QuantConnect.Optimizer

Classes

Class	Description
BacktestSummary	Per-backtest identity + Sharpe ratio shared by all optimization-analysis records that describe one backtest.
Cluster	One k-means cluster of backtests in standardized parameter space.
FailedBacktestSummary	Breakdown of backtests in an optimization that produced zero orders.
LeanOptimizer	Base Lean optimizer class in charge of handling an optimization job packet
LinearSegment	One linear piece of a piecewise interpolant on , evaluated as y(x) = A + B * (x - XLo).
Mode	A local maximum of the Sharpe surface on the parameter grid; strictly greater than every face-neighbor's Sharpe.
OptimizationAnalysis	Aggregate diagnostic produced by analyzing a completed optimization.
OptimizationBacktestMetrics	Lightweight per-backtest record extracted at LeanOptimizer time to avoid retaining the full backtest JSON.
OptimizationNodePacket	Provide a packet type containing information on the optimization compute job.
OptimizationResult	Defines the result of Lean compute job
ParameterReport	Sensitivity report for a single optimized parameter.
SharpeSummary	Sharpe ratio statistics across all used backtests in an optimization.
SliceFit	One-dimensional cross-section of the parameter space: one parameter varies while every other is held constant.

Bases: IntEnum

The different optimization status

NEW = 0

Just created and not running optimization (0)

ABORTED = 1

We failed or we were aborted (1)

RUNNING = 2

We are running (2)

COMPLETED = 3

Optimization job has completed (3)