Advanced brute-force strategy with search in-depth for best solution on previous step More...

Inheritance diagram for QuantConnect.Optimizer.Strategies.EulerSearchOptimizationStrategy:

Public Member Functions
override void	Initialize (Target target, IReadOnlyList< Constraint > constraints, HashSet< OptimizationParameter > parameters, OptimizationStrategySettings settings)
	Initializes the strategy using generator, extremum settings and optimization parameters More...

override void	PushNewResults (OptimizationResult result)
	Checks whether new lean compute job better than previous and run new iteration if necessary. More...

Public Member Functions inherited from QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy
int	GetTotalBacktestEstimate ()
	Calculate number of parameter sets within grid More...

Protected Member Functions
override void	OnNewParameterSet (ParameterSet parameterSet)
	Handles new parameter set More...

Protected Member Functions inherited from QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy
virtual void	ProcessNewResult (OptimizationResult result)

IEnumerable< ParameterSet >	Step (HashSet< OptimizationParameter > args)
	Enumerate all possible arrangements More...

Additional Inherited Members
Properties inherited from QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy
bool	Initialized `[get, set]`
	Indicates was strategy initialized or no More...

HashSet< OptimizationParameter >	OptimizationParameters `[get, set]`
	Optimization parameters More...

Target	Target `[get, set]`
	Optimization target, i.e. maximize or minimize More...

IEnumerable< Constraint >	Constraints `[get, set]`
	Optimization constraints; if it doesn't comply just drop the backtest More...

OptimizationResult	Solution `[get, protected set]`
	Keep the best found solution - lean computed job result and corresponding parameter set More...

OptimizationStrategySettings	Settings `[get, protected set]`
	Advanced strategy settings More...

Properties inherited from QuantConnect.Optimizer.Strategies.IOptimizationStrategy
OptimizationResult	Solution `[get]`
	Best found solution, its value and parameter set More...

Events inherited from QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy
EventHandler< ParameterSet >	NewParameterSet
	Fires when new parameter set is generated More...

Events inherited from QuantConnect.Optimizer.Strategies.IOptimizationStrategy
EventHandler< ParameterSet >	NewParameterSet
	Fires when new parameter set is retrieved More...

Detailed Description

Advanced brute-force strategy with search in-depth for best solution on previous step

Member Function Documentation

override void QuantConnect.Optimizer.Strategies.EulerSearchOptimizationStrategy.Initialize	(	Target	target,
		IReadOnlyList< Constraint >	constraints,
		HashSet< OptimizationParameter >	parameters,
		OptimizationStrategySettings	settings
	)

virtual

Initializes the strategy using generator, extremum settings and optimization parameters

Parameters

target	The optimization target
constraints	The optimization constraints to apply on backtest results
parameters	Optimization parameters
settings	Optimization strategy settings