wehub-resource-sync
114 lines
3.6 KiB
C#
114 lines
3.6 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 QuantConnect.Optimizer;
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using QuantConnect.Optimizer.Objectives;
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using System.Collections.Generic;
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using QuantConnect.Optimizer.Parameters;
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using QuantConnect.Util;
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using Newtonsoft.Json.Converters;
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using Newtonsoft.Json.Serialization;
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namespace QuantConnect.Api
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{
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/// <summary>
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/// BaseOptimization item from the QuantConnect.com API.
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/// </summary>
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public class BaseOptimization : RestResponse
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{
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/// <summary>
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/// Optimization ID
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/// </summary>
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public string OptimizationId { get; set; }
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/// <summary>
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/// Project ID of the project the optimization belongs to
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/// </summary>
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public int ProjectId { get; set; }
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/// <summary>
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/// Name of the optimization
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/// </summary>
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public string Name { get; set; }
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/// <summary>
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/// Status of the optimization
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/// </summary>
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[JsonConverter(typeof(StringEnumConverter), converterParameters: typeof(CamelCaseNamingStrategy))]
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public OptimizationStatus Status { get; set; }
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/// <summary>
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/// Optimization node type
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/// </summary>
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/// <remarks><see cref="OptimizationNodes"/></remarks>
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public string NodeType { get; set; }
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/// <summary>
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/// Number of days of out of sample days
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/// </summary>
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public int OutOfSampleDays { get; set; }
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/// <summary>
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/// End date of out of sample data
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/// </summary>
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[JsonConverter(typeof(DateTimeJsonConverter), DateFormat.ISOShort, DateFormat.UI)]
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public DateTime? OutOfSampleMaxEndDate { get; set; }
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/// <summary>
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/// Parameters used in this optimization
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/// </summary>
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public List<OptimizationParameter> Parameters { get; set; }
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/// <summary>
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/// Optimization statistical target
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/// </summary>
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public Target Criterion { get; set; }
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}
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/// <summary>
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/// Optimization summary response for creating an optimization
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/// </summary>
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public class OptimizationSummary: BaseOptimization
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{
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/// <summary>
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/// Date when this optimization was created
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/// </summary>
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[JsonConverter(typeof(DateTimeJsonConverter), DateFormat.ISOShort, DateFormat.UI)]
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public DateTime Created { get; set; }
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/// <summary>
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/// Price-sales ratio stastic
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/// </summary>
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public decimal? PSR { get; set; }
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/// <summary>
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/// Sharpe ratio statistic
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/// </summary>
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public decimal? SharpeRatio { get; set; }
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/// <summary>
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/// Number of trades
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/// </summary>
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public int? Trades { get; set; }
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/// <summary>
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/// ID of project, were this current project was originally cloned
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/// </summary>
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public int? CloneId { get; set; }
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}
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}
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