/* * 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.Lean.Engine; using QuantConnect.Lean.Engine.Results; using System.Collections.Generic; namespace QuantConnect.Tests { /// /// Container class for results generated during an algorithm's execution in /// public class AlgorithmRunnerResults { /// /// Algorithm name /// public string Algorithm { get; init; } /// /// Algorithm language (C#, Python) /// public Language Language { get; init; } /// /// AlgorithmManager instance that is used to run the algorithm /// public AlgorithmManager AlgorithmManager { get; init; } /// /// Algorithm results containing all of the sampled series /// public BacktestingResultHandler Results { get; init; } /// /// The logs generated during the algorithm's execution /// public List Logs { get; init; } public AlgorithmRunnerResults( string algorithm, Language language, AlgorithmManager manager, BacktestingResultHandler results, List logs) { Algorithm = algorithm; Language = language; AlgorithmManager = manager; Results = results; Logs = logs; } } }