101 lines
3.4 KiB
C#
101 lines
3.4 KiB
C#
/*
|
|
* 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;
|
|
|
|
namespace QuantConnect.Packets
|
|
{
|
|
/// <summary>
|
|
/// Algorithm backtest task information packet.
|
|
/// </summary>
|
|
public class BacktestNodePacket : AlgorithmNodePacket
|
|
{
|
|
/// <summary>
|
|
/// Name of the backtest as randomly defined in the IDE.
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "sName")]
|
|
public string Name = "";
|
|
|
|
/// <summary>
|
|
/// BacktestId / Algorithm Id for this task
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "sBacktestID")]
|
|
public string BacktestId = "";
|
|
|
|
/// <summary>
|
|
/// Backtest start-date as defined in the Initialize() method.
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "dtPeriodStart")]
|
|
public DateTime PeriodStart = DateTime.Now;
|
|
|
|
/// <summary>
|
|
/// Backtest end date as defined in the Initialize() method.
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "dtPeriodFinish")]
|
|
public DateTime PeriodFinish = DateTime.Now;
|
|
|
|
/// <summary>
|
|
/// Estimated number of trading days in this backtest task based on the start-end dates.
|
|
/// </summary>
|
|
[JsonProperty(PropertyName = "iTradeableDates")]
|
|
public int TradeableDates = 0;
|
|
|
|
/// <summary>
|
|
/// Series or parallel runmode for the backtest
|
|
/// </summary>
|
|
/// <obsolete>The RunMode property is now obsolete and will always default to Series mode.</obsolete>
|
|
[Obsolete("This property is no longer in use and will always default to series mode.")]
|
|
[JsonProperty(PropertyName = "eRunMode")]
|
|
public RunMode RunMode = RunMode.Series;
|
|
|
|
/// <summary>
|
|
/// Default constructor for JSON
|
|
/// </summary>
|
|
public BacktestNodePacket()
|
|
: base(PacketType.BacktestNode)
|
|
{
|
|
Controls = new Controls
|
|
{
|
|
MinuteLimit = 500,
|
|
SecondLimit = 100,
|
|
TickLimit = 30
|
|
};
|
|
}
|
|
|
|
/// <summary>
|
|
/// Initialize the backtest task packet.
|
|
/// </summary>
|
|
public BacktestNodePacket(int userId, int projectId, string sessionId, byte[] algorithmData, decimal startingCapital, string name, UserPlan userPlan = UserPlan.Free)
|
|
: base (PacketType.BacktestNode)
|
|
{
|
|
UserId = userId;
|
|
Algorithm = algorithmData;
|
|
SessionId = sessionId;
|
|
ProjectId = projectId;
|
|
UserPlan = userPlan;
|
|
Name = name;
|
|
Language = Language.CSharp;
|
|
Controls = new Controls
|
|
{
|
|
MinuteLimit = 500,
|
|
SecondLimit = 100,
|
|
TickLimit = 30
|
|
};
|
|
}
|
|
}
|
|
}
|