AlgorithmConfiguration
QuantConnect.AlgorithmConfiguration
AlgorithmConfiguration(
name: str,
tags: ISet[str],
account_currency: str,
brokerage_name: BrokerageName,
account_type: AccountType,
parameters: IReadOnlyDictionary[str, str],
start_date: Union[datetime, date],
end_date: Union[datetime, date],
out_of_sample_max_end_date: Optional[datetime],
out_of_sample_days: int = 0,
trading_days_per_year: int = 0,
)
AlgorithmConfiguration()
Bases: Object
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.
Signature descriptions:
-
Initializes a new instance of the AlgorithmConfiguration class
-
Initializes a new empty instance of the AlgorithmConfiguration class
name
name: str
The algorithm's name
tags
tags: ISet[str]
List of tags associated with the algorithm
account_currency
account_currency: str
The algorithm's account currency
parameters
parameters: IReadOnlyDictionary[str, str]
The parameters used by the algorithm
out_of_sample_max_end_date
out_of_sample_max_end_date: Optional[datetime]
Backtest maximum end date
out_of_sample_days
out_of_sample_days: int
The backtest out of sample day count
start_date
start_date: datetime
The backtest start date
end_date
end_date: datetime
The backtest end date
trading_days_per_year
trading_days_per_year: int
Number of trading days per year for Algorithm's portfolio statistics.
create
create(
algorithm: IAlgorithm,
backtest_node_packet: BacktestNodePacket,
) -> AlgorithmConfiguration
Provides a convenience method for creating a AlgorithmConfiguration for a given algorithm.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
algorithm
|
IAlgorithm
|
Algorithm for which the configuration object is being created |
required |
backtest_node_packet
|
BacktestNodePacket
|
The associated backtest node packet if any |
required |
Returns:
| Type | Description |
|---|---|
AlgorithmConfiguration
|
A new AlgorithmConfiguration object for the specified algorithm. |