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Module parameter_optimizer

Module parameter_optimizer 

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Parameter optimization logic. Parameter optimization for rebalancing strategies.

This module provides optimization for strategy parameters such as rebalancing thresholds, intervals, and IL limits.

Structsยง

ILLimitCandidate
Candidate result for IL limit optimization.
ILLimitParams
Parameters for an IL-limit strategy.
ParameterOptimizationResult
Result of parameter optimization.
ParameterOptimizer
Optimizer for rebalancing strategy parameters.
PeriodicCandidate
Candidate result for periodic optimization.
PeriodicParams
Parameters for a periodic rebalancing strategy.
ThresholdCandidate
Candidate result for threshold optimization.
ThresholdParams
Parameters for a threshold-based rebalancing strategy.