wehub-resource-sync
128 lines
4.0 KiB
C#
128 lines
4.0 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.Objectives;
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using QuantConnect.Optimizer.Parameters;
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using QuantConnect.Optimizer.Strategies;
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using QuantConnect.Packets;
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using QuantConnect.Util;
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namespace QuantConnect.Optimizer
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{
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/// <summary>
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/// Provide a packet type containing information on the optimization compute job.
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/// </summary>
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public class OptimizationNodePacket : Packet
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{
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/// <summary>
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/// The optimization name
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/// </summary>
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public string Name { get; set; }
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/// <summary>
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/// The creation time
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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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/// User Id placing request
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/// </summary>
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public int UserId { get; set; }
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/// User API Token
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public string UserToken { get; set; } = string.Empty;
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/// <summary>
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/// Project Id of the request
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/// </summary>
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public int ProjectId { get; set; }
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/// <summary>
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/// Unique compile id of this optimization
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/// </summary>
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public string CompileId { get; set; } = string.Empty;
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/// <summary>
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/// The unique optimization Id of the request
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/// </summary>
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public string OptimizationId { get; set; } = string.Empty;
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/// <summary>
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/// Organization Id of the request
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/// </summary>
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public string OrganizationId { get; set; } = string.Empty;
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/// <summary>
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/// Limit for the amount of concurrent backtests being run
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/// </summary>
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public int MaximumConcurrentBacktests { get; set; }
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/// <summary>
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/// Optimization strategy name
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/// </summary>
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public string OptimizationStrategy { get; set; } = "QuantConnect.Optimizer.Strategies.GridSearchOptimizationStrategy";
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/// <summary>
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/// Objective settings
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/// </summary>
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public Target Criterion { get; set; }
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/// <summary>
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/// Optimization constraints
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/// </summary>
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public IReadOnlyList<Constraint> Constraints { get; set; }
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/// <summary>
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/// The user optimization parameters
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/// </summary>
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public HashSet<OptimizationParameter> OptimizationParameters { get; set; }
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/// <summary>
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/// The user optimization parameters
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/// </summary>
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[JsonProperty(TypeNameHandling = TypeNameHandling.All)]
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public OptimizationStrategySettings OptimizationStrategySettings { get; set; }
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/// <summary>
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/// Backtest out of sample maximum end date
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/// </summary>
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public DateTime? OutOfSampleMaxEndDate { get; set; }
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/// <summary>
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/// The backtest out of sample day count
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/// </summary>
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public int OutOfSampleDays { get; set; }
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/// <summary>
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/// Creates a new instance
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/// </summary>
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public OptimizationNodePacket() : this(PacketType.OptimizationNode)
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{
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}
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/// <summary>
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/// Creates a new instance
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/// </summary>
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protected OptimizationNodePacket(PacketType packetType) : base(packetType)
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{
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}
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}
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}
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