Files
quantconnect--lean/Optimizer/Parameters
Andreas Sundebo e2de241c2b
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
Feature 5090 add api optimization methods (#6108)
* 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>
2021-12-22 13:14:56 -03:00
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