QuantConnect.Optimizer.Strategies.IOptimizationStrategy Interface Reference

Defines the optimization settings, direction, solution and exit, i.e. optimization strategy More...

Inheritance diagram for QuantConnect.Optimizer.Strategies.IOptimizationStrategy:

Public Member Functions
void	Initialize (Target target, IReadOnlyList< Constraint > constraints, HashSet< OptimizationParameter > parameters, OptimizationStrategySettings settings)
	Initializes the strategy using generator, extremum settings and optimization parameters More...
void	PushNewResults (OptimizationResult result)
	Callback when lean compute job completed. More...
int	GetTotalBacktestEstimate ()
	Estimates amount of parameter sets that can be run More...

Properties
OptimizationResult	Solution [get]
	Best found solution, its value and parameter set More...

Events
EventHandler< ParameterSet >	NewParameterSet
	Fires when new parameter set is retrieved More...

Detailed Description

Defines the optimization settings, direction, solution and exit, i.e. optimization strategy

Definition at line 26 of file IOptimizationStrategy.cs.

Member Function Documentation

Initialize()

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

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 advanced settings

Implemented in QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy, and QuantConnect.Optimizer.Strategies.EulerSearchOptimizationStrategy.

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PushNewResults()

void QuantConnect.Optimizer.Strategies.IOptimizationStrategy.PushNewResults

(

OptimizationResult

result

)

Callback when lean compute job completed.

Parameters

result

Lean compute job result and corresponding parameter set

Implemented in QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy, QuantConnect.Optimizer.Strategies.EulerSearchOptimizationStrategy, and QuantConnect.Optimizer.Strategies.GridSearchOptimizationStrategy.

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GetTotalBacktestEstimate()

int QuantConnect.Optimizer.Strategies.IOptimizationStrategy.GetTotalBacktestEstimate

(

)

Estimates amount of parameter sets that can be run

Implemented in QuantConnect.Optimizer.Strategies.StepBaseOptimizationStrategy.

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Property Documentation

Solution

OptimizationResult QuantConnect.Optimizer.Strategies.IOptimizationStrategy.Solution

get

Best found solution, its value and parameter set

Definition at line 36 of file IOptimizationStrategy.cs.

Event Documentation

NewParameterSet

EventHandler<ParameterSet> QuantConnect.Optimizer.Strategies.IOptimizationStrategy.NewParameterSet

Fires when new parameter set is retrieved

Definition at line 31 of file IOptimizationStrategy.cs.

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

• Optimizer/Strategies/IOptimizationStrategy.cs