/*
* 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();
}
}