Class OptimizerResult
Container to store parameters and fitness of a single optimiation iteration.
Inherited Members
Namespace: TuringTrader.Optimizer
Assembly: TuringTrader.Simulator.dll
Syntax
public class OptimizerResult
Fields
| Edit this page View SourceParameters
Parameter values for this iteration.
Declaration
public Dictionary<string, int> Parameters
Field Value
Type | Description |
---|---|
Dictionary<string, int> |
Properties
| Edit this page View SourceFitness
Fitness value at end of this iteration.
Declaration
public double? Fitness { get; set; }
Property Value
Type | Description |
---|---|
double? |
MaxDrawdown
Maximum drawdown over the course of this iteration.
Declaration
public double? MaxDrawdown { get; set; }
Property Value
Type | Description |
---|---|
double? |
NetAssetValue
Net asset value at end of this iteration.
Declaration
public double? NetAssetValue { get; set; }
Property Value
Type | Description |
---|---|
double? |
ParametersAsString
Parameter values for this iteration, as string.
Declaration
public string ParametersAsString { get; }
Property Value
Type | Description |
---|---|
string |