wehub-resource-sync
69 lines
2.5 KiB
C#
69 lines
2.5 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 QuantConnect.Optimizer.Parameters;
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namespace QuantConnect.Optimizer
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{
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/// <summary>
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/// Defines the result of Lean compute job
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/// </summary>
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public class OptimizationResult
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{
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/// <summary>
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/// Corresponds to initial result to drive the optimization strategy
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/// </summary>
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public static readonly OptimizationResult Initial = new OptimizationResult(null, null, null);
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/// <summary>
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/// The backtest id that generated this result
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/// </summary>
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public string BacktestId { get; }
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/// <summary>
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/// Parameter set Id
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/// </summary>
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public int Id => ParameterSet?.Id ?? 0;
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/// <summary>
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/// Json Backtest result
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/// </summary>
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public string JsonBacktestResult { get; }
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/// <summary>
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/// The parameter set at which the result was achieved
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/// </summary>
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public ParameterSet ParameterSet { get; }
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/// <summary>
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/// Aggregate diagnostic for the whole optimization; populated only on the final result fired via <see cref="LeanOptimizer.Ended"/>.
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/// </summary>
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public OptimizationAnalysis Analysis { get; set; }
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/// <summary>
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/// Create an instance of <see cref="OptimizationResult"/>
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/// </summary>
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/// <param name="jsonBacktestResult">Optimization target value for this backtest</param>
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/// <param name="parameterSet">Parameter set used in compute job</param>
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/// <param name="backtestId">The backtest id that generated this result</param>
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public OptimizationResult(string jsonBacktestResult, ParameterSet parameterSet, string backtestId)
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{
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JsonBacktestResult = jsonBacktestResult;
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ParameterSet = parameterSet;
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BacktestId = backtestId;
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}
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}
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}
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