Lean  $LEAN_TAG$
IOptionStrategyMatchObjectiveFunction.cs
1 /*
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3  * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4  *
5  * Licensed under the Apache License, Version 2.0 (the "License");
6  * you may not use this file except in compliance with the License.
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12  * See the License for the specific language governing permissions and
13  * limitations under the License.
14 */
15 
17 {
18  /// <summary>
19  /// Evaluates the provided match to assign an objective score. Higher scores are better.
20  /// </summary>
22  {
23  /// <summary>
24  /// Evaluates the objective function for the provided match solution. Solution with the highest score will be selected
25  /// as the solution. NOTE: This part of the match has not been implemented as of 2020-11-06 as it's only evaluating the
26  /// first solution match (MatchOnce).
27  /// </summary>
29  }
30 }