/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
using System;
using Newtonsoft.Json;
using QuantConnect.Optimizer;
using QuantConnect.Optimizer.Objectives;
using System.Collections.Generic;
using QuantConnect.Optimizer.Parameters;
using QuantConnect.Util;
using Newtonsoft.Json.Converters;
using Newtonsoft.Json.Serialization;
namespace QuantConnect.Api
{
///
/// BaseOptimization item from the QuantConnect.com API.
///
public class BaseOptimization : RestResponse
{
///
/// Optimization ID
///
public string OptimizationId { get; set; }
///
/// Project ID of the project the optimization belongs to
///
public int ProjectId { get; set; }
///
/// Name of the optimization
///
public string Name { get; set; }
///
/// Status of the optimization
///
[JsonConverter(typeof(StringEnumConverter), converterParameters: typeof(CamelCaseNamingStrategy))]
public OptimizationStatus Status { get; set; }
///
/// Optimization node type
///
///
public string NodeType { get; set; }
///
/// Number of days of out of sample days
///
public int OutOfSampleDays { get; set; }
///
/// End date of out of sample data
///
[JsonConverter(typeof(DateTimeJsonConverter), DateFormat.UI)]
public DateTime? OutOfSampleMaxEndDate { get; set; }
///
/// Parameters used in this optimization
///
public List Parameters { get; set; }
///
/// Optimization statistical target
///
public Target Criterion { get; set; }
}
///
/// Optimization summary response for creating an optimization
///
public class OptimizationSummary: BaseOptimization
{
///
/// Date when this optimization was created
///
[JsonConverter(typeof(DateTimeJsonConverter), DateFormat.UI)]
public DateTime Created { get; set; }
///
/// Price-sales ratio stastic
///
public decimal? PSR { get; set; }
///
/// Sharpe ratio statistic
///
public decimal? SharpeRatio { get; set; }
///
/// Number of trades
///
public int? Trades { get; set; }
///
/// ID of project, were this current project was originally cloned
///
public int? CloneId { get; set; }
}
}