Defines the step based optimization parameter More...
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 57 of file OptimizationStepParameter.cs.
◆ 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 76 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 90 of file OptimizationStepParameter.cs.
Property Documentation
◆ MinValue
|
get |
Minimum value of optimization parameter, applicable for boundary conditions
Definition at line 30 of file OptimizationStepParameter.cs.
◆ MaxValue
|
get |
Maximum value of optimization parameter, applicable for boundary conditions
Definition at line 36 of file OptimizationStepParameter.cs.
◆ Step
|
getset |
Movement, should be positive
Definition at line 42 of file OptimizationStepParameter.cs.
◆ 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 49 of file OptimizationStepParameter.cs.
The documentation for this class was generated from the following file:
- Common/Optimizer/Parameters/OptimizationStepParameter.cs
