Documentation ¶
Index ¶
Constants ¶
This section is empty.
Variables ¶
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var TotalProfitMetricValueFunc = func(summaryReport *backtest.SummaryReport) fixedpoint.Value {
return summaryReport.TotalProfit
}
Functions ¶
This section is empty.
Types ¶
type Executor ¶
type Executor interface {
Execute(configJson []byte) (*backtest.SummaryReport, error)
}
type GridOptimizer ¶
type LocalProcessExecutor ¶
func (*LocalProcessExecutor) Execute ¶
func (e *LocalProcessExecutor) Execute(configJson []byte) (*backtest.SummaryReport, error)
type Metric ¶
type Metric struct { Labels []string `json:"labels,omitempty"` Params []interface{} `json:"params,omitempty"` Value fixedpoint.Value `json:"value,omitempty"` }
type MetricValueFunc ¶
type MetricValueFunc func(summaryReport *backtest.SummaryReport) fixedpoint.Value
type SelectorConfig ¶
type SelectorConfig struct { Type string `json:"type" yaml:"type"` Label string `json:"label,omitempty" yaml:"label,omitempty"` Path string `json:"path" yaml:"path"` Values []string `json:"values,omitempty" yaml:"values,omitempty"` Min fixedpoint.Value `json:"min,omitempty" yaml:"min,omitempty"` Max fixedpoint.Value `json:"max,omitempty" yaml:"max,omitempty"` Step fixedpoint.Value `json:"step,omitempty" yaml:"step,omitempty"` }
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