IFitnessFormulaProvider
StockSharp.Algo.Strategies.Optimization
Provider for compiling fitness formulas into evaluation functions.
Methods
Compile
public Func<Strategy, decimal> Compile(string formula)result = iFitnessFormulaProvider.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.