/*
* 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.Linq;
using Newtonsoft.Json;
using QuantConnect.Api;
using QuantConnect.Util;
using System.Collections.Generic;
namespace QuantConnect.Optimizer.Parameters
{
///
/// Represents a single combination of optimization parameters
///
[JsonConverter(typeof(ParameterSetJsonConverter))]
public class ParameterSet
{
///
/// The unique identifier within scope (current optimization job)
///
/// Internal id, useful for the optimization strategy to id each generated parameter sets,
/// even before there is any backtest id
[JsonProperty(PropertyName = "id")]
public int Id { get; }
///
/// Represent a combination as key value of parameters, i.e. order doesn't matter
///
[JsonProperty(PropertyName = "value", NullValueHandling = NullValueHandling.Ignore)]
public IReadOnlyDictionary Value { get; }
///
/// Creates an instance of based on new combination of optimization parameters
///
/// Unique identifier
/// Combination of optimization parameters
public ParameterSet(int id, IReadOnlyDictionary value)
{
Id = id;
Value = value;
}
///
/// String representation of this parameter set
///
public override string ToString()
{
return string.Join(',', Value.OrderBy(kvp => kvp.Key).Select(arg => $"{arg.Key}:{arg.Value}"));
}
}
}