Expand description
Parameter optimisation for backtesting strategies.
Two optimisers are available, both returning the same OptimizationReport
so they are drop-in interchangeable and both work with WalkForwardConfig:
| Optimiser | Evaluations | When to use |
|---|---|---|
GridSearch | O(nᵏ) — all combinations | ≤ 3 parameters, small step counts |
BayesianSearch | configurable (default 100) | 4+ parameters or continuous float ranges |
Structs§
- Bayesian
Search - Sequential model-based (Bayesian) parameter optimiser.
- Grid
Search - Exhaustive grid-search optimiser for backtesting strategy parameters.
- Optimization
Report - Optimisation report returned by both
GridSearchandBayesianSearch. - Optimization
Result - Result of a single parameter set evaluation.
Enums§
- Optimize
Metric - Which performance metric to optimise for.
- Param
Range - Defines the search space for a single strategy parameter.
- Param
Value - A single parameter value — either an integer period or a float multiplier.