Camel case results

- Camel case lean results and streamed packets
QuantConnect · Apr 26, 2024 · cec0bfc · cec0bfc
1 parent b527a3d
commit cec0bfc
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Showing 11 changed files with 149 additions and 69 deletions.
diff --git a/Common/AlgorithmConfiguration.cs b/Common/AlgorithmConfiguration.cs
@@ -32,71 +32,71 @@ public class AlgorithmConfiguration
         /// <summary>
         /// The algorithm's name
         /// </summary>
-        [JsonProperty(PropertyName = "Name")]
+        [JsonProperty(PropertyName = "name")]
         public string Name;
 
         /// <summary>
         /// List of tags associated with the algorithm
         /// </summary>
-        [JsonProperty(PropertyName = "Tags")]
+        [JsonProperty(PropertyName = "tags")]
         public ISet<string> Tags;
 
         /// <summary>
         /// The algorithm's account currency
         /// </summary>
-        [JsonProperty(PropertyName = "AccountCurrency", NullValueHandling = NullValueHandling.Ignore)]
+        [JsonProperty(PropertyName = "accountCurrency", NullValueHandling = NullValueHandling.Ignore)]
         public string AccountCurrency;
 
         /// <summary>
         /// The algorithm's brokerage model
         /// </summary>
         /// <remarks> Required to set the correct brokerage model on report generation.</remarks>
-        [JsonProperty(PropertyName = "Brokerage")]
+        [JsonProperty(PropertyName = "brokerage")]
         public BrokerageName BrokerageName;
 
         /// <summary>
         /// The algorithm's account type
         /// </summary>
         /// <remarks> Required to set the correct brokerage model on report generation.</remarks>
-        [JsonProperty(PropertyName = "AccountType")]
+        [JsonProperty(PropertyName = "accountType")]
         public AccountType AccountType;
 
         /// <summary>
         /// The parameters used by the algorithm
         /// </summary>
-        [JsonProperty(PropertyName = "Parameters")]
+        [JsonProperty(PropertyName = "parameters")]
         public IReadOnlyDictionary<string, string> Parameters;
 
         /// <summary>
         /// Backtest maximum end date
         /// </summary>
-        [JsonProperty(PropertyName = "OutOfSampleMaxEndDate")]
+        [JsonProperty(PropertyName = "outOfSampleMaxEndDate")]
         public DateTime? OutOfSampleMaxEndDate;
 
         /// <summary>
         /// The backtest out of sample day count
         /// </summary>
-        [JsonProperty(PropertyName = "OutOfSampleDays")]
+        [JsonProperty(PropertyName = "outOfSampleDays")]
         public int OutOfSampleDays;
 
         /// <summary>
         /// The backtest start date
         /// </summary>
-        [JsonProperty(PropertyName = "StartDate")]
+        [JsonProperty(PropertyName = "startDate")]
         [JsonConverter(typeof(DateTimeJsonConverter), DateFormat.UI)]
         public DateTime StartDate;
 
         /// <summary>
         /// The backtest end date
         /// </summary>
-        [JsonProperty(PropertyName = "EndDate")]
+        [JsonProperty(PropertyName = "endDate")]
         [JsonConverter(typeof(DateTimeJsonConverter), DateFormat.UI)]
         public DateTime EndDate;
 
         /// <summary>
         /// Number of trading days per year for Algorithm's portfolio statistics.
         /// </summary>
-        [JsonProperty(PropertyName = "TradingDaysPerYear")]
+        [JsonProperty(PropertyName = "tradingDaysPerYear")]
         public int TradingDaysPerYear;
 
         /// <summary>

diff --git a/Common/Chart.cs b/Common/Chart.cs
@@ -18,8 +18,8 @@
 using System.Data;
 using System.Drawing;
 using Newtonsoft.Json;
+using Newtonsoft.Json.Serialization;
 using QuantConnect.Logging;
-using QuantConnect.Util;
 
 namespace QuantConnect
 {
@@ -28,27 +28,32 @@ namespace QuantConnect
     /// </summary>
     public class Chart
     {
-        /// Name of the Chart:
+        /// <summary>
+        /// Name of the Chart
+        /// </summary>
+        [JsonProperty("name")]
         public string Name = "";
 
         /// Type of the Chart, Overlayed or Stacked.
         [Obsolete("ChartType is now obsolete. Please use Series indexes instead by setting index in the series constructor.")]
+        [JsonProperty("chartType")]
         public ChartType ChartType = ChartType.Overlay;
 
         /// List of Series Objects for this Chart:
         [JsonConverter(typeof(ChartSeriesJsonConverter))]
+        [JsonProperty("series")]
         public Dictionary<string, BaseSeries> Series = new Dictionary<string, BaseSeries>();
 
         /// <summary>
         /// Associated symbol if any, making this an asset plot
         /// </summary>
-        [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
+        [JsonProperty("symbol", DefaultValueHandling = DefaultValueHandling.Ignore)]
         public Symbol Symbol { get; set; }
 
