Search Framework:
OptimizationRunnerBase
Namespace: WealthLab.Backtest
Parent: Object
Descendants: StrategyOptimizer , WFOOptimizer

Base class for StrategyOptimizer and WFOOptimizer.

Base Class Members
BacktestSettings
public BacktestSettings BacktestSettings

Returns the backtest settings (instance of the BacktestSettings class) that was used for the optimization.


CompiledStrategy
public StrategyBase CompiledStrategy

Returns the instance of the StrategyBase derived class that represents the compiled Strategy being optimized.


OptimizationMethod
public OptimizerBase OptimizationMethod

Returns the Optimizer (instance of an OptimizerBase derived class) that was selected for the optimization.


OptimizerHost
public IOptimizerHost OptimizerHost

Returns an instance of the IOptimizerHost instance that lets an Optimizer communicate back information to its host.


PositionSize
public PositionSize PositionSize

Returns the position size (instance of the PositionSize class) that was used for the optimization.


ReportEstimatedCompletion
public void ReportEstimatedCompletion(double value)

Allows Optimizers to report back their estimated completion percentage. The value parameter should be between 0 and 100.


ScoreCard
public ScoreCardBase ScoreCard

Returns the instance of the ScoreCard that was selected for the optimization.


SymbolData
public List<BarHistory> SymbolData

A List of BarHistory instances that constitutes the historical data being optimized.