/* * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals. * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. * */ using System; using System.Collections.Generic; using System.Globalization; using System.Linq; using Newtonsoft.Json; using QuantConnect.Securities; namespace QuantConnect.Packets { /// /// Algorithm backtest task information packet. /// public class BacktestNodePacket : AlgorithmNodePacket { // default random id, static so its one per process private static readonly string DefaultId = Guid.NewGuid().ToString("N", CultureInfo.InvariantCulture); /// /// Name of the backtest as randomly defined in the IDE. /// [JsonProperty(PropertyName = "sName")] public string Name = ""; /// /// BacktestId / Algorithm Id for this task /// [JsonProperty(PropertyName = "sBacktestID")] public string BacktestId = DefaultId; /// /// Backtest start-date as defined in the Initialize() method. /// [JsonProperty(PropertyName = "dtPeriodStart")] public DateTime? PeriodStart; /// /// Backtest end date as defined in the Initialize() method. /// [JsonProperty(PropertyName = "dtPeriodFinish")] public DateTime? PeriodFinish; /// /// Estimated number of trading days in this backtest task based on the start-end dates. /// [JsonProperty(PropertyName = "iTradeableDates")] public int TradeableDates = 0; /// /// The initial breakpoints for debugging, if any /// [JsonProperty(PropertyName = "aBreakpoints")] public List Breakpoints = new List(); /// /// The initial Watchlist for debugging, if any /// [JsonProperty(PropertyName = "aWatchlist")] public List Watchlist = new List(); /// /// True, if this is a debugging backtest /// public bool IsDebugging => Breakpoints.Any(); /// /// Optional initial cash amount if set /// public CashAmount? CashAmount; /// /// Default constructor for JSON /// public BacktestNodePacket() : base(PacketType.BacktestNode) { Controls = new Controls { MinuteLimit = 500, SecondLimit = 100, TickLimit = 30 }; } /// /// Initialize the backtest task packet. /// public BacktestNodePacket(int userId, int projectId, string sessionId, byte[] algorithmData, decimal startingCapital, string name, UserPlan userPlan = UserPlan.Free) : this (userId, projectId, sessionId, algorithmData, name, userPlan, new CashAmount(startingCapital, Currencies.USD)) { } /// /// Initialize the backtest task packet. /// public BacktestNodePacket(int userId, int projectId, string sessionId, byte[] algorithmData, string name, UserPlan userPlan = UserPlan.Free, CashAmount? startingCapital = null) : base(PacketType.BacktestNode) { UserId = userId; Algorithm = algorithmData; SessionId = sessionId; ProjectId = projectId; UserPlan = userPlan; Name = name; CashAmount = startingCapital; Language = Language.CSharp; Controls = new Controls { MinuteLimit = 500, SecondLimit = 100, TickLimit = 30 }; } } }