LinearSegment

QuantConnect.Optimizer.LinearSegment

Bases: Object

One linear piece of a piecewise interpolant on , evaluated as y(x) = A + B * (x - XLo).

x_lo

x_lo: float

Lower bound of this segment.

x_hi

x_hi: float

Upper bound of this segment.

a

a: float

Sharpe ratio at x_lo.

b

b: float

Slope through the segment.