Class OptimizerResult

Container to store parameters and fitness of a single optimiation iteration.

Inheritance
object
OptimizerResult
Inherited Members
object.Equals(object)
object.Equals(object, object)
object.GetHashCode()
object.GetType()
object.MemberwiseClone()
object.ReferenceEquals(object, object)
object.ToString()
Namespace: TuringTrader.Optimizer
Assembly: TuringTrader.Simulator.dll
Syntax
public class OptimizerResult

Fields

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Parameters

Parameter values for this iteration.

Declaration
public Dictionary<string, int> Parameters
Field Value
Type Description
System.Collections.Generic.Dictionary<TKey, TValue><string, int>

Properties

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Fitness

Fitness value at end of this iteration.

Declaration
public double? Fitness { get; set; }
Property Value
Type Description
double?
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MaxDrawdown

Maximum drawdown over the course of this iteration.

Declaration
public double? MaxDrawdown { get; set; }
Property Value
Type Description
double?
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NetAssetValue

Net asset value at end of this iteration.

Declaration
public double? NetAssetValue { get; set; }
Property Value
Type Description
double?
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ParametersAsString

Parameter values for this iteration, as string.

Declaration
public string ParametersAsString { get; }
Property Value
Type Description
string