QuantConnect.Optimizer.Objectives.Objective Class Reference

Base class for optimization Objectives.Target and Constraint More...

Inheritance diagram for QuantConnect.Optimizer.Objectives.Objective:

Protected Member Functions
	Objective ()
	Creates a new instance of Objective class More...
	Objective (string target, decimal? targetValue)
	Creates a new instance More...

Properties
string??	Target [get, set]
	Target; property of json file we want to track More...
decimal?	TargetValue [get, set]
	Target value More...
decimal?	OldTargetValue [get, set]
	Target value More...

Detailed Description

Base class for optimization Objectives.Target and Constraint

Definition at line 26 of file Objective.cs.

Constructor & Destructor Documentation

Objective() [1/2]

QuantConnect.Optimizer.Objectives.Objective.Objective ( )

protected

Creates a new instance of Objective class

Definition at line 53 of file Objective.cs.

Objective() [2/2]

QuantConnect.Optimizer.Objectives.Objective.Objective ( string  target, decimal?  targetValue  )

protected

Creates a new instance

Definition at line 61 of file Objective.cs.

Property Documentation

Target

string?? QuantConnect.Optimizer.Objectives.Objective.Target

getset

Target; property of json file we want to track

Definition at line 35 of file Objective.cs.

TargetValue

decimal? QuantConnect.Optimizer.Objectives.Objective.TargetValue

getset

Target value

For Objectives.Target if defined and backtest complies with the targets then finish optimization

For Constraint non optional, the value of the target constraint

Definition at line 48 of file Objective.cs.

OldTargetValue

decimal? QuantConnect.Optimizer.Objectives.Objective.OldTargetValue

getset

Target value

For Objectives.Target if defined and backtest complies with the targets then finish optimization

For Constraint non optional, the value of the target constraint

Definition at line 87 of file Objective.cs.

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The documentation for this class was generated from the following file:

• Common/Optimizer/Objectives/Objective.cs