FitnessFormulaProvider
StockSharp.Algo.Strategies.Optimization
默认执行汇编 C#表达式的 IFitnessFormulaProvider 。
构造函数
FitnessFormulaProvider
public FitnessFormulaProvider(IFileSystem fileSystem)fitnessFormulaProvider = FitnessFormulaProvider(fileSystem)默认执行汇编 C#表达式的 IFitnessFormulaProvider 。
- fileSystem
- 汇编的文件系统。
方法
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
返回值: A function that evaluates a strategy and returns a fitness value.