Martin-Molinero
4b06ca9147
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* Add backtest job end date handling * Fixes & rebases * Refactor out of sample configuration handling * Minor datetime format tweak
129 lines
4.2 KiB
C#
129 lines
4.2 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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using QuantConnect.Optimizer.Strategies;
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using QuantConnect.Packets;
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namespace QuantConnect.Optimizer
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{
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/// <summary>
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/// Provide a packet type containing information on the optimization compute job.
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/// </summary>
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public class OptimizationNodePacket : Packet
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{
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/// <summary>
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/// User Id placing request
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/// </summary>
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[JsonProperty(PropertyName = "userId")]
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public int UserId;
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/// User API Token
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[JsonProperty(PropertyName = "userToken")]
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public string UserToken = "";
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/// <summary>
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/// Project Id of the request
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/// </summary>
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[JsonProperty(PropertyName = "projectId")]
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public int ProjectId;
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/// <summary>
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/// Unique compile id of this optimization
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/// </summary>
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[JsonProperty(PropertyName = "compileId")]
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public string CompileId = "";
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/// <summary>
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/// The unique optimization Id of the request
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/// </summary>
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[JsonProperty(PropertyName = "optimizationId")]
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public string OptimizationId = "";
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/// <summary>
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/// Organization Id of the request
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/// </summary>
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[JsonProperty(PropertyName = "organizationId")]
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public string OrganizationId = "";
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/// <summary>
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/// Limit for the amount of concurrent backtests being run
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/// </summary>
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[JsonProperty(PropertyName = "maximumConcurrentBacktests")]
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public int MaximumConcurrentBacktests;
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/// <summary>
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/// Optimization strategy name
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/// </summary>
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[JsonProperty(PropertyName = "optimizationStrategy")]
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public string OptimizationStrategy = "QuantConnect.Optimizer.Strategies.GridSearchOptimizationStrategy";
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/// <summary>
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/// Objective settings
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/// </summary>
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[JsonProperty(PropertyName = "criterion")]
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public Target Criterion;
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/// <summary>
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/// Optimization constraints
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/// </summary>
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[JsonProperty(PropertyName = "constraints")]
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public IReadOnlyList<Constraint> Constraints;
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/// <summary>
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/// The user optimization parameters
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/// </summary>
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[JsonProperty(PropertyName = "optimizationParameters")]
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public HashSet<OptimizationParameter> OptimizationParameters;
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/// <summary>
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/// The user optimization parameters
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/// </summary>
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[JsonProperty(PropertyName = "optimizationStrategySettings", TypeNameHandling = TypeNameHandling.All)]
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public OptimizationStrategySettings OptimizationStrategySettings;
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/// <summary>
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/// Backtest out of sample maximum end date
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/// </summary>
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[JsonProperty(PropertyName = "outOfSampleMaxEndDate")]
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public DateTime? OutOfSampleMaxEndDate;
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/// <summary>
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/// The backtest out of sample day count
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/// </summary>
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[JsonProperty(PropertyName = "outOfSampleDays")]
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public int OutOfSampleDays;
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/// <summary>
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/// Creates a new instance
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/// </summary>
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public OptimizationNodePacket() : this(PacketType.OptimizationNode)
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{
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}
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/// <summary>
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/// Creates a new instance
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/// </summary>
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protected OptimizationNodePacket(PacketType packetType) : base(packetType)
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{
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}
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}
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}
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