FitnessFormulaProvider
StockSharp.Algo.Strategies.Optimization
Default implementation of IFitnessFormulaProvider that compiles C# expressions.
Implements: IFitnessFormulaProvider
Constructors
FitnessFormulaProvider
public FitnessFormulaProvider(IFileSystem fileSystem)fitnessFormulaProvider = FitnessFormulaProvider(fileSystem)Default implementation of IFitnessFormulaProvider that compiles C# expressions.
- fileSystem
- File system for compilation.
Methods
Compile
public Func<Strategy, decimal> Compile(string formula)result = fitnessFormulaProvider.Compile(formula)Compile a fitness formula string into an evaluation function.
- formula
- The formula string (e.g., "PnL", "PnL * SharpeRatio").
Returns: A function that evaluates a strategy and returns a fitness value.