/* * 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}")); } } }