/* * 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; } } }