointsPerChartSeries = 4000;
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SecondTimeOut = 300;
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StorageLimit = 10737418240;
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StorageFileCount = 10000;
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PersistenceIntervalSeconds = 5;
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StorageAccess = new StoragePermissions();
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// initialize to default leaky bucket values in case they're not specified
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TrainingLimits = new LeakyBucketControlParameters();
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}
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}
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}
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