         /// <summary>
         /// True to hide this series legend from the chart
         /// </summary>
-        [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
+        [JsonProperty("legendDisabled", DefaultValueHandling = DefaultValueHandling.Ignore)]
         public bool LegendDisabled { get; set; }
 
         /// <summary>

diff --git a/Common/Global.cs b/Common/Global.cs
@@ -65,41 +65,43 @@ public static class DateFormat
     public class Holding
     {
         /// Symbol of the Holding:
+        [JsonProperty("symbol")]
         public Symbol Symbol = Symbol.Empty;
 
         /// Type of the security
         [JsonIgnore]
         public SecurityType Type => Symbol.SecurityType;
 
         /// The currency symbol of the holding, such as $
+        [JsonProperty("currencySymbol")]
         public string CurrencySymbol;
 
         /// Average Price of our Holding in the currency the symbol is traded in
-        [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
+        [JsonProperty("averagePrice", DefaultValueHandling = DefaultValueHandling.Ignore)]
         public decimal AveragePrice;
 
         /// Quantity of Symbol We Hold.
-        [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
+        [JsonProperty("quantity", DefaultValueHandling = DefaultValueHandling.Ignore)]
         public decimal Quantity;
 
         /// Current Market Price of the Asset in the currency the symbol is traded in
-        [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
+        [JsonProperty("marketPrice", DefaultValueHandling = DefaultValueHandling.Ignore)]
         public decimal MarketPrice;
 
         /// Current market conversion rate into the account currency
-        [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
+        [JsonProperty("conversionRate", DefaultValueHandling = DefaultValueHandling.Ignore)]
         public decimal? ConversionRate;
 
         /// Current market value of the holding
-        [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
+        [JsonProperty("marketValue", DefaultValueHandling = DefaultValueHandling.Ignore)]
         public decimal MarketValue;
 
         /// Current unrealized P/L of the holding
-        [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
+        [JsonProperty("unrealizedPnL", DefaultValueHandling = DefaultValueHandling.Ignore)]
         public decimal UnrealizedPnL;
 
         /// Current unrealized P/L % of the holding
-        [JsonProperty(DefaultValueHandling = DefaultValueHandling.Ignore)]
+        [JsonProperty("unrealizedPnLPercent", DefaultValueHandling = DefaultValueHandling.Ignore)]
         public decimal UnrealizedPnLPercent;
 
         /// Create a new default holding:

diff --git a/Common/Packets/BacktestResultPacket.cs b/Common/Packets/BacktestResultPacket.cs
@@ -221,11 +221,13 @@ public class BacktestResult : Result
         /// <summary>
         /// Rolling window detailed statistics.
         /// </summary>
+        [JsonProperty(PropertyName = "rollingWindow")]
         public Dictionary<string, AlgorithmPerformance> RollingWindow = new Dictionary<string, AlgorithmPerformance>();
 
         /// <summary>
         /// Rolling window detailed statistics.
         /// </summary>
+        [JsonProperty(PropertyName = "totalPerformance")]
         public AlgorithmPerformance TotalPerformance = null;
 
         /// <summary>

diff --git a/Common/Packets/LiveResultPacket.cs b/Common/Packets/LiveResultPacket.cs
@@ -153,7 +153,7 @@ public class LiveResult : Result
         /// <summary>
         /// Holdings dictionary of algorithm holdings information
         /// </summary>
-        [JsonProperty(PropertyName = "Holdings", NullValueHandling = NullValueHandling.Ignore)]
+        [JsonProperty(PropertyName = "holdings", NullValueHandling = NullValueHandling.Ignore)]
         public IDictionary<string, Holding> Holdings;
 
         /// <summary>
@@ -179,19 +179,19 @@ public CashBook CashBook
         /// <summary>
         /// Cash for the algorithm's live results.
         /// </summary>
-        [JsonProperty(PropertyName = "Cash", NullValueHandling = NullValueHandling.Ignore)]
+        [JsonProperty(PropertyName = "cash", NullValueHandling = NullValueHandling.Ignore)]
         public Dictionary<string, Cash> Cash;
 
         /// <summary>
         /// The algorithm's account currency
         /// </summary>
-        [JsonProperty(PropertyName = "AccountCurrency", NullValueHandling = NullValueHandling.Ignore)]
+        [JsonProperty(PropertyName = "accountCurrency", NullValueHandling = NullValueHandling.Ignore)]
         public string AccountCurrency;
 
         /// <summary>
         /// The algorithm's account currency
         /// </summary>
-        [JsonProperty(PropertyName = "AccountCurrencySymbol", NullValueHandling = NullValueHandling.Ignore)]
+        [JsonProperty(PropertyName = "accountCurrencySymbol", NullValueHandling = NullValueHandling.Ignore)]
         public string AccountCurrencySymbol;
 
