Base Lean optimizer class in charge of handling an optimization job packet More...

Inheritance diagram for QuantConnect.Optimizer.LeanOptimizer:

Public Member Functions
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
	LeanOptimizer (OptimizationNodePacket nodePacket)
	Creates a new instance More...

virtual void	TriggerOnEndEvent ()
	Triggers the optimization job end event More...

abstract string	RunLean (ParameterSet parameterSet, string backtestName)
	Handles starting Lean for a given parameter set 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...

abstract void	AbortLean (string backtestId)
	Handles stopping Lean process More...

abstract void	SendUpdate ()
	Sends an update of the current optimization status to the user More...

virtual void	SetOptimizationStatus (OptimizationStatus optimizationStatus)
	Sets the current optimization status More...

Protected Attributes
int	CompletedBacktests => _failedBacktest + _completedBacktest
	The total completed backtests count More...

bool	Disposed => _disposed
	Indicates whether optimizer was disposed More...

Properties
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
EventHandler< OptimizationResult >	Ended
	Event triggered when the optimization work ended More...

Detailed Description

Base Lean optimizer class in charge of handling an optimization job packet

Definition at line 33 of file LeanOptimizer.cs.

Constructor & Destructor Documentation

◆ LeanOptimizer()

QuantConnect.Optimizer.LeanOptimizer.LeanOptimizer ( OptimizationNodePacket nodePacket )

protected

Creates a new instance

Parameters

nodePacket The optimization node packet to handle

Definition at line 99 of file LeanOptimizer.cs.

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Member Function Documentation

◆ Start()

virtual void QuantConnect.Optimizer.LeanOptimizer.Start ( )

virtual

Starts the optimization

Definition at line 141 of file LeanOptimizer.cs.

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◆ TriggerOnEndEvent()

virtual void QuantConnect.Optimizer.LeanOptimizer.TriggerOnEndEvent ( )

protectedvirtual

Triggers the optimization job end event

Definition at line 163 of file LeanOptimizer.cs.

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◆ RunLean()

abstract string QuantConnect.Optimizer.LeanOptimizer.RunLean	(	ParameterSet	parameterSet,
		string	backtestName
	)

protectedpure virtual

Handles starting Lean for a given parameter set

Parameters

parameterSet	The parameter set for the backtest to run
backtestName	The backtest name to use

Returns: The new unique backtest id

Implemented in QuantConnect.Optimizer.Launcher.ConsoleLeanOptimizer.

◆ GetBacktestName()

virtual string QuantConnect.Optimizer.LeanOptimizer.GetBacktestName ( ParameterSet parameterSet )

protectedvirtual

Get's a new backtest name

Definition at line 202 of file LeanOptimizer.cs.

◆ NewResult()

virtual void QuantConnect.Optimizer.LeanOptimizer.NewResult	(	string	jsonBacktestResult,
		string	backtestId
	)

protectedvirtual

Handles a new backtest json result matching a requested backtest id

Parameters

jsonBacktestResult	The backtest json result
backtestId	The associated backtest id

Definition at line 212 of file LeanOptimizer.cs.

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◆ Dispose()

virtual void QuantConnect.Optimizer.LeanOptimizer.Dispose ( )

virtual

Disposes of any resources

Definition at line 267 of file LeanOptimizer.cs.

◆ GetCurrentEstimate()

int QuantConnect.Optimizer.LeanOptimizer.GetCurrentEstimate ( )

Returns the current optimization status and strategy estimates

Definition at line 280 of file LeanOptimizer.cs.

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◆ GetRuntimeStatistics()

Dictionary<string, string> QuantConnect.Optimizer.LeanOptimizer.GetRuntimeStatistics ( )

Get the current runtime statistics

Definition at line 288 of file LeanOptimizer.cs.

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◆ GetLogDetails()

string QuantConnect.Optimizer.LeanOptimizer.GetLogDetails ( )

protected

Helper method to have pretty more informative logs

Definition at line 309 of file LeanOptimizer.cs.

