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OptimizationRunnerBase

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NamespaceWealthLab.Backtest
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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.

Members

10

CompiledStrategy

public StrategyBase CompiledStrategy

Gets or sets the compiled StrategyBase-derived instance being optimized.

OptimizableParameters

public ParameterList OptimizableParameters

Returns the ParameterList containing the Parameters that are being optimized. The value is obtained from the OptimizableParameters property of OptimizerHost.

OptimizationMethod

public OptimizerBase OptimizationMethod

Gets or sets the OptimizerBase-derived instance used to perform the optimization.

OptimizerHost

public IOptimizerHost OptimizerHost

Gets or sets the IOptimizerHost instance that allows the optimization process to communicate with its host.

PerformOptimization

public virtual void PerformOptimization(IOptimizerHost host, PositionSize posSize, BacktestSettings bts, bool resuming)

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.

ReportEstimatedCompletion

public void ReportEstimatedCompletion(double value)

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.

Strategy

public Strategy Strategy

Returns the Strategy instance associated with the optimization. The value is obtained from the Strategy property of OptimizerHost.

SymbolData

public List<BarHistory> SymbolData

Gets or sets the historical data being optimized, represented as a List of BarHistory instances.

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