Inherit Ifitness with abstract leanfitnessbase call runner in base class and pass entire stats set to derived. Derived class interprets Sharpe etc. Allows to add a simple fitness metrics eg maximizesharpe, maximizetotaltrades, maximizecar, minimizesharpevolatility. Ideally use composer to inject metric.
Inherit Ifitness with abstract leanfitnessbase call runner in base class and pass entire stats set to derived. Derived class interprets Sharpe etc. Allows to add a simple fitness metrics eg maximizesharpe, maximizetotaltrades, maximizecar, minimizesharpevolatility. Ideally use composer to inject metric.