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* 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>
* initial commit
* run parametrized algorithm with command line parameters
* skeleton: top level structure
* OptimizationNodePacket scheme
* pass parameters as HashSet
* run Lean and read results
* call method on optimization completion
* refactor public interfaces
- close ParameterSet collection; allow only get operations
- explicit method to start LeanOptimizer
* synchronize RunLean method; the result could come in before the backtest id is set in the collections
* another portion of refactoring and interface changes
* comments
* comments & tests for Extremum, Minimization and Maximization classes
* unify optimization paramater values (min, max, step) & mode GridSearch tests
- swap min&max if necessary
- iterate left => right (negate step value if necessary) & provide default step value if step == 0
- no StackOverflow Exception
- parameterSet Id should be global for current generator and retain between steps
- test signle point boundary (min == max)
* BruteForceStrategy tests
* more comments
* Update Optimizer assembly information
- Update Optimizer projects assembly information to match behavior of
the other projects
* Tweaks
- Adding comments
- Replace OnComplete for Ended event
- Replace Abort for Dispose
- ConsoleLeanOptimizer will keep track of running processes
- Each backtest will store results in a separated directory, so they
don't fight for the log.txt file.
- Adding cmdline option for lean to close automatically
- Adding concurrent execution backtest limit
- Console optimizer will start Lean minimized
- Escape spaces in Json path
* remove parameter set generator abstraction layer
we don't need this flexibility now.
* refactor public methods; Step shouldn't be public
* constraints: wip
* define contract
* comparison operators and tests
* specify JsonProperty values
* Move SafeMultiply100 to extensions
* Throw exception on failed Optimizer.Start
* constraints: wip
* change finish & dispose process
* minor fixes
- handle force lean abort
- notify consumer if target has been reached
* target & constraints; adapt unit tests
* Minor Tweaks and fixes
- Some logging improvements
- Remove Public since not required
* Ignore empty ParameterValue
* simplify condition
* avoid reinitialization
* reduce type; force immutable
* unit tests for constraints and target value
* parse & normalize percent values, i.e. 20% => 0.2
* fixup
* Target & Constraint & OptimizationNodePacket unit tests
* Add more json unit tests
- Adding more json conversion unit tests. Fix bug for Extremum which
wasn't using the converter.
* LeanOptimizer tests
* Estimation results
* User thread safe counters
* LeanOptimizer unit tests; push OptimizationResult on Ended event
* more unit tests
* Minor tweaks
-Estimate ToString in a single line.
-Typos and missing header file
* Add base SendUpdate method
- Add base SendUpdate method for LeanOptimizer
* fix LeanOptimizer test; rely on internal Update rather than timer
* Add OptimizationStatus
- Add missing commments and OptimizationStatus
* EulerSearch implementation: wip
* OptimizationParameter custom converter
* change the type
* make step optional
* change folder structure
* enumerate optimization parameter using IEnumerable & IEnumerator
* unit tests: parameters & objectives
* unit tests: strategies
* remove redundant TODO
* change Euler search boundaries
* more Euler tests
* prevent race condition
* Add account/read endpoint
- Adding account/read endpoint. Adding unit test
* Add status check before running lean
* Minor self review
- Adding missing comments, minor changes
* remove array parameters
* minor changes
- tidy up config file, rename variable
- accept min less or equal than max
* move OptimizationParameter methods to strategies
* Minor improvements for BaseResultHandler derivates
* minor changes
- strict requirements for Step and MinStep values
- strategy specific settigs
* Add TotalRuntime to estimate
Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
Ricardo Andrés Marino Rojas