/*
* 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 QuantConnect.Optimizer.Parameters;
namespace QuantConnect.Optimizer
{
///
/// Defines the result of Lean compute job
///
public class OptimizationResult
{
///
/// Corresponds to initial result to drive the optimization strategy
///
public static readonly OptimizationResult Initial = new OptimizationResult(null, null, null);
///
/// The backtest id that generated this result
///
public string BacktestId { get; }
///
/// Parameter set Id
///
public int Id => ParameterSet?.Id ?? 0;
///
/// Json Backtest result
///
public string JsonBacktestResult { get; }
///
/// The parameter set at which the result was achieved
///
public ParameterSet ParameterSet { get; }
///
/// Create an instance of
///
/// Optimization target value for this backtest
/// Parameter set used in compute job
/// The backtest id that generated this result
public OptimizationResult(string jsonBacktestResult, ParameterSet parameterSet, string backtestId)
{
JsonBacktestResult = jsonBacktestResult;
ParameterSet = parameterSet;
BacktestId = backtestId;
}
}
}