QuantConnect.Optimizer.Parameters.OptimizationStepParameter Class Reference

Defines the step based optimization parameter More...

Inheritance diagram for QuantConnect.Optimizer.Parameters.OptimizationStepParameter:

Public Member Functions
	OptimizationStepParameter (string name, decimal min, decimal max)
	Create an instance of OptimizationParameter based on configuration More...
	OptimizationStepParameter (string name, decimal min, decimal max, decimal step)
	Create an instance of OptimizationParameter based on configuration More...
	OptimizationStepParameter (string name, decimal min, decimal max, decimal step, decimal minStep)
	Create an instance of OptimizationParameter based on configuration More...
Public Member Functions inherited from QuantConnect.Optimizer.Parameters.OptimizationParameter
bool	Equals (OptimizationParameter other)
	Indicates whether the current object is equal to another object of the same type. More...
override bool	Equals (object obj)
	Determines whether the specified object is equal to the current object. More...
override int	GetHashCode ()
	Serves as the default hash function. More...

Properties
decimal	MinValue [get]
	Minimum value of optimization parameter, applicable for boundary conditions More...
decimal	MaxValue [get]
	Maximum value of optimization parameter, applicable for boundary conditions More...
decimal?	Step [get, set]
	Movement, should be positive More...
decimal?	MinStep [get, set]
	Minimal possible movement for current parameter, should be positive More...
Properties inherited from QuantConnect.Optimizer.Parameters.OptimizationParameter
string	Name [get]
	Name of optimization parameter More...

Additional Inherited Members
Protected Member Functions inherited from QuantConnect.Optimizer.Parameters.OptimizationParameter
	OptimizationParameter (string name)
	Create an instance of OptimizationParameter based on configuration More...

Detailed Description

Defines the step based optimization parameter

Definition at line 24 of file OptimizationStepParameter.cs.

Constructor & Destructor Documentation

OptimizationStepParameter() [1/3]

QuantConnect.Optimizer.Parameters.OptimizationStepParameter.OptimizationStepParameter	(	string	name,
		decimal	min,
		decimal	max
	)

Create an instance of OptimizationParameter based on configuration

Parameters

name	parameter name
min	minimal value
max	maximal value

Definition at line 59 of file OptimizationStepParameter.cs.

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OptimizationStepParameter() [2/3]

QuantConnect.Optimizer.Parameters.OptimizationStepParameter.OptimizationStepParameter	(	string	name,
		decimal	min,
		decimal	max,
		decimal	step
	)

Create an instance of OptimizationParameter based on configuration

Parameters

name	parameter name
min	minimal value
max	maximal value
step	movement

Definition at line 78 of file OptimizationStepParameter.cs.

OptimizationStepParameter() [3/3]

QuantConnect.Optimizer.Parameters.OptimizationStepParameter.OptimizationStepParameter	(	string	name,
		decimal	min,
		decimal	max,
		decimal	step,
		decimal	minStep
	)

Create an instance of OptimizationParameter based on configuration

Parameters

name	parameter name
min	minimal value
max	maximal value
step	movement
minStep	minimal possible movement

Definition at line 92 of file OptimizationStepParameter.cs.

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Property Documentation

MinValue

decimal QuantConnect.Optimizer.Parameters.OptimizationStepParameter.MinValue

get

Minimum value of optimization parameter, applicable for boundary conditions

Definition at line 30 of file OptimizationStepParameter.cs.

MaxValue

decimal QuantConnect.Optimizer.Parameters.OptimizationStepParameter.MaxValue

get

Maximum value of optimization parameter, applicable for boundary conditions

Definition at line 36 of file OptimizationStepParameter.cs.

Step

decimal? QuantConnect.Optimizer.Parameters.OptimizationStepParameter.Step

getset

Movement, should be positive

Definition at line 42 of file OptimizationStepParameter.cs.

MinStep

decimal? QuantConnect.Optimizer.Parameters.OptimizationStepParameter.MinStep

getset

Minimal possible movement for current parameter, should be positive

Used by Strategies.EulerSearchOptimizationStrategy to determine when this parameter can no longer be optimized

Definition at line 51 of file OptimizationStepParameter.cs.

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

• Common/Optimizer/Parameters/OptimizationStepParameter.cs