/*
* 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.Collections.Generic;
using Newtonsoft.Json;
using QuantConnect.Optimizer.Objectives;
using QuantConnect.Optimizer.Parameters;
using QuantConnect.Optimizer.Strategies;
using QuantConnect.Packets;
namespace QuantConnect.Optimizer
{
///
/// Provide a packet type containing information on the optimization compute job.
///
public class OptimizationNodePacket : Packet
{
///
/// User Id placing request
///
[JsonProperty(PropertyName = "userId")]
public int UserId;
/// User API Token
[JsonProperty(PropertyName = "userToken")]
public string UserToken = "";
///
/// Project Id of the request
///
[JsonProperty(PropertyName = "projectId")]
public int ProjectId;
///
/// Unique compile id of this optimization
///
[JsonProperty(PropertyName = "compileId")]
public string CompileId = "";
///
/// The unique optimization Id of the request
///
[JsonProperty(PropertyName = "optimizationId")]
public string OptimizationId = "";
///
/// Organization Id of the request
///
[JsonProperty(PropertyName = "organizationId")]
public string OrganizationId = "";
///
/// Limit for the amount of concurrent backtests being run
///
[JsonProperty(PropertyName = "maximumConcurrentBacktests")]
public int MaximumConcurrentBacktests;
///
/// Optimization strategy name
///
[JsonProperty(PropertyName = "optimizationStrategy")]
public string OptimizationStrategy = "QuantConnect.Optimizer.Strategies.GridSearchOptimizationStrategy";
///
/// Objective settings
///
[JsonProperty(PropertyName = "criterion")]
public Target Criterion;
///
/// Optimization constraints
///
[JsonProperty(PropertyName = "constraints")]
public IReadOnlyList Constraints;
///
/// The user optimization parameters
///
[JsonProperty(PropertyName = "optimizationParameters")]
public HashSet OptimizationParameters;
///
/// The user optimization parameters
///
[JsonProperty(PropertyName = "optimizationStrategySettings", TypeNameHandling = TypeNameHandling.All)]
public OptimizationStrategySettings OptimizationStrategySettings;
///
/// Creates a new instance
///
public OptimizationNodePacket() : this(PacketType.OptimizationNode)
{
}
///
/// Creates a new instance
///
protected OptimizationNodePacket(PacketType packetType) : base(packetType)
{
}
}
///
/// The different optimization status
///
public enum OptimizationStatus
{
///
/// Just created and not running optimization
///
New,
///
/// We failed or we were aborted
///
Aborted,
///
/// We are running
///
Running,
///
/// We ended
///
Ended
}
}