wehub-resource-sync
113 lines
3.7 KiB
C#
113 lines
3.7 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 System.Collections.Generic;
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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 QuantConnect.Util;
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namespace QuantConnect.Api
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{
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/// <summary>
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/// Optimization response packet from the QuantConnect.com API.
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/// </summary>
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public class Optimization : BaseOptimization
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{
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/// <summary>
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/// Snapshot ID of this optimization
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/// </summary>
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public int? SnapshotId { get; set; }
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/// <summary>
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/// Statistic to be optimized
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/// </summary>
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public string OptimizationTarget { get; set; }
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/// <summary>
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/// List with grid charts representing the grid layout
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/// </summary>
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public List<GridChart> GridLayout { get; set; }
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/// <summary>
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/// Runtime banner/updating statistics for the optimization
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/// </summary>
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[JsonProperty(NullValueHandling = NullValueHandling.Ignore)]
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public IDictionary<string, string> RuntimeStatistics { get; set; }
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/// <summary>
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/// Optimization constraints
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/// </summary>
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[JsonProperty(NullValueHandling = NullValueHandling.Ignore)]
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public IReadOnlyList<Constraint> Constraints { get; set; }
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/// <summary>
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/// Number of parallel nodes for optimization
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/// </summary>
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public int ParallelNodes { get; set; }
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/// <summary>
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/// Optimization constraints
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/// </summary>
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[JsonProperty(NullValueHandling = NullValueHandling.Ignore)]
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public IDictionary<string, OptimizationBacktest> Backtests { get; set; }
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/// <summary>
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/// Optimization strategy
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/// </summary>
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public string Strategy { get; set; }
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/// <summary>
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/// Optimization requested date and time
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/// </summary>
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[JsonConverter(typeof(DateTimeJsonConverter), DateFormat.ISOShort, DateFormat.UI)]
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public DateTime Requested { get; set; }
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/// <summary>
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/// Aggregate diagnostic of the optimization; omitted when no analysis was produced.
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/// </summary>
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[JsonProperty(NullValueHandling = NullValueHandling.Ignore)]
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public OptimizationAnalysis Analysis { get; set; }
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}
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/// <summary>
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/// Wrapper class for Optimizations/Read endpoint JSON response
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/// </summary>
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public class OptimizationResponseWrapper : RestResponse
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{
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/// <summary>
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/// Optimization object
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/// </summary>
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public Optimization Optimization { get; set; }
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}
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/// <summary>
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/// Collection container for a list of summarized optimizations for a project
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/// </summary>
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public class OptimizationList : RestResponse
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{
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/// <summary>
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/// Collection of summarized optimization objects
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/// </summary>
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public List<OptimizationSummary> Optimizations { get; set; }
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/// <summary>
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/// The optimization count
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/// </summary>
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public int Count => Optimizations?.Count ?? 0;
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}
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}
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