IOptimizationStrategy

QuantConnect.Optimizer.Strategies.IOptimizationStrategy

Defines the optimization settings, direction, solution and exit, i.e. optimization strategy

new_parameter_set

new_parameter_set: _EventContainer[
    Callable[[Object, ParameterSet], Any], Any
]

Fires when new parameter set is retrieved

solution

solution: OptimizationResult

Best found solution, its value and parameter set

get_total_backtest_estimate

get_total_backtest_estimate() -> int

Estimates amount of parameter sets that can be run

initialize

initialize(
    target: Target,
    constraints: Sequence[Constraint],
    parameters: HashSet[OptimizationParameter],
    settings: OptimizationStrategySettings,
) -> None

Initializes the strategy using generator, extremum settings and optimization parameters

Parameters:

Name	Type	Description	Default
target	Target	The optimization target	required
constraints	Sequence[Constraint]	The optimization constraints to apply on backtest results	required
parameters	HashSet[OptimizationParameter]	optimization parameters	required
settings	OptimizationStrategySettings	optimization strategy advanced settings	required

push_new_results

push_new_results(result: OptimizationResult) -> None

Callback when lean compute job completed.

Parameters:

Name	Type	Description	Default
result	OptimizationResult	Lean compute job result and corresponding parameter set	required