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FitnessFormulaProvider

StockSharp.Algo.Strategies.Optimization

Default implementation of IFitnessFormulaProvider that compiles C# expressions.

Implementiert: IFitnessFormulaProvider

Konstruktoren

FitnessFormulaProvider(IFileSystem)

Default implementation of IFitnessFormulaProvider that compiles C# expressions.

fileSystem
File system for compilation.

Methoden

Compile(string) : Func<Strategy, decimal>

Compile a fitness formula string into an evaluation function.

formula
The formula string (e.g., "PnL", "PnL * SharpeRatio").

Rückgabe: A function that evaluates a strategy and returns a fitness value.