ObjectiveWrapper#

API documentation for tradeexecutor.backtest.optimiser.ObjectiveWrapper Python class in Trading Strategy framework.

class ObjectiveWrapper[source]#

Bases: object

Middleware between Optimiser and TS frameworks.

  • Passes the fixed data to the child workers

__init__(pickled_universe_fname, search_func, parameters, trading_strategy_engine_version, decide_trades, create_indicators, indicator_storage, result_path, search_space, real_space_rounding, log_level)[source]#
Parameters:

Methods

__init__(pickled_universe_fname, ...)

__init__(pickled_universe_fname, search_func, parameters, trading_strategy_engine_version, decide_trades, create_indicators, indicator_storage, result_path, search_space, real_space_rounding, log_level)[source]#
Parameters:
__call__(result_index, args)[source]#

This function is at the entry point of a child worker process.

  • Sets up a backtest within a child process, so that the results are stored as GridSearchResult

Parameters:
  • args (list[str | int | float]) – The current search space values from the optimiser.

  • result_index (int) –