Search Framework:
IOptimizerHost
Namespace: WealthLab.Backtest
Parent:

The IOptimizerHost interface allows Optimizers, classes derived from OptimizerBase, to communicate with their host Optimization window. It provides access to the Strategy, benchmark results, selected performance metrics, and optimizable Parameters, and allows the Optimizer to report progress and Walk-Forward Optimization (WFO) interval changes.

Members
BenchmarkBacktester
Backtester BenchmarkBacktester

Returns an instance of the Backtester class that represents the buy and hold benchmark backtest used for the optimization.


MetricNames
List<string> MetricNames

Returns the names of the performance metrics that were selected by the user when the optimization started.


OptimizableParameters
ParameterList OptimizableParameters

Returns the Parameter instances being optimized. This includes the Strategy Parameters as well as any Position Size Parameters selected for optimization.


ReportProgress
void ReportProgress(double pctCompleted)

Reports the estimated progress of the optimization back to the host. Pass a value from 0 to 100 in pctCompleted.


Strategy
Strategy Strategy

Returns the Strategy instance being optimized.


WFOIntervalStarted
void WFOIntervalStarted(int intervalNum)

Notifies the host that a new Walk-Forward Optimization (WFO) interval has started. The intervalNum parameter specifies the interval number.