/*
* 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; }
}
}