Jhonathan Abreu
6dfc6c710c
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* Add algorithm parameters to result's AlgorithmConfiguration * Peer review
89 lines
3.5 KiB
C#
89 lines
3.5 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using Newtonsoft.Json;
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using QuantConnect.Interfaces;
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using QuantConnect.Brokerages;
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using System.Collections.Generic;
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namespace QuantConnect
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{
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/// <summary>
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/// This class includes algorithm configuration settings and parameters.
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/// This is used to include configuration parameters in the result packet to be used for report generation.
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/// </summary>
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public class AlgorithmConfiguration
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{
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/// <summary>
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/// The algorithm's account currency
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/// </summary>
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[JsonProperty(PropertyName = "AccountCurrency", NullValueHandling = NullValueHandling.Ignore)]
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public string AccountCurrency;
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/// <summary>
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/// The algorithm's brokerage model
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/// </summary>
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/// <remarks> Required to set the correct brokerage model on report generation.</remarks>
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[JsonProperty(PropertyName = "Brokerage")]
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public BrokerageName BrokerageName;
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/// <summary>
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/// The algorithm's account type
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/// </summary>
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/// <remarks> Required to set the correct brokerage model on report generation.</remarks>
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[JsonProperty(PropertyName = "AccountType")]
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public AccountType AccountType;
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/// <summary>
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/// The parameters used by the algorithm
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/// </summary>
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[JsonProperty(PropertyName = "Parameters")]
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public IReadOnlyDictionary<string, string> Parameters;
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/// <summary>
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/// Initializes a new instance of the <see cref="AlgorithmConfiguration"/> class
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/// </summary>
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public AlgorithmConfiguration(string accountCurrency, BrokerageName brokerageName, AccountType accountType,
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IReadOnlyDictionary<string, string> parameters)
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{
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AccountCurrency = accountCurrency;
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BrokerageName = brokerageName;
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AccountType = accountType;
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Parameters = parameters;
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}
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/// <summary>
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/// Initializes a new empty instance of the <see cref="AlgorithmConfiguration"/> class
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/// </summary>
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public AlgorithmConfiguration()
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{
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}
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/// <summary>
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/// Provides a convenience method for creating a <see cref="AlgorithmConfiguration"/> for a given algorithm.
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/// </summary>
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/// <param name="algorithm">Algorithm for which the configuration object is being created</param>
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/// <returns>A new AlgorithmConfiguration object for the specified algorithm</returns>
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public static AlgorithmConfiguration Create(IAlgorithm algorithm)
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{
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return new AlgorithmConfiguration(
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algorithm.AccountCurrency,
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BrokerageModel.GetBrokerageName(algorithm.BrokerageModel),
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algorithm.BrokerageModel.AccountType,
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algorithm.GetParameters());
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}
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}
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}
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