15 Commits

Author SHA1 Message Date
Derek Melchin 0f4cbbc8d4 Add optimization analysis (#9495)
* Add optimization analysis

* Address feedback

* Remove redundant CurveType

* Address feedback pt 2

* Address review pt 3

* Address review pt 4

* Removed redundant properties

* Add Interpretation member
2026-05-28 14:00:14 -03:00
Martin-Molinero 71d09a3567 Private cloud minor improvements (#8409)
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* Private cloud tweaks

* Minor tweaks for optimization
2024-11-14 17:22:33 -03:00
Ricardo Andrés Marino Rojas d5b2e4d8cc Make Target.MoveAhead() case insensitive (#8382)
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
API Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
* First draft of the solution

* Try a different approach

* Nit change

* Add unit tests

* Add edge cases

* Address requests
2024-10-24 09:29:16 -03:00
Ricardo Andrés Marino Rojas 554a82527f Fix minor warnings (#8190)
* Fix CA1847 warnings and some CA1307 warnings

* Fix CA1823 and CS0169

* Fix CA1820 warnings

* Address requested changes
2024-07-10 14:17:27 -03:00
Ricardo Andrés Marino Rojas 5a7a162d34 Fix warnings CA1574 (#8186)
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
2024-07-09 17:52:07 -03:00
Ricardo Andrés Marino Rojas 99a949586c Fix warnings part 12 (#8182)
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* First part of the warnings

* Second half of the changes
2024-07-09 11:08:42 -03:00
Ricardo Andrés Marino Rojas 57f89620a1 Fix warnings part 6 (#8107)
* Fix half of the XML docs missing warnings

* Remove warnings from csproj files
2024-06-26 13:21:53 -03:00
Ricardo Andrés Marino Rojas b147c7ccfd Api Clean up, Documentation and Standarization part five (#8016)
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* Update endpoints and add tests

* Remove JsonProperty tags

* Enhance unit tests

* Add live/insights/read/response

* Add missing class

* Remove old insights property

* Improve read live insights unit test

* Nit change

* Fix failing unit tests

* Revert "Fix failing unit tests"

This reverts commit a2b7c1d34ef5b058a0e753853613ddd3f9d7d3dc.

* Add Insights.Ticker back

* Nit change

* Address requested changes
2024-05-13 18:14:40 -03:00
Martin-Molinero 53fb9942d2 Minor optimization parameter json fix (#8005)
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
2024-05-08 20:05:47 -03:00
Martin-Molinero c13643f3ac Minor camelcase tweaks (#8004)
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
2024-05-08 18:08:57 -03:00
Ricardo Andrés Marino Rojas a1b6277492 Api Clean up, Documentation and Standarization part four (#7989)
API Tests / build (push) Has been cancelled
Benchmarks / build (push) Has been cancelled
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Report Generator Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
Python Virtual Environments / build (push) Has been cancelled
* Update C# response classes for optimization endpoints

* fix bugs

* Fix bugs

* Fix bug

* More tests, API response classes and updates

* Partially revert wrong changes

* Missing file

* Improve unit tests and solve bugs

* Improve implementation

* Minor tweak

---------

Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
2024-05-06 20:33:31 -03:00
Martin-Molinero 9c893e83a2 Minor optimizer improvement (#7179)
- Handle optimization backtest name
- Allow configurable optimizer for Optimizer.Launcher project
2023-04-12 15:35:54 -03:00
Jhonathan Abreu b3bd15d3c2 Move Notifications, Optimizer and Python namespaces' messages to Messages folder (#6931) 2023-02-09 19:23:39 -03:00
Louis Szeto c1db23250e Update enum values in comments (#6460)
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Research Regression Tests / build (push) Has been cancelled
2022-07-05 10:29:28 -03:00
Andreas Sundebo e2de241c2b Feature 5090 add api optimization methods (#6108)
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
* Move Optimizer-related DTOs and JSON converters into Common/Optimizer

* Add REST methods for Optimization

* Move OptimizationStatus into Common

* Change optimizationId parameter type to string

* Update Optimization and add lightweight optimization object

* Rename lightweight optimization to BaseOptimization and remove unneccessary properties

* Remove snapshotId from Optimization, add ParameterSet to Backtest

* Add missing IApi.cs method signatures

* Move ParameterSet into Common

* Replace Backtest with OptimizationBacktest

* Update UpdateOptimization to not include null or empty name and layout params in the request

* Change Objective targetTemplate regex pattern from ['(.+)'] to (.+) to prevent escaping target strings without whitespace

* Return Estimate object when calling EstimateOptimization

* Use DefaultNamingStrategy when serializing constraint operators

* Revert "Change Objective targetTemplate regex pattern from ['(.+)'] to (.+) to prevent escaping target strings without whitespace"

This reverts commit fbe7de0fd77dccc62e8c52c42a4ec9c18347acb2.

* Update Api method signatures

* Add unit tests

* Fix XML comment referring to the old class name

* Fix XML summary for OptimizationResponseWrapper

* Address review feedback
- Remove unused testOrganizationId
- Change NodeType from string to NodeType enum
- Clarify unit types for Estimate time and balance
- Simplify JsonConverter classes

* Add accessors to Common/Api classes

* Define performance metrics names in PerformanceMetrics class

* Remove unnecessary branching logic from GetSeriesValues method

* Add crefs and examples to XML comments in the Api class

* Revert "Change NodeType from string to NodeType enum"

* Remove layout param from UpdateOptimization method

* Backtest property ParameterSet should be of type ParameterSet

* Add asserts for deserialization in OptimizationBacktestJsonConverterTests

* Replace the three target-related properties with Criterion

* Add serialization and deserialization tests for Optimization

* Remove Optimization Serialization test

* Add EstimateDeserialization test

* Add asserts for integration tests

* Address self review

* Revert test case

* Update Nodes.cs

* Update Nodes.cs

* Set Aborted status when Optimization fails to start

* Add ParameterSetJsonConverter and ParameterSetJsonConverterTests

Co-authored-by: Martin-Molinero <martin@quantconnect.com>
2021-12-22 13:14:56 -03:00