◆ AbortLean()

abstract void QuantConnect.Optimizer.LeanOptimizer.AbortLean ( string backtestId )

protectedpure virtual

Handles stopping Lean process

Parameters

backtestId Specified backtest id

Implemented in QuantConnect.Optimizer.Launcher.ConsoleLeanOptimizer.

◆ SendUpdate()

abstract void QuantConnect.Optimizer.LeanOptimizer.SendUpdate ( )

protectedpure virtual

Sends an update of the current optimization status to the user

Implemented in QuantConnect.Optimizer.Launcher.ConsoleLeanOptimizer.

◆ SetOptimizationStatus()

virtual void QuantConnect.Optimizer.LeanOptimizer.SetOptimizationStatus ( OptimizationStatus optimizationStatus )

protectedvirtual

Sets the current optimization status

Parameters

optimizationStatus The new optimization status

Definition at line 333 of file LeanOptimizer.cs.

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Member Data Documentation

◆ CompletedBacktests

int QuantConnect.Optimizer.LeanOptimizer.CompletedBacktests => _failedBacktest + _completedBacktest

protected

The total completed backtests count

Definition at line 47 of file LeanOptimizer.cs.

◆ Disposed

bool QuantConnect.Optimizer.LeanOptimizer.Disposed => _disposed

protected

Indicates whether optimizer was disposed

Definition at line 88 of file LeanOptimizer.cs.

Property Documentation

◆ Status

OptimizationStatus QuantConnect.Optimizer.LeanOptimizer.Status = OptimizationStatus.New

getprotected

The current optimization status

Definition at line 57 of file LeanOptimizer.cs.

◆ OptimizationTarget

Target QuantConnect.Optimizer.LeanOptimizer.OptimizationTarget

getprotected

The optimization target

Definition at line 62 of file LeanOptimizer.cs.

◆ RunningParameterSetForBacktest

ConcurrentDictionary<string, ParameterSet> QuantConnect.Optimizer.LeanOptimizer.RunningParameterSetForBacktest

getprotected

Collection holding ParameterSet for each backtest id we are waiting to finish

Definition at line 67 of file LeanOptimizer.cs.

◆ PendingParameterSet

ConcurrentQueue<ParameterSet> QuantConnect.Optimizer.LeanOptimizer.PendingParameterSet

getprotected

Collection holding ParameterSet for each backtest id we are waiting to launch

We can't launch 1 million backtests at the same time

Definition at line 73 of file LeanOptimizer.cs.

◆ Strategy

IOptimizationStrategy QuantConnect.Optimizer.LeanOptimizer.Strategy

getprotected

The optimization strategy being used

Definition at line 78 of file LeanOptimizer.cs.

◆ NodePacket

OptimizationNodePacket QuantConnect.Optimizer.LeanOptimizer.NodePacket

getprotected

The optimization packet

Definition at line 83 of file LeanOptimizer.cs.

Event Documentation

◆ Ended

EventHandler<OptimizationResult> QuantConnect.Optimizer.LeanOptimizer.Ended

Event triggered when the optimization work ended

Definition at line 93 of file LeanOptimizer.cs.

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

Optimizer/LeanOptimizer.cs

Public Member Functions

Protected Member Functions

Protected Attributes

Properties

Events

Detailed Description

Constructor & Destructor Documentation

◆ LeanOptimizer()

Member Function Documentation

◆ Start()

◆ TriggerOnEndEvent()

◆ RunLean()

◆ GetBacktestName()

◆ NewResult()

◆ Dispose()

◆ GetCurrentEstimate()

◆ GetRuntimeStatistics()

◆ GetLogDetails()

◆ AbortLean()

◆ SendUpdate()

◆ SetOptimizationStatus()

Member Data Documentation

◆ CompletedBacktests

◆ Disposed

Property Documentation

◆ Status

◆ OptimizationTarget

◆ RunningParameterSetForBacktest

◆ PendingParameterSet

◆ Strategy

◆ NodePacket

Event Documentation

◆ Ended