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...

Public Attributes
string	Name
	The algorithm's name More...

ISet< string >	Tags
	List of tags associated with the algorithm More...

string	AccountCurrency
	The algorithm's account currency More...

BrokerageName	BrokerageName
	The algorithm's brokerage model More...

AccountType	AccountType
	The algorithm's account type More...

IReadOnlyDictionary< string, string >	Parameters
	The parameters used by the algorithm More...

DateTime?	OutOfSampleMaxEndDate
	Backtest maximum end date More...

int	OutOfSampleDays
	The backtest out of sample day count More...

DateTime	StartDate
	The backtest start date More...

DateTime	EndDate
	The backtest end date More...

int	TradingDaysPerYear
	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 105 of file AlgorithmConfiguration.cs.

◆ AlgorithmConfiguration() [2/2]

QuantConnect.AlgorithmConfiguration.AlgorithmConfiguration ( )

Initializes a new empty instance of the AlgorithmConfiguration class

Definition at line 125 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

algorithm	Algorithm for which the configuration object is being created
backtestNodePacket	The associated backtest node packet if any

Returns: A new AlgorithmConfiguration object for the specified algorithm

Definition at line 137 of file AlgorithmConfiguration.cs.

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Member Data Documentation

◆ Name

string QuantConnect.AlgorithmConfiguration.Name

The algorithm's name

Definition at line 36 of file AlgorithmConfiguration.cs.

◆ Tags

ISet<string> QuantConnect.AlgorithmConfiguration.Tags

List of tags associated with the algorithm

Definition at line 42 of file AlgorithmConfiguration.cs.

◆ AccountCurrency

string QuantConnect.AlgorithmConfiguration.AccountCurrency

The algorithm's account currency

Definition at line 48 of file AlgorithmConfiguration.cs.

◆ BrokerageName

BrokerageName QuantConnect.AlgorithmConfiguration.BrokerageName

The algorithm's brokerage model

Required to set the correct brokerage model on report generation.

Definition at line 55 of file AlgorithmConfiguration.cs.

◆ AccountType

AccountType QuantConnect.AlgorithmConfiguration.AccountType

The algorithm's account type

Required to set the correct brokerage model on report generation.

Definition at line 62 of file AlgorithmConfiguration.cs.

◆ Parameters

IReadOnlyDictionary<string, string> QuantConnect.AlgorithmConfiguration.Parameters

The parameters used by the algorithm

Definition at line 68 of file AlgorithmConfiguration.cs.

◆ OutOfSampleMaxEndDate

DateTime? QuantConnect.AlgorithmConfiguration.OutOfSampleMaxEndDate

Backtest maximum end date

Definition at line 74 of file AlgorithmConfiguration.cs.

◆ OutOfSampleDays

int QuantConnect.AlgorithmConfiguration.OutOfSampleDays

The backtest out of sample day count

Definition at line 80 of file AlgorithmConfiguration.cs.

◆ StartDate

DateTime QuantConnect.AlgorithmConfiguration.StartDate

The backtest start date

Definition at line 87 of file AlgorithmConfiguration.cs.

◆ EndDate

DateTime QuantConnect.AlgorithmConfiguration.EndDate

The backtest end date

Definition at line 94 of file AlgorithmConfiguration.cs.

◆ TradingDaysPerYear

int QuantConnect.AlgorithmConfiguration.TradingDaysPerYear

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

Definition at line 100 of file AlgorithmConfiguration.cs.

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

Common/AlgorithmConfiguration.cs

Public Member Functions

Static Public Member Functions

Public Attributes