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jameschch
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LeanOptimization
Genetic optimization using LEAN
Apache License 2.0
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Updated for compatibility with latest lean commit 1866488
#34
cmoski
closed
4 years ago
1
Possible bugs
#33
Tomtom1583
closed
4 years ago
2
Improvements.
#32
IlshatGaripov
opened
4 years ago
6
IResultHandler has been modified in master Lean
#31
HeroKato-Developer
closed
4 years ago
1
Single app domain
#30
jameschch
closed
5 years ago
0
QuantConnect.FXCM does not have an implementation
#29
espirulina
closed
4 years ago
3
genes definition could allow tupples
#28
ebengtso
opened
6 years ago
1
Unequal backtesting and forward walking periods
#27
Doggie52
closed
4 years ago
3
Exporting of results
#26
Doggie52
closed
4 years ago
2
Cannot access QC's "Configuration" namespace and Config class
#25
Doggie52
closed
6 years ago
2
Setting "max" of genes in optimization.json not working as expected
#24
sicsix
closed
4 years ago
1
Create DeflatedSharpeRatio.cs
#23
Jay-Jay-D
closed
7 years ago
1
Investigate steepest ascent
#22
jameschch
closed
4 years ago
0
Investigate Genghis phenomenon
#21
jameschch
closed
4 years ago
0
DI Library
#20
jameschch
closed
4 years ago
1
Execute in process
#19
jameschch
closed
7 years ago
0
Automated Walk Forward with Different Time Divisions
#18
joshmorris23x
closed
7 years ago
1
Travis
#17
jameschch
closed
4 years ago
0
Walk Forward Parallelism Optimization Idea
#16
worthy7
closed
4 years ago
1
Closing batcher does not exit optimizer process
#15
jameschch
closed
7 years ago
1
Allow fitness as function of multiple periods
#14
jameschch
closed
6 years ago
0
merge Batcher to master
#13
jameschch
closed
7 years ago
0
Better integration with current Lean
#12
worthy7
closed
6 years ago
5
performance testing and tuning
#11
jameschch
closed
4 years ago
6
Integrated logging
#10
jameschch
closed
7 years ago
6
genefactory is not using shared config from command line etc
#9
jameschch
closed
7 years ago
1
Add new fitness metric classes
#8
jameschch
closed
7 years ago
0
accept params on command line
#7
jameschch
closed
7 years ago
0
refactor fitness
#6
jameschch
closed
7 years ago
0
Formulate optimization batches to minimize overfitting
#5
jameschch
closed
7 years ago
1
Consider ways to improve fitness
#4
jameschch
closed
4 years ago
18
Standardize formatting for optimizer.txt
#3
jameschch
closed
7 years ago
0
Restructure "Program" class
#2
jameschch
closed
7 years ago
0
Add compatible QC libraries as nuget
#1
jameschch
closed
4 years ago
0