Class EqualWeightOptimizer.StrategyConstraint

Namespace

Balsam.Optimization

Assembly

Balsam.Backtester.dll

Used to constrain the equal weight optimization at the strategy level.

public class EqualWeightOptimizer.StrategyConstraint

Inheritance

object

EqualWeightOptimizer.StrategyConstraint

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

Extension Methods

Excel.ExportToExcel(object)

Clipboard.CopyToClipboard(object)

Constructors

StrategyConstraint(string, int)

Initializes a new strategy constraint object with the specified max holdings.

public StrategyConstraint(string strategyName, int maxHoldings)

Parameters

strategyName string

maxHoldings int

StrategyConstraint(string, int, int)

Initializes a new strategy constraint object with the specified min and max holdings.

public StrategyConstraint(string strategyName, int minHoldings, int maxHoldings)

Parameters

strategyName string

minHoldings int

maxHoldings int

Exceptions

ArgumentOutOfRangeException

Properties

MaxHoldings

Gets the max holdings.

public int MaxHoldings { get; }

Property Value

int

MinHoldings

Gets the min holdings.

public int MinHoldings { get; }

Property Value

int

Name

Gets the strategy name.

public string Name { get; }

Property Value

string

Methods

ToString()

Returns a string representation of this constraint.

public override string ToString()

Returns

string