optimization.json

{
  "genes": [
    {
      "key": "take",
      "min": 0.02,
      "max": 0.1,
      "precision": 2,
      "actual": 0.06
    },
    {
      "key": "fast",
      "min": 6,
      "max": 48,
      "precision": 0,
      "actual": 44
    },
    {
      "key": "slow",
      "min": 48,
      "max": 500,
      "actual": 63
    }
  ],
  "populationSize": 24,
  "populationSizeMaximum": 48,
  "generations": 20,
  "stagnationGenerations": 30,
  "maxThreads": 8,
  "configPath": "../../../../../Lean/Launcher/config.json",
  "launcherBuildPath": "../../../../../Lean/Launcher/bin/debug/",
  "algorithmTypeName": "ParameterizedAlgorithm",
  "algorithmLocation": "../../../../Jtc.Optimization.LeanOptimizer.Example/bin/debug/net5.0/Jtc.Optimization.LeanOptimizer.Example.dll",
  //"algorithmLocation": "../../../../Jtc.Optimization.LeanOptimizer.Example/ParameterizedSharedAppDomainAlgorithm.py",
  "algorithmLanguage": "CSharp",
  //"algorithmLanguage": "Python",
  "includeNegativeReturn": true,
  "onePointCrossover": true,
  "fitnessTypeName": "Jtc.Optimization.LeanOptimizer.OptimizerFitness",
  //"fitnessTypeName": "Jtc.Optimization.LeanOptimizer.ConfiguredFitness",
  //"fitnessTypeName": "Jtc.Optimization.LeanOptimizer.NFoldCrossReturnMaximizer",
  //"fitnessTypeName": "Jtc.Optimization.LeanOptimizer.NFoldCrossSharpeMaximizer",
  //"fitnessTypeName": "Jtc.Optimization.LeanOptimizer.SharpeMaximizer",
  "useSharedAppDomain": false,
  "enableRunningDuplicateParameters": false,
  "dataFolder": "../../../../../Lean/Data",
  "minimumTrades": 1,
  "enableFitnessFilter": true,
  //"startDate": "2013-10-08T00:00:00Z",
  //"endDate": "2013-10-10T00:00:00Z",
  //"mutationProbability": 0.5,
  //"crossoverProbability": 0.75
//  "fitness": {
    //"folds": 2,
    //"scale": 1,
    //"modifier": -1,
    //"resultKey": "Beta",
    //"name": "MinimizeBeta",
 //   "OptimizerTypeName": "ParticleSwarm"
    //  "OptimizerTypeName": "RandomSearch"
    //  "OptimizerTypeName": "GlobalizedBoundedNelderMead"
  }
}