OptimizationRunnerBase is the base class for objects that conduct optimizations in WL9. It provides common access to the historical data, compiled Strategy, Optimizer, Position Size, Backtest Settings, host interface, and optimizable Parameters used during an optimization.
Gets or sets the BacktestSettings instance used for the optimization.
Gets or sets the compiled StrategyBase-derived instance being optimized.
Returns the ParameterList containing the Parameters that are being optimized. The value is obtained from the OptimizableParameters property of OptimizerHost.
Gets or sets the OptimizerBase-derived instance used to perform the optimization.
Gets or sets the IOptimizerHost instance that allows the optimization process to communicate with its host.
Performs initialization common to optimization runners before an optimization begins. The host parameter is assigned to OptimizerHost, posSize is assigned to PositionSize, and bts is assigned to BacktestSettings. Derived classes override this method to perform their specific optimization processing.
Gets or sets the PositionSize instance used for the optimization.
Reports the estimated percentage completion of the optimization to the host by calling OptimizerHost.ReportProgress. The value parameter should represent a completion percentage from 0 through 100.
Gets or sets the historical data being optimized, represented as a List of BarHistory instances.