Adalyat Nazirov
a4f66628fd
* initial commit * run parametrized algorithm with command line parameters * skeleton: top level structure * OptimizationNodePacket scheme * pass parameters as HashSet * run Lean and read results * call method on optimization completion * refactor public interfaces - close ParameterSet collection; allow only get operations - explicit method to start LeanOptimizer * synchronize RunLean method; the result could come in before the backtest id is set in the collections * another portion of refactoring and interface changes * comments * comments & tests for Extremum, Minimization and Maximization classes * unify optimization paramater values (min, max, step) & mode GridSearch tests - swap min&max if necessary - iterate left => right (negate step value if necessary) & provide default step value if step == 0 - no StackOverflow Exception - parameterSet Id should be global for current generator and retain between steps - test signle point boundary (min == max) * BruteForceStrategy tests * more comments * Update Optimizer assembly information - Update Optimizer projects assembly information to match behavior of the other projects * Tweaks - Adding comments - Replace OnComplete for Ended event - Replace Abort for Dispose - ConsoleLeanOptimizer will keep track of running processes - Each backtest will store results in a separated directory, so they don't fight for the log.txt file. - Adding cmdline option for lean to close automatically - Adding concurrent execution backtest limit - Console optimizer will start Lean minimized - Escape spaces in Json path * remove parameter set generator abstraction layer we don't need this flexibility now. * refactor public methods; Step shouldn't be public * constraints: wip * define contract * comparison operators and tests * specify JsonProperty values * Move SafeMultiply100 to extensions * Throw exception on failed Optimizer.Start * constraints: wip * change finish & dispose process * minor fixes - handle force lean abort - notify consumer if target has been reached * target & constraints; adapt unit tests * Minor Tweaks and fixes - Some logging improvements - Remove Public since not required * Ignore empty ParameterValue * simplify condition * avoid reinitialization * reduce type; force immutable * unit tests for constraints and target value * parse & normalize percent values, i.e. 20% => 0.2 * fixup * Target & Constraint & OptimizationNodePacket unit tests * Add more json unit tests - Adding more json conversion unit tests. Fix bug for Extremum which wasn't using the converter. * LeanOptimizer tests * Estimation results * User thread safe counters * LeanOptimizer unit tests; push OptimizationResult on Ended event * more unit tests * Minor tweaks -Estimate ToString in a single line. -Typos and missing header file * Add base SendUpdate method - Add base SendUpdate method for LeanOptimizer * fix LeanOptimizer test; rely on internal Update rather than timer * Add OptimizationStatus - Add missing commments and OptimizationStatus * EulerSearch implementation: wip * OptimizationParameter custom converter * change the type * make step optional * change folder structure * enumerate optimization parameter using IEnumerable & IEnumerator * unit tests: parameters & objectives * unit tests: strategies * remove redundant TODO * change Euler search boundaries * more Euler tests * prevent race condition * Add account/read endpoint - Adding account/read endpoint. Adding unit test * Add status check before running lean * Minor self review - Adding missing comments, minor changes * remove array parameters * minor changes - tidy up config file, rename variable - accept min less or equal than max * move OptimizationParameter methods to strategies * Minor improvements for BaseResultHandler derivates * minor changes - strict requirements for Step and MinStep values - strategy specific settigs * Add TotalRuntime to estimate Co-authored-by: Martin Molinero <martin.molinero1@gmail.com>
37 lines
1.5 KiB
C#
37 lines
1.5 KiB
C#
using System.Reflection;
|
|
using System.Runtime.InteropServices;
|
|
|
|
// General Information about an assembly is controlled through the following
|
|
// set of attributes. Change these attribute values to modify the information
|
|
// associated with an assembly.
|
|
[assembly: AssemblyTitle("QuantConnect.Optimizer.Launcher")]
|
|
//[assembly: AssemblyDescription("")]
|
|
//[assembly: AssemblyConfiguration("")]
|
|
//[assembly: AssemblyCompany("")]
|
|
//[assembly: AssemblyProduct("QuantConnect.Optimizer.Runner")]
|
|
//[assembly: AssemblyCopyright("Copyright © 2020")]
|
|
//[assembly: AssemblyTrademark("")]
|
|
[assembly: AssemblyCulture("")]
|
|
|
|
// Setting ComVisible to false makes the types in this assembly not visible
|
|
// to COM components. If you need to access a type in this assembly from
|
|
// COM, set the ComVisible attribute to true on that type.
|
|
[assembly: ComVisible(false)]
|
|
|
|
// The following GUID is for the ID of the typelib if this project is exposed to COM
|
|
[assembly: Guid("d46d2a8d-340c-4b40-8ee6-6baa7b1198ab")]
|
|
[assembly: AssemblyDescription("QuantConnect LEAN Engine: Optimizer Launcher Project - The Lean optimization engine launcher")]
|
|
|
|
// Version information for an assembly consists of the following four values:
|
|
//
|
|
// Major Version
|
|
// Minor Version
|
|
// Build Number
|
|
// Revision
|
|
//
|
|
// You can specify all the values or you can default the Build and Revision Numbers
|
|
// by using the '*' as shown below:
|
|
// [assembly: AssemblyVersion("1.0.*")]
|
|
//[assembly: AssemblyVersion("1.0.0.0")]
|
|
//[assembly: AssemblyFileVersion("1.0.0.0")]
|