OptimizationCriterion constructor

constructor · OptimizationCriterion · cAlgo.API Since 5.9

DesktopCLICloud

A single optimization criterion: a performance index and the direction to optimize it.

Environment behaviour

CLI — not supported. Available to plugins only, and plugins cannot run in the CLI.

Cloud — not supported. Available to plugins only, and plugins cannot run in the cloud.

Definition

C#Python

public OptimizationCriterion(OptimizationCriterionType Type, OptimizationCriterionDirection Direction)

OptimizationCriterion(Type: OptimizationCriterionType, Direction: OptimizationCriterionDirection)

Parameters

Name	C# type	Python type	Description
`Type`	`OptimizationCriterionType`	`OptimizationCriterionType`	The performance index to optimize.
`Direction`	`OptimizationCriterionDirection`	`OptimizationCriterionDirection`	Whether to maximize or minimize the index.

Examples

C#Python

var netProfit = new OptimizationCriterion(OptimizationCriterionType.NetProfit, OptimizationCriterionDirection.Maximize);
var drawdown = new OptimizationCriterion(OptimizationCriterionType.MaxEquityDrawdownPercentages, OptimizationCriterionDirection.Minimize);
var settings = new OptimizationSettings(new DateTime(2025, 1, 1), new DateTime(2025, 2, 1), 10000, new[] { netProfit, drawdown });
Print("Criteria: {0}", settings.Criteria.Count);

from System import DateTime
netProfit = OptimizationCriterion(OptimizationCriterionType.NetProfit, OptimizationCriterionDirection.Maximize)
drawdown = OptimizationCriterion(OptimizationCriterionType.MaxEquityDrawdownPercentages, OptimizationCriterionDirection.Minimize)
settings = OptimizationSettings(DateTime(2025, 1, 1), DateTime(2025, 2, 1), 10000, [netProfit, drawdown])
api.Print(f"Criteria: {settings.Criteria.Count}")

See also

Optimization