/* * 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 Newtonsoft.Json; using QuantConnect.Configuration; using QuantConnect.Logging; using QuantConnect.Optimizer.Objectives; using QuantConnect.Optimizer.Parameters; using QuantConnect.Optimizer.Strategies; using QuantConnect.Util; using System; using System.Collections.Generic; namespace QuantConnect.Optimizer.Launcher { public class Program { public static void Main() { try { Log.DebuggingEnabled = Config.GetBool("debug-mode"); Log.LogHandler = Composer.Instance.GetExportedValueByTypeName(Config.Get("log-handler", "CompositeLogHandler")); var optimizationStrategyName = Config.Get("optimization-strategy", "QuantConnect.Optimizer.GridSearchOptimizationStrategy"); var packet = new OptimizationNodePacket { OptimizationId = Guid.NewGuid().ToString(), OptimizationStrategy = optimizationStrategyName, OptimizationStrategySettings = (OptimizationStrategySettings)JsonConvert.DeserializeObject(Config.Get( "optimization-strategy-settings", "{\"$type\":\"QuantConnect.Optimizer.Strategies.OptimizationStrategySettings, QuantConnect.Optimizer\"}"), new JsonSerializerSettings(){TypeNameHandling = TypeNameHandling.All}), Criterion = JsonConvert.DeserializeObject(Config.Get("optimization-criterion", "{\"target\":\"Statistics.TotalProfit\", \"extremum\": \"max\"}")), Constraints = JsonConvert.DeserializeObject>(Config.Get("constraints", "[]")).AsReadOnly(), OptimizationParameters = JsonConvert.DeserializeObject>(Config.Get("parameters", "[]")), MaximumConcurrentBacktests = Config.GetInt("maximum-concurrent-backtests", Environment.ProcessorCount / 2) }; var optimizer = new ConsoleLeanOptimizer(packet); optimizer.Start(); optimizer.Ended += (s, e) => { optimizer.DisposeSafely(); }; } catch (Exception e) { Log.Error(e); } Console.ReadKey(); } } }