QuantConnect.Optimizer.Objectives.Constraint Class Reference
A backtest optimization constraint. Allows specifying statistical constraints for the optimization, eg. a backtest can't have a DrawDown less than 10% More...
Inheritance diagram for QuantConnect.Optimizer.Objectives.Constraint:
Public Member Functions | |
| Constraint () | |
| Empty Constraint constructor More... | |
| 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, set] |
| The target comparison operation, eg. 'Greater' More... | |
 Properties inherited from QuantConnect.Optimizer.Objectives.Objective | |
| string?? | Target [get, set] |
| Target; property of json file we want to track More... | |
| decimal? | TargetValue [get, set] |
| Target value More... | |
| decimal? | OldTargetValue [get, set] |
| Target value More... | |
Additional Inherited Members | |
| Protected Member Functions inherited from QuantConnect.Optimizer.Objectives.Objective | |
| Objective () | |
| Creates a new instance of Objective class More... | |
| Objective (string target, decimal? targetValue) | |
| Creates a new instance More... | |
Detailed Description
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.
Constructor & Destructor Documentation
◆ Constraint() [1/2]
| QuantConnect.Optimizer.Objectives.Constraint.Constraint | ( | ) |
Empty Constraint constructor
Definition at line 40 of file Constraint.cs.
◆ Constraint() [2/2]
| QuantConnect.Optimizer.Objectives.Constraint.Constraint | ( | string | target, |
| ComparisonOperatorTypes @ | operator, | ||
| decimal? | targetValue | ||
| ) |
Creates a new instance
Definition at line 48 of file Constraint.cs.
Member Function Documentation
◆ IsMet()
| bool QuantConnect.Optimizer.Objectives.Constraint.IsMet | ( | string | jsonBacktestResult | ) |
Asserts the constraint is met
Definition at line 61 of file Constraint.cs.
◆ ToString()
| override string QuantConnect.Optimizer.Objectives.Constraint.ToString | ( | ) |
Pretty representation of a constraint
Definition at line 82 of file Constraint.cs.
Property Documentation
◆ Operator
|
getset |
The target comparison operation, eg. 'Greater'
Definition at line 35 of file Constraint.cs.
The documentation for this class was generated from the following file:
- Common/Optimizer/Objectives/Constraint.cs
