Minor tweaks for optimization

QuantConnect · Nov 13, 2024 · 8b3bfcd · 8b3bfcd
1 parent 1b088de
commit 8b3bfcd
Show file tree

Hide file tree

Showing 6 changed files with 39 additions and 9 deletions.
diff --git a/Common/Api/BaseOptimization.cs b/Common/Api/BaseOptimization.cs
@@ -19,6 +19,9 @@
 using QuantConnect.Optimizer.Objectives;
 using System.Collections.Generic;
 using QuantConnect.Optimizer.Parameters;
+using QuantConnect.Util;
+using Newtonsoft.Json.Converters;
+using Newtonsoft.Json.Serialization;
 
 namespace QuantConnect.Api
 {
@@ -45,6 +48,7 @@ public class BaseOptimization : RestResponse
         /// <summary>
         /// Status of the optimization
         /// </summary>
+        [JsonConverter(typeof(StringEnumConverter), converterParameters: typeof(CamelCaseNamingStrategy))]
         public OptimizationStatus Status { get; set; }
 
         /// <summary>
@@ -61,7 +65,8 @@ public class BaseOptimization : RestResponse
         /// <summary>
         /// End date of out of sample data
         /// </summary>
-        public DateTime OutOfSampleMaxEndDate { get; set; }
+        [JsonConverter(typeof(DateTimeJsonConverter), DateFormat.UI)]
+        public DateTime? OutOfSampleMaxEndDate { get; set; }
 
         /// <summary>
         /// Parameters used in this optimization
@@ -82,6 +87,7 @@ public class OptimizationSummary: BaseOptimization
         /// <summary>
         /// Date when this optimization was created
         /// </summary>
+        [JsonConverter(typeof(DateTimeJsonConverter), DateFormat.UI)]
         public DateTime Created { get; set; }
 
         /// <summary>

diff --git a/Common/Api/Optimization.cs b/Common/Api/Optimization.cs
@@ -17,6 +17,7 @@
 using System.Collections.Generic;
 using Newtonsoft.Json;
 using QuantConnect.Optimizer.Objectives;
+using QuantConnect.Util;
 
 namespace QuantConnect.Api
 {
@@ -67,10 +68,11 @@ public class Optimization : BaseOptimization
         /// Optimization strategy
         /// </summary>
         public string Strategy { get; set; }
-        
+
         /// <summary>
         /// Optimization requested date and time
         /// </summary>
+        [JsonConverter(typeof(DateTimeJsonConverter), DateFormat.UI)]
         public DateTime Requested { get; set; }
     }
 
@@ -94,5 +96,10 @@ public class OptimizationList : RestResponse
         /// Collection of summarized optimization objects
         /// </summary>
         public List<OptimizationSummary> Optimizations { get; set; }
+
+        /// <summary>
+        /// The optimization count
+        /// </summary>
+        public int Count => Optimizations?.Count ?? 0;
     }
 }
diff --git a/Common/Api/Project.cs b/Common/Api/Project.cs
@@ -150,6 +150,12 @@ public class GridChart
         /// </summary>
         [JsonProperty(PropertyName = "sort")]
         public int Sort { get; set; }
+
+        /// <summary>
+        /// Optionally related definition
+        /// </summary>
+        [JsonProperty(PropertyName = "definition")]
+        public List<string> Definition { get; set; }
     }
 
     /// <summary>

diff --git a/Common/Optimizer/Parameters/OptimizationParameterJsonConverter.cs b/Common/Optimizer/Parameters/OptimizationParameterJsonConverter.cs
@@ -60,7 +60,7 @@ JsonSerializer serializer
             )
         {
             JObject token = JObject.Load(reader);
-            var parameterName = token.GetValue("name", StringComparison.OrdinalIgnoreCase)?.Value<string>();
+            var parameterName = (token.GetValue("name", StringComparison.OrdinalIgnoreCase) ?? token.GetValue("key", StringComparison.OrdinalIgnoreCase))?.Value<string>();
             if (string.IsNullOrEmpty(parameterName))
             {
                 throw new ArgumentException(Messages.OptimizationParameterJsonConverter.OptimizationParameterNotSpecified);
@@ -70,11 +70,7 @@ JsonSerializer serializer
             JToken minToken;
             JToken maxToken;
             OptimizationParameter optimizationParameter = null;
-            if (token.TryGetValue("value", StringComparison.OrdinalIgnoreCase, out value))
-            {
-                optimizationParameter = new StaticOptimizationParameter(parameterName, value.Value<string>());
-            }
-            else if (token.TryGetValue("min", StringComparison.OrdinalIgnoreCase, out minToken) &&
+            if (token.TryGetValue("min", StringComparison.OrdinalIgnoreCase, out minToken) &&
                 token.TryGetValue("max", StringComparison.OrdinalIgnoreCase, out maxToken))
             {
                 var stepToken = token.GetValue("step", StringComparison.OrdinalIgnoreCase)?.Value<decimal>();
@@ -104,6 +100,10 @@ JsonSerializer serializer
                         maxToken.Value<decimal>());
                 }
             }
+            else if(token.TryGetValue("value", StringComparison.OrdinalIgnoreCase, out value))
+            {
+                optimizationParameter = new StaticOptimizationParameter(parameterName, value.Value<string>());
+            }
 
             if (optimizationParameter == null)
             {

diff --git a/Optimizer/OptimizationNodePacket.cs b/Optimizer/OptimizationNodePacket.cs
@@ -20,6 +20,7 @@
 using QuantConnect.Optimizer.Parameters;
 using QuantConnect.Optimizer.Strategies;
 using QuantConnect.Packets;
+using QuantConnect.Util;
 
 namespace QuantConnect.Optimizer
 {
@@ -28,6 +29,17 @@ namespace QuantConnect.Optimizer
     /// </summary>
     public class OptimizationNodePacket : Packet
     {
+        /// <summary>
+        /// The optimization name
+        /// </summary>
+        public string Name { get; set; }
+
+        /// <summary>
+        /// The creation time
+        /// </summary>
+        [JsonConverter(typeof(DateTimeJsonConverter), DateFormat.UI)]
+        public DateTime Created { get; set; }
+
         /// <summary>
         /// User Id placing request
         /// </summary>

diff --git a/Optimizer/Strategies/OptimizationStrategySettings.cs b/Optimizer/Strategies/OptimizationStrategySettings.cs
@@ -14,7 +14,6 @@
 */
 
 using System;
-using Newtonsoft.Json;
 
 namespace QuantConnect.Optimizer.Strategies
 {
-Original file line number
+Diff line change
@@ Expand Up / @@ -14,7 +14,6 @@ @@
     */
     using System;
-    using Newtonsoft.Json;
     namespace QuantConnect.Optimizer.Strategies
     {
@@ Expand Down @@