Lean  $LEAN_TAG$
BaseOptimization.cs
1 /*
2  * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
7  * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8  *
9  * Unless required by applicable law or agreed to in writing, software
10  * distributed under the License is distributed on an "AS IS" BASIS,
11  * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
16 using System;
17 using Newtonsoft.Json;
18 using QuantConnect.Optimizer;
19 using QuantConnect.Optimizer.Objectives;
20 using System.Collections.Generic;
21 using QuantConnect.Optimizer.Parameters;
22 
23 namespace QuantConnect.Api
24 {
25  /// <summary>
26  /// BaseOptimization item from the QuantConnect.com API.
27  /// </summary>
28  public class BaseOptimization : RestResponse
29  {
30  /// <summary>
31  /// Optimization ID
32  /// </summary>
33  public string OptimizationId { get; set; }
34 
35  /// <summary>
36  /// Project ID of the project the optimization belongs to
37  /// </summary>
38  public int ProjectId { get; set; }
39 
40  /// <summary>
41  /// Name of the optimization
42  /// </summary>
43  public string Name { get; set; }
44 
45  /// <summary>
46  /// <summary>
47  /// Status of the optimization
48  /// </summary>
49  public OptimizationStatus Status { get; set; }
50 
51  /// <summary>
52  /// Optimization node type
53  /// </summary>
54  /// <remarks><see cref="OptimizationNodes"/></remarks>
55  public string NodeType { get; set; }
56 
57  /// <summary>
58  /// Number of days of out of sample days
59  /// </summary>
60  public int OutOfSampleDays { get; set; }
61 
62  /// <summary>
63  /// End date of out of sample data
64  /// </summary>
65  public DateTime OutOfSampleMaxEndDate { get; set; }
66 
67  /// <summary>
68  /// Parameters used in this optimization
69  /// </summary>
70  public List<OptimizationParameter> Parameters { get; set; }
71 
72  /// <summary>
73  /// Optimization statistical target
74  /// </summary>
75  public Target Criterion { get; set; }
76  }
77 
78  /// <summary>
79  /// Optimization summary response for creating an optimization
80  /// </summary>
81  public class OptimizationSummary: BaseOptimization
82  {
83  /// <summary>
84  /// Date when this optimization was created
85  /// </summary>
86  public DateTime Created { get; set; }
87 
88  /// <summary>
89  /// Price-sales ratio stastic
90  /// </summary>
91  public decimal? PSR { get; set; }
92 
93  /// <summary>
94  /// Sharpe ratio statistic
95  /// </summary>
96  public decimal? SharpeRatio { get; set; }
97 
98  /// <summary>
99  /// Number of trades
100  /// </summary>
101  public int? Trades { get; set; }
102 
103  /// <summary>
104  /// ID of project, were this current project was originally cloned
105  /// </summary>
106  public int? CloneId { get; set; }
107  }
108 }