/* * 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 QuantConnect.Optimizer.Objectives; using QuantConnect.Optimizer.Parameters; namespace QuantConnect.Optimizer.Strategies { /// /// Defines the optimization settings, direction, solution and exit, i.e. optimization strategy /// public interface IOptimizationStrategy { /// /// Fires when new parameter set is retrieved /// event EventHandler NewParameterSet; /// /// Best found solution, its value and parameter set /// OptimizationResult Solution { get; } /// /// Initializes the strategy using generator, extremum settings and optimization parameters /// /// The optimization target /// The optimization constraints to apply on backtest results /// optimization parameters /// optimization strategy advanced settings void Initialize(Target target, IReadOnlyList constraints, HashSet parameters, OptimizationStrategySettings settings); /// /// Callback when lean compute job completed. /// /// Lean compute job result and corresponding parameter set void PushNewResults(OptimizationResult result); /// /// Estimates amount of parameter sets that can be run /// int GetTotalBacktestEstimate(); } }