FitnessFormulaProvider
StockSharp.Algo.Strategies.Optimization
Implementação padrão de IFitnessFormulaProvider que compila expressões C#.
Implementa: IFitnessFormulaProvider
Construtores
FitnessFormulaProvider
public FitnessFormulaProvider(IFileSystem fileSystem)fitnessFormulaProvider = FitnessFormulaProvider(fileSystem)Implementação padrão de IFitnessFormulaProvider que compila expressões C#.
- fileSystem
- Sistema de arquivos para compilação.
Métodos
CompileAsync
public ValueTask<Func<Strategy, decimal>> CompileAsync(string formula, CancellationToken cancellationToken)result = fitnessFormulaProvider.CompileAsync(formula, cancellationToken)Compile a fitness formula string into an evaluation function.
- formula
- The formula string (e.g., "PnL", "PnL * SharpeRatio").
- cancellationToken
- CancellationToken
Retorna: A function that evaluates a strategy and returns a fitness value.