Backtest self-categorization

[jhonabreul]

Description

• Backtest name can now be set from the algorithm's Initialize method.
• The algorithm name is limited to at most 200 characters.
• Additionally, backtests can be tagged using the AddTag and SetTags for categorization.
• Tags can be set outside the the Initialize method and are limited to at most 20 tags per backtest.

Example:

public override void Initialize()
{
    SetStartDate(2024, 01, 05);
    SetEndDate(2024, 01, 05);
    SetCash(100000);

    // ...

    SetName("Backtest Name");

    AddTag("Some tag");
    AddTag("Another tag");
}

def Initialize(self):
{
    self.SetStartDate(2024, 01, 05)
    self.SetEndDate(2024, 01, 05)
    self.SetCash(100000)

    # ...

    self.SetName("Backtest Name")

    self.AddTag("Some tag")
    self.AddTag("Another tag")
}

The final name and tags are available in the results' file "AlgorithmConfiguration" property:

{
  ...,
  "AlgorithmConfiguration": {
    "Name": "Backtest Name",
    "Tags": [
      "Some tag",
      "Another tag"
    ],
    "AccountCurrency": "USD",
    "Brokerage": 0,
    "AccountType": 0,
    "Parameters": {
      "intrinio-username": "",
      "intrinio-password": "",
      "ema-fast": "10",
      "ema-slow": "20"
    },
    "OutOfSampleMaxEndDate": null,
    "OutOfSampleDays": 0,
    "StartDate": "2015-12-24 00:00:00",
    "EndDate": "2015-12-24 23:59:59"
  }
}

During backtest run, name and tags updates are also communicated through the messaging handler using the new packet classes AlgorithmNameUpdatePacket and AlgorithmTagsUpdatePacket .

Related Issue

Close #7534

Motivation and Context

Requires Documentation Change

How Has This Been Tested?

Backtest runs

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• Refactor (non-breaking change which improves implementation)
• Performance (non-breaking change which improves performance. Please add associated performance test and results)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Non-functional change (xml comments/documentation/etc)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

[Martin-Molinero]

Thank you! Looks good, minor comments shared

[Martin-Molinero]

Thank you 👍 looking good, shared mind comments