Open jaredbroad opened 1 year ago
A simple idea of how I would expect to use this:
Parent and Child algorithms to avoid nested optimizations
this would be interesting! Please allow to pass an objective function to "score" where one can use the runtime statistics of the backtest and not only point estimates of the score of the backtest.
Is there a way to run the backtest on the research.ipynb?
I would like to optimize parameters but would need to extract values from the run backtest (objective function). Is it possible to call on the backtest strategy within research Jupyter notebook?
Desired Behavior
QCAlgorithm.Optimize(DateRule, TimeRule, {Optimization Target | Optimization Target Func<BacktestResults[]>} )
Checklist
master
branch