Constraint
Constraint()
Constraint(
target: str,
operator: ComparisonOperatorTypes,
target_value: Optional[float],
)
Bases: Objective
A backtest optimization constraint. Allows specifying statistical constraints for the optimization, eg. a backtest can't have a DrawDown less than 10%
Signature descriptions:
-
Empty Constraint constructor
-
Creates a new instance
target: str
Target; property of json file we want to track
target_value: Optional[float]
Target value
old_target_value: Optional[float]
is_met(json_backtest_result: str) -> bool
Asserts the constraint is met
to_string() -> str
Pretty representation of a constraint