OptimizationAnalysis
Bases: Object
Aggregate diagnostic produced by analyzing a completed optimization.
interpretation: str
Natural-language interpretation of the analysis produced by a downstream AI consumer; empty until populated.
backtest_count_total: int
Total number of backtests observed, including failures.
backtest_count_used: int
Number of backtests used in the analysis after filtering failures.
parameters: Sequence[ParameterReport]
Per-parameter sensitivity report; one entry per optimized parameter.
clusters: Sequence[Cluster]
K-means clusters in standardized parameter space, ordered by mean Sharpe descending.
modes: Sequence[Mode]
Local maxima of the Sharpe surface on the parameter grid, ordered by Sharpe descending.
failed_backtests: FailedBacktestSummary
Breakdown of zero-order backtests; null when none exist.