QuantConnect.Optimizer.Objectives.Extremum Class Reference

Define the way to compare current real-values and the new one (candidates). It's encapsulated in different abstraction to allow configure the direction of optimization, i.e. max or min. More...

Inheritance diagram for QuantConnect.Optimizer.Objectives.Extremum:

Public Member Functions
	Extremum (Func< decimal, decimal, bool > comparer)
	Create an instance of Extremum to compare values. More...
bool	Better (decimal current, decimal candidate)
	Compares two values; identifies whether condition is met or not. More...

Detailed Description

Define the way to compare current real-values and the new one (candidates). It's encapsulated in different abstraction to allow configure the direction of optimization, i.e. max or min.

Definition at line 26 of file Extremum.cs.

Constructor & Destructor Documentation

Extremum()

QuantConnect.Optimizer.Objectives.Extremum.Extremum

(

Func< decimal, decimal, bool >

comparer

)

Create an instance of Extremum to compare values.

Parameters

comparer

The way old and new values should be compared

Definition at line 34 of file Extremum.cs.

Member Function Documentation

Better()

bool QuantConnect.Optimizer.Objectives.Extremum.Better	(	decimal	current,
		decimal	candidate
	)

Compares two values; identifies whether condition is met or not.

Parameters

current	Left operand
candidate	Right operand

Returns

Returns the result of comparer with this arguments

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The documentation for this class was generated from the following file:

• Common/Optimizer/Objectives/Extremum.cs