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  • 13390 e2de241c2b
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    Feature 5090 add api optimization methods (#6108)

    frostbyte_neo 发布于 2021-12-22 16:14:56 +00:00 | 2042 次提交 在此版本后已推送到 master

    • Move Optimizer-related DTOs and JSON converters into Common/Optimizer

    • Add REST methods for Optimization

    • Move OptimizationStatus into Common

    • Change optimizationId parameter type to string

    • Update Optimization and add lightweight optimization object

    • Rename lightweight optimization to BaseOptimization and remove unneccessary properties

    • Remove snapshotId from Optimization, add ParameterSet to Backtest

    • Add missing IApi.cs method signatures

    • Move ParameterSet into Common

    • Replace Backtest with OptimizationBacktest

    • Update UpdateOptimization to not include null or empty name and layout params in the request

    • Change Objective targetTemplate regex pattern from ['(.+)'] to (.+) to prevent escaping target strings without whitespace

    • Return Estimate object when calling EstimateOptimization

    • Use DefaultNamingStrategy when serializing constraint operators

    • Revert "Change Objective targetTemplate regex pattern from ['(.+)'] to (.+) to prevent escaping target strings without whitespace"

    This reverts commit fbe7de0fd77dccc62e8c52c42a4ec9c18347acb2.

    • Update Api method signatures

    • Add unit tests

    • Fix XML comment referring to the old class name

    • Fix XML summary for OptimizationResponseWrapper

    • Address review feedback

    • Remove unused testOrganizationId
    • Change NodeType from string to NodeType enum
    • Clarify unit types for Estimate time and balance
    • Simplify JsonConverter classes

    • Add accessors to Common/Api classes

    • Define performance metrics names in PerformanceMetrics class

    • Remove unnecessary branching logic from GetSeriesValues method

    • Add crefs and examples to XML comments in the Api class

    • Revert "Change NodeType from string to NodeType enum"

    • Remove layout param from UpdateOptimization method

    • Backtest property ParameterSet should be of type ParameterSet

    • Add asserts for deserialization in OptimizationBacktestJsonConverterTests

    • Replace the three target-related properties with Criterion

    • Add serialization and deserialization tests for Optimization

    • Remove Optimization Serialization test

    • Add EstimateDeserialization test

    • Add asserts for integration tests

    • Address self review

    • Revert test case

    • Update Nodes.cs

    • Update Nodes.cs

    • Set Aborted status when Optimization fails to start

    • Add ParameterSetJsonConverter and ParameterSetJsonConverterTests

    Co-authored-by: Martin-Molinero martin@quantconnect.com

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