         /// <summary>

diff --git a/Common/Result.cs b/Common/Result.cs
@@ -31,56 +31,56 @@ public class Result
         /// <summary>
         /// Charts updates for the live algorithm since the last result packet
         /// </summary>
-        [JsonProperty(PropertyName = "Charts", NullValueHandling = NullValueHandling.Ignore)]
+        [JsonProperty(PropertyName = "charts", NullValueHandling = NullValueHandling.Ignore)]
         public IDictionary<string, Chart> Charts;
 
         /// <summary>
         /// Order updates since the last result packet
         /// </summary>
-        [JsonProperty(PropertyName = "Orders", NullValueHandling = NullValueHandling.Ignore)]
+        [JsonProperty(PropertyName = "orders", NullValueHandling = NullValueHandling.Ignore)]
         public IDictionary<int, Order> Orders;
 
         /// <summary>
         /// OrderEvent updates since the last result packet
         /// </summary>
-        [JsonProperty(PropertyName = "OrderEvents", NullValueHandling = NullValueHandling.Ignore)]
+        [JsonProperty(PropertyName = "orderEvents", NullValueHandling = NullValueHandling.Ignore)]
         public List<OrderEvent> OrderEvents;
 
         /// <summary>
         /// Trade profit and loss information since the last algorithm result packet
         /// </summary>
-        [JsonProperty(PropertyName = "ProfitLoss", NullValueHandling = NullValueHandling.Ignore)]
+        [JsonProperty(PropertyName = "profitLoss", NullValueHandling = NullValueHandling.Ignore)]
         public IDictionary<DateTime, decimal> ProfitLoss;
 
         /// <summary>
         /// Statistics information sent during the algorithm operations.
         /// </summary>
         /// <remarks>Intended for update mode -- send updates to the existing statistics in the result GUI. If statistic key does not exist in GUI, create it</remarks>
-        [JsonProperty(PropertyName = "Statistics", NullValueHandling = NullValueHandling.Ignore)]
+        [JsonProperty(PropertyName = "statistics", NullValueHandling = NullValueHandling.Ignore)]
         public IDictionary<string, string> Statistics;
 
         /// <summary>
         /// Runtime banner/updating statistics in the title banner of the live algorithm GUI.
         /// </summary>
-        [JsonProperty(PropertyName = "RuntimeStatistics", NullValueHandling = NullValueHandling.Ignore)]
+        [JsonProperty(PropertyName = "runtimeStatistics", NullValueHandling = NullValueHandling.Ignore)]
         public IDictionary<string, string> RuntimeStatistics;
 
         /// <summary>
         /// State of the result packet.
         /// </summary>
-        [JsonProperty(PropertyName = "State", NullValueHandling = NullValueHandling.Ignore)]
+        [JsonProperty(PropertyName = "state", NullValueHandling = NullValueHandling.Ignore)]
         public IDictionary<string, string> State;
 
         /// <summary>
         /// Server status information, including CPU/RAM usage, ect...
         /// </summary>
-        [JsonProperty(PropertyName = "ServerStatistics", NullValueHandling = NullValueHandling.Ignore)]
+        [JsonProperty(PropertyName = "serverStatistics", NullValueHandling = NullValueHandling.Ignore)]
         public IDictionary<string, string> ServerStatistics;
 
         /// <summary>
         /// The algorithm's configuration required for report generation
         /// </summary>
-        [JsonProperty(PropertyName = "AlgorithmConfiguration", NullValueHandling = NullValueHandling.Ignore)]
+        [JsonProperty(PropertyName = "algorithmConfiguration", NullValueHandling = NullValueHandling.Ignore)]
         public AlgorithmConfiguration AlgorithmConfiguration;
 
         /// <summary>

diff --git a/Common/Securities/Cash.cs b/Common/Securities/Cash.cs
@@ -100,18 +100,21 @@ private void OnConversionRateUpdated(object sender, decimal e)
         /// Gets the symbol used to represent this cash
         /// </summary>
         [ProtoMember(1)]
+        [JsonProperty("symbol")]
         public string Symbol { get; }
 
         /// <summary>
         /// Gets or sets the amount of cash held
         /// </summary>
         [ProtoMember(2)]
+        [JsonProperty("amount")]
         public decimal Amount { get; private set; }
 
         /// <summary>
         /// Gets the conversion rate into account currency
         /// </summary>
         [ProtoMember(3)]
+        [JsonProperty("conversionRate")]
         public decimal ConversionRate
         {
             get
@@ -133,11 +136,13 @@ internal set
         /// The symbol of the currency, such as $
         /// </summary>
         [ProtoMember(4)]
+        [JsonProperty("currencySymbol")]
         public string CurrencySymbol { get; }
 
         /// <summary>
         /// Gets the value of this cash in the account currency
         /// </summary>
+        [JsonProperty("valueInAccountCurrency")]
         public decimal ValueInAccountCurrency => Amount * ConversionRate;
 
         /// <summary>