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Extremum

QuantConnect.Optimizer.Objectives.Extremum

Extremum(comparer: Callable[[float, float], bool])

Bases: Object

Define the way to compare current real-values and the new one (candidates). It's encapsulated in different abstraction to allow configure the direction of optimization, i.e. max or min.

Create an instance of Extremum to compare values.

Parameters:

Name Type Description Default
comparer Callable[[float, float], bool]

The way old and new values should be compared

required

better

better(current: float, candidate: float) -> bool

Compares two values; identifies whether condition is met or not.

Parameters:

Name Type Description Default
current float

Left operand

required
candidate float

Right operand

required

Returns:

Type Description
bool

Returns the result of comparer with this arguments.