Open brunocastroibarburu94 opened 1 year ago
This endeavour may take a couple of weeks to implement properly. In particular the definition of the objective function for it to be robust. It may be a good idea to leave it for the next student, discuss with @LucianNita on next meeting.
It will added for release 0.2.0
Problem statement: We want to be able to get optimal values for a strategy given a market, an engine and an objective function
TODO: define how the objective function would look like.
Try to do it as generic as possible
Design comments
As an expansion on a later ticket add more data types like arrays, string enums etc.