Categorygithub.com/c9s/bbgopkgoptimizer
package
1.60.0
Repository: https://github.com/c9s/bbgo.git
Documentation: pkg.go.dev
Versions
1
Dependencies
27
Dependents
1
Files
1.1k SLOC

# Functions

# Constants

HpOptimizerAlgorithmCMAES is the implementation Covariance Matrix Adaptation Evolution Strategy.
HpOptimizerAlgorithmRandom is the implementation random search.
HpOptimizerAlgorithmSOBOL is the implementation Quasi-monte carlo sampling based on Sobol sequence.
HpOptimizerAlgorithmTPE is the implementation of Tree-structured Parzen Estimators.
HpOptimizerObjectiveEquity optimize the parameters to maximize equity gain.
HpOptimizerObjectiveProfit optimize the parameters to maximize trading profit.
HpOptimizerObjectiveProfitFactor optimize the parameters to maximize profit factor.
HpOptimizerObjectiveVolume optimize the parameters to maximize trading volume.

# Variables

# Structs

# Interfaces

# Type aliases