wehub-resource-sync
59 lines
2.4 KiB
C#
59 lines
2.4 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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using System;
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using System.Collections.Generic;
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using QuantConnect.Optimizer.Objectives;
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using QuantConnect.Optimizer.Parameters;
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namespace QuantConnect.Optimizer.Strategies
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{
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/// <summary>
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/// Defines the optimization settings, direction, solution and exit, i.e. optimization strategy
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/// </summary>
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public interface IOptimizationStrategy
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{
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/// <summary>
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/// Fires when new parameter set is retrieved
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/// </summary>
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event EventHandler<ParameterSet> NewParameterSet;
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/// <summary>
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/// Best found solution, its value and parameter set
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/// </summary>
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OptimizationResult Solution { get; }
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/// <summary>
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/// Initializes the strategy using generator, extremum settings and optimization parameters
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/// </summary>
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/// <param name="target">The optimization target</param>
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/// <param name="constraints">The optimization constraints to apply on backtest results</param>
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/// <param name="parameters">optimization parameters</param>
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/// <param name="settings">optimization strategy advanced settings</param>
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void Initialize(Target target, IReadOnlyList<Constraint> constraints, HashSet<OptimizationParameter> parameters, OptimizationStrategySettings settings);
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/// <summary>
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/// Callback when lean compute job completed.
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/// </summary>
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/// <param name="result">Lean compute job result and corresponding parameter set</param>
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void PushNewResults(OptimizationResult result);
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/// <summary>
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/// Estimates amount of parameter sets that can be run
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/// </summary>
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int GetTotalBacktestEstimate();
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}
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}
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