The optimization statistical target More...

Inheritance diagram for QuantConnect.Optimizer.Objectives.Target:

Public Member Functions
	Target (string target, Extremum extremum, decimal? targetValue)
	Creates a new instance More...

	Target ()
	Creates a new instance More...

override string	ToString ()
	Pretty representation of this optimization target More...

bool	MoveAhead (string jsonBacktestResult)
	Check backtest result More...

void	CheckCompliance ()
	Try comply target value More...

Static Public Member Functions
static JToken	GetTokenInJsonBacktest (string jsonBacktestResult, string target)

Properties
Extremum	Extremum `[get, set]`
	Defines the direction of optimization, i.e. maximization or minimization More...

decimal?	Current `[get]`
	Current value More...

Properties inherited from QuantConnect.Optimizer.Objectives.Objective
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...

Events
EventHandler	Reached
	Fires when target complies specified value More...

Additional Inherited Members
Protected Member Functions inherited from QuantConnect.Optimizer.Objectives.Objective
	Objective ()
	Creates a new instance of Objective class More...

	Objective (string target, decimal? targetValue)
	Creates a new instance More...

Detailed Description

The optimization statistical target

Definition at line 25 of file Target.cs.

Constructor & Destructor Documentation

◆ Target() [1/2]

QuantConnect.Optimizer.Objectives.Target.Target	(	string	target,
		Extremum	extremum,
		decimal?	targetValue
	)

Creates a new instance

Definition at line 46 of file Target.cs.

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◆ Target() [2/2]

QuantConnect.Optimizer.Objectives.Target.Target ( )

Creates a new instance

Definition at line 54 of file Target.cs.

Member Function Documentation

◆ ToString()

override string QuantConnect.Optimizer.Objectives.Target.ToString ( )

Pretty representation of this optimization target

Definition at line 62 of file Target.cs.

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◆ MoveAhead()

bool QuantConnect.Optimizer.Objectives.Target.MoveAhead ( string jsonBacktestResult )

Check backtest result

Parameters

jsonBacktestResult Backtest result json

Returns: true if found a better solution; otherwise false

Definition at line 72 of file Target.cs.

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◆ CheckCompliance()

void QuantConnect.Optimizer.Objectives.Target.CheckCompliance ( )

Try comply target value

Definition at line 98 of file Target.cs.

Property Documentation

◆ Extremum

Extremum QuantConnect.Optimizer.Objectives.Target.Extremum

getset

Defines the direction of optimization, i.e. maximization or minimization

Definition at line 30 of file Target.cs.

◆ Current

decimal? QuantConnect.Optimizer.Objectives.Target.Current

get

Current value

Definition at line 36 of file Target.cs.

Event Documentation

◆ Reached

EventHandler QuantConnect.Optimizer.Objectives.Target.Reached

Fires when target complies specified value

Definition at line 41 of file Target.cs.

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

Common/Optimizer/Objectives/Target.cs

Public Member Functions

Static Public Member Functions

Properties

Events

Additional Inherited Members