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Public Member Functions | Static Public Member Functions | Properties | List of all members
QuantConnect.AlgorithmConfiguration Class Reference

This class includes algorithm configuration settings and parameters. This is used to include configuration parameters in the result packet to be used for report generation. More...

Public Member Functions

 AlgorithmConfiguration (string name, ISet< string > tags, string accountCurrency, BrokerageName brokerageName, AccountType accountType, IReadOnlyDictionary< string, string > parameters, DateTime startDate, DateTime endDate, DateTime? outOfSampleMaxEndDate, int outOfSampleDays=0, int tradingDaysPerYear=0)
 Initializes a new instance of the AlgorithmConfiguration class More...
 
 AlgorithmConfiguration ()
 Initializes a new empty instance of the AlgorithmConfiguration class More...
 

Static Public Member Functions

static AlgorithmConfiguration Create (IAlgorithm algorithm, BacktestNodePacket backtestNodePacket)
 Provides a convenience method for creating a AlgorithmConfiguration for a given algorithm. More...
 

Properties

string Name [get, set]
 The algorithm's name More...
 
ISet< string > Tags [get, set]
 List of tags associated with the algorithm More...
 
string AccountCurrency [get, set]
 The algorithm's account currency More...
 
BrokerageName Brokerage [get, set]
 The algorithm's brokerage model More...
 
AccountType AccountType [get, set]
 The algorithm's account type More...
 
IReadOnlyDictionary< string, string > Parameters [get, set]
 The parameters used by the algorithm More...
 
DateTime? OutOfSampleMaxEndDate [get, set]
 Backtest maximum end date More...
 
int OutOfSampleDays [get, set]
 The backtest out of sample day count More...
 
DateTime StartDate [get, set]
 The backtest start date More...
 
DateTime EndDate [get, set]
 The backtest end date More...
 
int TradingDaysPerYear [get, set]
 Number of trading days per year for Algorithm's portfolio statistics. More...
 

Detailed Description

This class includes algorithm configuration settings and parameters. This is used to include configuration parameters in the result packet to be used for report generation.

Definition at line 30 of file AlgorithmConfiguration.cs.

Constructor & Destructor Documentation

◆ AlgorithmConfiguration() [1/2]

QuantConnect.AlgorithmConfiguration.AlgorithmConfiguration ( string  name,
ISet< string >  tags,
string  accountCurrency,
BrokerageName  brokerageName,
AccountType  accountType,
IReadOnlyDictionary< string, string >  parameters,
DateTime  startDate,
DateTime  endDate,
DateTime?  outOfSampleMaxEndDate,
int  outOfSampleDays = 0,
int  tradingDaysPerYear = 0 
)

Initializes a new instance of the AlgorithmConfiguration class

Definition at line 95 of file AlgorithmConfiguration.cs.

◆ AlgorithmConfiguration() [2/2]

QuantConnect.AlgorithmConfiguration.AlgorithmConfiguration ( )

Initializes a new empty instance of the AlgorithmConfiguration class

Definition at line 115 of file AlgorithmConfiguration.cs.

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Member Function Documentation

◆ Create()

static AlgorithmConfiguration QuantConnect.AlgorithmConfiguration.Create ( IAlgorithm  algorithm,
BacktestNodePacket  backtestNodePacket 
)
static

Provides a convenience method for creating a AlgorithmConfiguration for a given algorithm.

Parameters
algorithmAlgorithm for which the configuration object is being created
backtestNodePacketThe associated backtest node packet if any
Returns
A new AlgorithmConfiguration object for the specified algorithm

Definition at line 127 of file AlgorithmConfiguration.cs.

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Property Documentation

◆ Name

string QuantConnect.AlgorithmConfiguration.Name
getset

The algorithm's name

Definition at line 35 of file AlgorithmConfiguration.cs.

◆ Tags

ISet<string> QuantConnect.AlgorithmConfiguration.Tags
getset

List of tags associated with the algorithm

Definition at line 40 of file AlgorithmConfiguration.cs.

◆ AccountCurrency

string QuantConnect.AlgorithmConfiguration.AccountCurrency
getset

The algorithm's account currency

Definition at line 46 of file AlgorithmConfiguration.cs.

◆ Brokerage

BrokerageName QuantConnect.AlgorithmConfiguration.Brokerage
getset

The algorithm's brokerage model

Required to set the correct brokerage model on report generation.

Definition at line 52 of file AlgorithmConfiguration.cs.

◆ AccountType

AccountType QuantConnect.AlgorithmConfiguration.AccountType
getset

The algorithm's account type

Required to set the correct brokerage model on report generation.

Definition at line 58 of file AlgorithmConfiguration.cs.

◆ Parameters

IReadOnlyDictionary<string, string> QuantConnect.AlgorithmConfiguration.Parameters
getset

The parameters used by the algorithm

Definition at line 63 of file AlgorithmConfiguration.cs.

◆ OutOfSampleMaxEndDate

DateTime? QuantConnect.AlgorithmConfiguration.OutOfSampleMaxEndDate
getset

Backtest maximum end date

Definition at line 68 of file AlgorithmConfiguration.cs.

◆ OutOfSampleDays

int QuantConnect.AlgorithmConfiguration.OutOfSampleDays
getset

The backtest out of sample day count

Definition at line 73 of file AlgorithmConfiguration.cs.

◆ StartDate

DateTime QuantConnect.AlgorithmConfiguration.StartDate
getset

The backtest start date

Definition at line 79 of file AlgorithmConfiguration.cs.

◆ EndDate

DateTime QuantConnect.AlgorithmConfiguration.EndDate
getset

The backtest end date

Definition at line 85 of file AlgorithmConfiguration.cs.

◆ TradingDaysPerYear

int QuantConnect.AlgorithmConfiguration.TradingDaysPerYear
getset

Number of trading days per year for Algorithm's portfolio statistics.

Definition at line 90 of file AlgorithmConfiguration.cs.

The documentation for this class was generated from the following file: