jameschch/LeanOptimization

Issues

• Improvements.

  #32 opened 5 years ago by IlshatGaripov
  6

• Add compatible QC libraries as nuget

  #1 opened 5 years ago by jameschch
  0

• genes definition could allow tupples

  #28 opened 7 years ago by ebengtso
  1

• Travis

  #17 opened 5 years ago by jameschch
  0

• Possible bugs

  #33 opened 5 years ago by Tomtom1583
  2

• Consider ways to improve fitness

  #4 opened 5 years ago by jameschch
  18

• performance testing and tuning

  #11 opened 5 years ago by jameschch
  6

• DI Library

  #20 opened 5 years ago by jameschch
  1

• Unequal backtesting and forward walking periods

  #27 opened 5 years ago by Doggie52
  3

• Walk Forward Parallelism Optimization Idea

  #16 opened 5 years ago by worthy7
  1

• QuantConnect.FXCM does not have an implementation

  #29 opened 5 years ago by espirulina
  3

• Exporting of results

  #26 opened 5 years ago by Doggie52
  2

• IResultHandler has been modified in master Lean

  #31 opened 5 years ago by HeroKato-Developer
  1

• Investigate Genghis phenomenon

  #21 opened 5 years ago by jameschch
  0

• Setting "max" of genes in optimization.json not working as expected

  #24 opened 5 years ago by sicsix
  1

• Investigate steepest ascent

  #22 opened 5 years ago by jameschch
  0

• Better integration with current Lean

  #12 opened 7 years ago by worthy7
  5

• Allow fitness as function of multiple periods

  #14 opened 7 years ago by jameschch
  0

• Cannot access QC's "Configuration" namespace and Config class

  #25 opened 7 years ago by Doggie52
  2

• Automated Walk Forward with Different Time Divisions

  #18 opened 8 years ago by joshmorris23x
  1

• Closing batcher does not exit optimizer process

  #15 opened 8 years ago by jameschch
  1

• Formulate optimization batches to minimize overfitting

  #5 opened 8 years ago by jameschch
  1

• genefactory is not using shared config from command line etc

  #9 opened 8 years ago by jameschch
  1

• Integrated logging

  #10 opened 8 years ago by jameschch
  6

• accept params on command line

  #7 opened 8 years ago by jameschch
  0

• Add new fitness metric classes

  #8 opened 8 years ago by jameschch
  0

• refactor fitness

  #6 opened 8 years ago by jameschch
  0

• Standardize formatting for optimizer.txt

  #3 opened 8 years ago by jameschch
  0

• Restructure "Program" class

  #2 opened 8 years ago by jameschch
  0