/* * 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 System.Globalization; using Newtonsoft.Json; using QuantConnect.Securities; using QuantConnect.Util; namespace QuantConnect.Packets { /// /// Algorithm backtest task information packet. /// public class BacktestNodePacket : AlgorithmNodePacket { // default random id, static so its one per process private static readonly string DefaultId = Guid.NewGuid().ToString("N", CultureInfo.InvariantCulture); /// /// Name of the backtest as randomly defined in the IDE. /// public string Name { get; set; } = string.Empty; /// /// BacktestId / Algorithm Id for this task /// public string BacktestId { get; set; } = DefaultId; /// /// Optimization Id for this task /// public string OptimizationId { get; set; } /// /// Backtest start-date as defined in the Initialize() method. /// public DateTime? PeriodStart { get; set; } /// /// Backtest end date as defined in the Initialize() method. /// public DateTime? PeriodFinish { get; set; } /// /// Backtest maximum end date /// public DateTime? OutOfSampleMaxEndDate { get; set; } /// /// The backtest out of sample day count /// public int OutOfSampleDays { get; set; } /// /// Estimated number of trading days in this backtest task based on the start-end dates. /// public int TradeableDates { get; set; } /// /// True, if this is a debugging backtest /// public bool Debugging { get; set; } /// /// Optional initial cash amount if set /// public CashAmount? CashAmount { get; set; } /// /// Algorithm running mode. /// [JsonIgnore] public override AlgorithmMode AlgorithmMode { get { return OptimizationId.IsNullOrEmpty() ? AlgorithmMode.Backtesting : AlgorithmMode.Optimization; } } /// /// Default constructor for JSON /// public BacktestNodePacket() : base(PacketType.BacktestNode) { Controls = new Controls { MinuteLimit = 500, SecondLimit = 100, TickLimit = 30 }; } /// /// Initialize the backtest task packet. /// public BacktestNodePacket(int userId, int projectId, string sessionId, byte[] algorithmData, decimal startingCapital, string name) : this (userId, projectId, sessionId, algorithmData, name, new CashAmount(startingCapital, Currencies.USD)) { } /// /// Initialize the backtest task packet. /// public BacktestNodePacket(int userId, int projectId, string sessionId, byte[] algorithmData, string name, CashAmount? startingCapital = null) : base(PacketType.BacktestNode) { UserId = userId; Algorithm = algorithmData; SessionId = sessionId; ProjectId = projectId; Name = name; CashAmount = startingCapital; Language = Language.CSharp; Controls = new Controls { MinuteLimit = 500, SecondLimit = 100, TickLimit = 30 }; } } }