Lean
$LEAN_TAG$
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Optimizer implementation that launches Lean as a local process More...
Public Member Functions | |
ConsoleLeanOptimizer (OptimizationNodePacket nodePacket) | |
Creates a new instance More... | |
Public Member Functions inherited from QuantConnect.Optimizer.LeanOptimizer | |
virtual void | Start () |
Starts the optimization More... | |
virtual void | Dispose () |
Disposes of any resources More... | |
int | GetCurrentEstimate () |
Returns the current optimization status and strategy estimates More... | |
Dictionary< string, string > | GetRuntimeStatistics () |
Get the current runtime statistics More... | |
Protected Member Functions | |
override string | RunLean (ParameterSet parameterSet, string backtestName) |
Handles starting Lean for a given parameter set More... | |
override void | AbortLean (string backtestId) |
Stops lean process More... | |
override void | SendUpdate () |
Sends an update of the current optimization status to the user More... | |
Protected Member Functions inherited from QuantConnect.Optimizer.LeanOptimizer | |
LeanOptimizer (OptimizationNodePacket nodePacket) | |
Creates a new instance More... | |
virtual void | TriggerOnEndEvent () |
Triggers the optimization job end event More... | |
virtual string | GetBacktestName (ParameterSet parameterSet) |
Get's a new backtest name More... | |
virtual void | NewResult (string jsonBacktestResult, string backtestId) |
Handles a new backtest json result matching a requested backtest id More... | |
string | GetLogDetails () |
Helper method to have pretty more informative logs More... | |
virtual void | SetOptimizationStatus (OptimizationStatus optimizationStatus) |
Sets the current optimization status More... | |
Additional Inherited Members | |
Protected Attributes inherited from QuantConnect.Optimizer.LeanOptimizer | |
int | CompletedBacktests => _failedBacktest + _completedBacktest |
The total completed backtests count More... | |
bool | Disposed => _disposed |
Indicates whether optimizer was disposed More... | |
Properties inherited from QuantConnect.Optimizer.LeanOptimizer | |
OptimizationStatus | Status = OptimizationStatus.New [get] |
The current optimization status More... | |
Target | OptimizationTarget [get] |
The optimization target More... | |
ConcurrentDictionary< string, ParameterSet > | RunningParameterSetForBacktest [get] |
Collection holding ParameterSet for each backtest id we are waiting to finish More... | |
ConcurrentQueue< ParameterSet > | PendingParameterSet [get] |
Collection holding ParameterSet for each backtest id we are waiting to launch More... | |
IOptimizationStrategy | Strategy [get] |
The optimization strategy being used More... | |
OptimizationNodePacket | NodePacket [get] |
The optimization packet More... | |
Events inherited from QuantConnect.Optimizer.LeanOptimizer | |
EventHandler< OptimizationResult > | Ended |
Event triggered when the optimization work ended More... | |
Optimizer implementation that launches Lean as a local process
Definition at line 30 of file ConsoleLeanOptimizer.cs.
QuantConnect.Optimizer.Launcher.ConsoleLeanOptimizer.ConsoleLeanOptimizer | ( | OptimizationNodePacket | nodePacket | ) |
Creates a new instance
nodePacket | The optimization node packet to handle |
Definition at line 41 of file ConsoleLeanOptimizer.cs.
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protectedvirtual |
Handles starting Lean for a given parameter set
parameterSet | The parameter set for the backtest to run |
backtestName | The backtest name to use |
Implements QuantConnect.Optimizer.LeanOptimizer.
Definition at line 80 of file ConsoleLeanOptimizer.cs.
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protectedvirtual |
Stops lean process
backtestId | Specified backtest id |
Implements QuantConnect.Optimizer.LeanOptimizer.
Definition at line 128 of file ConsoleLeanOptimizer.cs.
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protectedvirtual |
Sends an update of the current optimization status to the user
Implements QuantConnect.Optimizer.LeanOptimizer.
Definition at line 141 of file ConsoleLeanOptimizer.cs.