/*
* 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.Collections.Generic;
namespace QuantConnect.Interfaces
{
///
/// Defines a C# algorithm as a regression algorithm to be run as part of the test suite.
/// This interface also allows the algorithm to declare that it has versions in other languages
/// that should yield identical results.
///
public interface IRegressionAlgorithmDefinition
{
///
/// Final status of the algorithm
///
AlgorithmStatus AlgorithmStatus { get; }
///
/// This is used by the regression test system to indicate if the open source Lean repository has the required data to run this algorithm.
///
bool CanRunLocally { get; }
///
/// This is used by the regression test system to indicate which languages this algorithm is written in.
///
List Languages { get; }
///
/// Data Points count of all timeslices of algorithm
///
long DataPoints { get; }
///
/// Data Points count of the algorithm history
///
int AlgorithmHistoryDataPoints { get; }
///
/// This is used by the regression test system to indicate what the expected statistics are from running the algorithm
///
Dictionary ExpectedStatistics { get; }
}
}