Andreas Sundebo
e2de241c2b
Build & Test Lean / build (push) Has been cancelled
Regression Tests / build (push) Has been cancelled
* 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>
96 lines
3.4 KiB
C#
96 lines
3.4 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 System;
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using System.Collections.Generic;
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using Newtonsoft.Json;
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using QuantConnect.Optimizer.Objectives;
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using QuantConnect.Optimizer.Parameters;
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namespace QuantConnect.Api
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{
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/// <summary>
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/// Optimization response packet from the QuantConnect.com API.
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/// </summary>
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public class Optimization : BaseOptimization
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{
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/// <summary>
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/// Runtime banner/updating statistics for the optimization
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/// </summary>
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[JsonProperty(PropertyName = "runtimeStatistics", NullValueHandling = NullValueHandling.Ignore)]
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public IDictionary<string, string> RuntimeStatistics { get; set; }
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/// <summary>
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/// Optimization constraints
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/// </summary>
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[JsonProperty(PropertyName = "constraints", NullValueHandling = NullValueHandling.Ignore)]
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public IReadOnlyList<Constraint> Constraints { get; set; }
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/// <summary>
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/// Optimization parameters
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/// </summary>
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[JsonProperty(PropertyName = "parameters", NullValueHandling = NullValueHandling.Ignore)]
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public HashSet<OptimizationParameter> Parameters { get; set; }
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/// <summary>
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/// Number of parallel nodes for optimization
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/// </summary>
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[JsonProperty(PropertyName = "parallelNodes")]
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public int ParallelNodes { get; set; }
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/// <summary>
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/// Optimization constraints
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/// </summary>
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[JsonProperty(PropertyName = "backtests", NullValueHandling = NullValueHandling.Ignore)]
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public IDictionary<string, OptimizationBacktest> Backtests { get; set; }
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/// <summary>
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/// Optimization strategy
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/// </summary>
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[JsonProperty(PropertyName = "strategy")]
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public string Strategy { get; set; }
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/// <summary>
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/// Optimization requested date and time
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/// </summary>
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[JsonProperty(PropertyName = "requested")]
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public DateTime Requested { get; set; }
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}
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/// <summary>
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/// Wrapper class for Optimizations/Read endpoint JSON response
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/// </summary>
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public class OptimizationResponseWrapper : RestResponse
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{
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/// <summary>
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/// Optimization object
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/// </summary>
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[JsonProperty(PropertyName = "optimization")]
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public Optimization Optimization { get; set; }
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}
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/// <summary>
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/// Collection container for a list of summarized optimizations for a project
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/// </summary>
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public class OptimizationList : RestResponse
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{
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/// <summary>
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/// Collection of summarized optimization objects
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/// </summary>
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[JsonProperty(PropertyName = "optimizations")]
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public List<BaseOptimization> Optimizations { get; set; }
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}
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}
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