Lean
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A backtest optimization constraint. Allows specifying statistical constraints for the optimization, eg. a backtest can't have a DrawDown less than 10% More...
Public Member Functions | |
Constraint (string target, ComparisonOperatorTypes @operator, decimal? targetValue) | |
Creates a new instance More... | |
bool | IsMet (string jsonBacktestResult) |
Asserts the constraint is met More... | |
override string | ToString () |
Pretty representation of a constraint More... | |
Properties | |
ComparisonOperatorTypes | Operator [get] |
The target comparison operation, eg. 'Greater' More... | |
Properties inherited from QuantConnect.Optimizer.Objectives.Objective | |
string | Target [get] |
Target; property of json file we want to track More... | |
decimal? | TargetValue [get] |
Target value More... | |
Additional Inherited Members | |
Protected Member Functions inherited from QuantConnect.Optimizer.Objectives.Objective | |
Objective (string target, decimal? targetValue) | |
Creates a new instance More... | |
A backtest optimization constraint. Allows specifying statistical constraints for the optimization, eg. a backtest can't have a DrawDown less than 10%
Definition at line 29 of file Constraint.cs.
QuantConnect.Optimizer.Objectives.Constraint.Constraint | ( | string | target, |
ComparisonOperatorTypes @ | operator, | ||
decimal? | targetValue | ||
) |
Creates a new instance
Definition at line 40 of file Constraint.cs.
bool QuantConnect.Optimizer.Objectives.Constraint.IsMet | ( | string | jsonBacktestResult | ) |
Asserts the constraint is met
Definition at line 53 of file Constraint.cs.
override string QuantConnect.Optimizer.Objectives.Constraint.ToString | ( | ) |
Pretty representation of a constraint
Definition at line 74 of file Constraint.cs.
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get |
The target comparison operation, eg. 'Greater'
Definition at line 35 of file Constraint.cs.