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QuantConnect.Optimizer.Objectives

Classes

Class Description
Constraint A backtest optimization constraint....
Extremum Define the way to compare current real-values and the new one (candidates)....
ExtremumJsonConverter Class for converting string values to Maximization or Minimization strategy objects
Maximization Defines standard maximization strategy, i.e. right operand is greater than left
Minimization Defines standard minimization strategy, i.e. right operand is less than left
Objective Base class for optimization Objectives.Target and Constraint
Target The optimization statistical target