/*
* 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.Collections.Generic;
using Newtonsoft.Json;
using QuantConnect.Optimizer.Objectives;
using QuantConnect.Optimizer.Parameters;
using QuantConnect.Optimizer.Strategies;
using QuantConnect.Packets;
using QuantConnect.Util;
namespace QuantConnect.Optimizer
{
///
/// Provide a packet type containing information on the optimization compute job.
///
public class OptimizationNodePacket : Packet
{
///
/// The optimization name
///
public string Name { get; set; }
///
/// The creation time
///
[JsonConverter(typeof(DateTimeJsonConverter), DateFormat.UI)]
public DateTime Created { get; set; }
///
/// User Id placing request
///
public int UserId { get; set; }
/// User API Token
public string UserToken { get; set; } = string.Empty;
///
/// Project Id of the request
///
public int ProjectId { get; set; }
///
/// Unique compile id of this optimization
///
public string CompileId { get; set; } = string.Empty;
///
/// The unique optimization Id of the request
///
public string OptimizationId { get; set; } = string.Empty;
///
/// Organization Id of the request
///
public string OrganizationId { get; set; } = string.Empty;
///
/// Limit for the amount of concurrent backtests being run
///
public int MaximumConcurrentBacktests { get; set; }
///
/// Optimization strategy name
///
public string OptimizationStrategy { get; set; } = "QuantConnect.Optimizer.Strategies.GridSearchOptimizationStrategy";
///
/// Objective settings
///
public Target Criterion { get; set; }
///
/// Optimization constraints
///
public IReadOnlyList Constraints { get; set; }
///
/// The user optimization parameters
///
public HashSet OptimizationParameters { get; set; }
///
/// The user optimization parameters
///
[JsonProperty(TypeNameHandling = TypeNameHandling.All)]
public OptimizationStrategySettings OptimizationStrategySettings { get; set; }
///
/// Backtest out of sample maximum end date
///
public DateTime? OutOfSampleMaxEndDate { get; set; }
///
/// The backtest out of sample day count
///
public int OutOfSampleDays { get; set; }
///
/// Creates a new instance
///
public OptimizationNodePacket() : this(PacketType.OptimizationNode)
{
}
///
/// Creates a new instance
///
protected OptimizationNodePacket(PacketType packetType) : base(packetType)
{
}
}
}