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>
82 lines
2.6 KiB
C#
82 lines
2.6 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.Collections.Generic;
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using Newtonsoft.Json;
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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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/// OptimizationBacktest object from the QuantConnect.com API.
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/// </summary>
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[JsonConverter(typeof(OptimizationBacktestJsonConverter))]
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public class OptimizationBacktest
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{
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/// <summary>
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/// Progress of the backtest as a percentage from 0-1 based on the days lapsed from start-finish.
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/// </summary>
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public decimal Progress { get; set; }
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/// <summary>
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/// The backtest name
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/// </summary>
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public string Name { get; }
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/// <summary>
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/// The backtest host name
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/// </summary>
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public string HostName { get; set; }
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/// <summary>
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/// The backtest id
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/// </summary>
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public string BacktestId { get; }
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/// <summary>
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/// Represent a combination as key value of parameters, i.e. order doesn't matter
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/// </summary>
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public ParameterSet ParameterSet { get; }
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/// <summary>
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/// The backtest statistics results
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/// </summary>
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public IDictionary<string, string> Statistics { get; set; }
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/// <summary>
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/// The backtest equity chart series
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/// </summary>
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public Series Equity { get; set; }
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/// <summary>
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/// The exit code of this backtest
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/// </summary>
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public int ExitCode { get; set; }
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/// <summary>
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/// Creates a new instance
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/// </summary>
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/// <param name="parameterSet">The parameter set</param>
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/// <param name="backtestId">The backtest id if any</param>
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/// <param name="name">The backtest name</param>
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public OptimizationBacktest(ParameterSet parameterSet, string backtestId, string name)
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{
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ParameterSet = parameterSet;
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BacktestId = backtestId;
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Name = name;
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}
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}
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}
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