/* * 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 Newtonsoft.Json; using QuantConnect.Optimizer; using QuantConnect.Optimizer.Objectives; namespace QuantConnect.Api { /// /// BaseOptimization item from the QuantConnect.com API. /// public class BaseOptimization : RestResponse { /// /// Optimization ID /// [JsonProperty(PropertyName = "optimizationId")] public string OptimizationId { get; set; } /// /// Project ID of the project the optimization belongs to /// [JsonProperty(PropertyName = "projectId")] public int ProjectId { get; set; } /// /// Name of the optimization /// [JsonProperty(PropertyName = "name")] public string Name { get; set; } /// /// Status of the optimization /// [JsonProperty(PropertyName = "status")] public OptimizationStatus Status { get; set; } /// /// Optimization node type /// /// [JsonProperty(PropertyName = "nodeType")] public string NodeType { get; set; } /// /// Optimization statistical target /// [JsonProperty(PropertyName = "criterion")] public Target Criterion { get; set; } } }