jameschch / LeanOptimization

Genetic optimization using LEAN
Apache License 2.0
50 stars 14 forks source link

merge Batcher to master #13

Closed jameschch closed 7 years ago

jameschch commented 7 years ago

-Introduces the capability to batch execute generational "dynasties". A dynasty can be configured for walk forward optimization in which the optimal alpha forms the basis of the next time period, as well as independent time window optimizations against a single baseline adam chromosome. -There is a breaking change to any existing optimization.json. -Ports all logging to NLog. -Various quality improvements.