Files
quantconnect--lean/Algorithm.CSharp/IRegressionAlgorithmDefinition.cs
T
Michael Handschuh 9ee61f425c Refactor regression algorithm to IRegressionAlgorithmDefinition
A mechanical refactoring was performed to make algorithms currently used in
regression algorithms to implement IRegressionAlgorithmDefinition, which allows
algorithms to define their own expected statistics and what languages should be
run as part of regression. The type name of the  C# type is used to determine the
file/model name for python. This was for simplicity, but if needed, could later be
refactored to expose more information, but for now the convention of keeping names
the same makes sense and just works easily.
2018-06-05 12:10:50 -04:00

37 lines
1.5 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.Collections.Generic;
namespace QuantConnect.Algorithm.CSharp
{
/// <summary>
/// Defines a C# algorithm as a regression algorithm to be run as part of the test suite.
/// This interface also allows the algorithm to declare that it has versions in other languages
/// that should yield identical results.
/// </summary>
public interface IRegressionAlgorithmDefinition
{
/// <summary>
/// This is used by the regression test system to indicate which languages this algorithm is written in.
/// </summary>
Language[] Languages { get; }
/// <summary>
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
/// </summary>
Dictionary<string, string> ExpectedStatistics { get; }
}
}