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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.