/*
* 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;
}
}
}