IFitnessFormulaProvider
StockSharp.Algo.Strategies.Optimization
Anbieter für die Zusammenstellung von Fitnessformeln in Bewertungsfunktionen.
Methoden
CompileAsync
public ValueTask<Func<Strategy, decimal>> CompileAsync(string formula, CancellationToken cancellationToken)
result = iFitnessFormulaProvider.CompileAsync(formula, cancellationToken)
Compile a fitness formula string into an evaluation function.
- formula
- The formula string (e.g., "PnL", "PnL * SharpeRatio").
- cancellationToken
- CancellationToken
Rückgabe: A function that evaluates a strategy and returns a fitness value.