IFitnessFormulaProvider

StockSharp.Algo.Strategies.Optimization

Provider for compiling fitness formulas into evaluation functions.

メソッド

Compile(string) : Func<Strategy, decimal>

Compile a fitness formula string into an evaluation function.

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

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