Lean
$LEAN_TAG$
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Base class for optimization Objectives.Target and Constraint More...
Protected Member Functions | |
Objective (string target, decimal? targetValue) | |
Creates a new instance More... | |
Properties | |
string | Target [get] |
Target; property of json file we want to track More... | |
decimal? | TargetValue [get] |
Target value More... | |
Base class for optimization Objectives.Target and Constraint
Definition at line 26 of file Objective.cs.
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protected |
Creates a new instance
Definition at line 47 of file Objective.cs.
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get |
Target; property of json file we want to track
Definition at line 34 of file Objective.cs.
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get |
Target value
For Objectives.Target if defined and backtest complies with the targets then finish optimization
For Constraint non optional, the value of the target constraint
Definition at line 42 of file Objective.cs.