Search Framework:
Namespace: WealthLab.Backtest
Parent: List<OptimizationResult>

A List of OptimizationResult instances that contains some helper methods.

public OptimizationResult FindBest(string metric, bool highestValue)

Returns the OptimizationResult instance in this list that has the highest or lowest metric value. The highestValue parameter controls whether highest or lowest values are queried.

public double FindMetric(string metric, List<double> paramValues)

Given a metric name and a list of double paramValues, returns the value in the paramValues list that corresponds to the index in which the metric name appears in the list of metrics that were used during the optimization.