Expand description
Parameter optimization logic. Parameter optimization for rebalancing strategies.
This module provides optimization for strategy parameters such as rebalancing thresholds, intervals, and IL limits.
Structsยง
- ILLimit
Candidate - Candidate result for IL limit optimization.
- ILLimit
Params - Parameters for an IL-limit strategy.
- Parameter
Optimization Result - Result of parameter optimization.
- Parameter
Optimizer - Optimizer for rebalancing strategy parameters.
- Periodic
Candidate - Candidate result for periodic optimization.
- Periodic
Params - Parameters for a periodic rebalancing strategy.
- Threshold
Candidate - Candidate result for threshold optimization.
- Threshold
Params - Parameters for a threshold-based rebalancing strategy.