diff --git a/01 Cloud Platform/99 API Reference/08 Optimization Management/01 Create Optimization/03 Responses.html b/01 Cloud Platform/99 API Reference/08 Optimization Management/01 Create Optimization/03 Responses.html index f1add3ecff..d602e87df5 100644 --- a/01 Cloud Platform/99 API Reference/08 Optimization Management/01 Create Optimization/03 Responses.html +++ b/01 Cloud Platform/99 API Reference/08 Optimization Management/01 Create Optimization/03 Responses.html @@ -31,7 +31,6 @@
string Enum string Enum OptimizationTarget object OptimizationTargetTo Model |
+OptimizationTarget Model |
||
|---|---|---|---|
| OptimizationParameter | string Enum /. Options : ['min', 'max'] |
+target | string Enum The target statistic to track. Options : ['TotalPerformance.PortfolioStatistics.SharpeRatio', 'TotalPerformance.PortfolioStatistics.CompoundingAnnualReturn', 'TotalPerformance.PortfolioStatistics.ProbabilisticSharpeRatio', 'TotalPerformance.PortfolioStatistics.Drawdown'] |
+
| extremum | string Enum Defines the direction of optimization. Options : ['min', 'max'] |
+||
| targetValue | number Desired value for the optimization target statistic. |
||
| Example |
{
- "OptimizationParameter": "min"
+ "target": "TotalPerformance.PortfolioStatistics.SharpeRatio",
+ "extremum": "min",
+ "targetValue": 1
}
|
@@ -191,26 +194,18 @@ ||
OptimizationTarget Model |
+OptimizationTargetStatistic Model |
||
|---|---|---|---|
| target | string Enum The target statistic to track. Options : ['TotalPerformance.PortfolioStatistics.SharpeRatio', 'TotalPerformance.PortfolioStatistics.CompoundingAnnualReturn', 'TotalPerformance.PortfolioStatistics.ProbabilisticSharpeRatio', 'TotalPerformance.PortfolioStatistics.Drawdown'] |
-||
| extremum | string Enum Defines the direction of optimization. Options : ['min', 'max'] |
-||
| targetValue | number Desired value for the optimization target statistic. |
+OptimizationParameter | string Enum /. Options : ['TotalPerformance.PortfolioStatistics.SharpeRatio', 'TotalPerformance.PortfolioStatistics.CompoundingAnnualReturn', 'TotalPerformance.PortfolioStatistics.ProbabilisticSharpeRatio', 'TotalPerformance.PortfolioStatistics.Drawdown'] |
| Example |
{
- "target": "TotalPerformance.PortfolioStatistics.SharpeRatio",
- "extremum": "min",
- "targetValue": 1
+ "OptimizationParameter": "TotalPerformance.PortfolioStatistics.SharpeRatio"
}
|
@@ -218,18 +213,18 @@ ||
OptimizationTargetStatistic Model |
+OptimizationTargetTo Model |
||
|---|---|---|---|
| OptimizationParameter | string Enum /. Options : ['TotalPerformance.PortfolioStatistics.SharpeRatio', 'TotalPerformance.PortfolioStatistics.CompoundingAnnualReturn', 'TotalPerformance.PortfolioStatistics.ProbabilisticSharpeRatio', 'TotalPerformance.PortfolioStatistics.Drawdown'] |
+OptimizationParameter | string Enum /. Options : ['min', 'max'] |
| Example |
{
- "OptimizationParameter": "TotalPerformance.PortfolioStatistics.SharpeRatio"
+ "OptimizationParameter": "min"
}
|
diff --git a/01 Cloud Platform/99 API Reference/08 Optimization Management/06 List Optimization/03 Responses.html b/01 Cloud Platform/99 API Reference/08 Optimization Management/06 List Optimization/03 Responses.html
index dd840c87aa..8866f4cea0 100644
--- a/01 Cloud Platform/99 API Reference/08 Optimization Management/06 List Optimization/03 Responses.html
+++ b/01 Cloud Platform/99 API Reference/08 Optimization Management/06 List Optimization/03 Responses.html
@@ -31,7 +31,6 @@ nodeType | string Enum Optimization node types available in QuantConnect Cloud. Options : ['O2-8', 'O4-12', 'O8-16'] |
| extremum | string Enum Defines the direction of optimization. Options : ['min', 'max'] |
-||
| criterion | OptimizationTarget object Optimization statistical target. |
||
OptimizationTargetTo Model |
+OptimizationTarget Model |
||
|---|---|---|---|
| OptimizationParameter | string Enum /. Options : ['min', 'max'] |
+target | string Enum The target statistic to track. Options : ['TotalPerformance.PortfolioStatistics.SharpeRatio', 'TotalPerformance.PortfolioStatistics.CompoundingAnnualReturn', 'TotalPerformance.PortfolioStatistics.ProbabilisticSharpeRatio', 'TotalPerformance.PortfolioStatistics.Drawdown'] |
+
| extremum | string Enum Defines the direction of optimization. Options : ['min', 'max'] |
+||
| targetValue | number Desired value for the optimization target statistic. |
||
| Example |
{
- "OptimizationParameter": "min"
+ "target": "TotalPerformance.PortfolioStatistics.SharpeRatio",
+ "extremum": "min",
+ "targetValue": 1
}
|
@@ -191,26 +194,18 @@ ||
OptimizationTarget Model |
+OptimizationTargetStatistic Model |
||
|---|---|---|---|
| target | string Enum The target statistic to track. Options : ['TotalPerformance.PortfolioStatistics.SharpeRatio', 'TotalPerformance.PortfolioStatistics.CompoundingAnnualReturn', 'TotalPerformance.PortfolioStatistics.ProbabilisticSharpeRatio', 'TotalPerformance.PortfolioStatistics.Drawdown'] |
-||
| extremum | string Enum Defines the direction of optimization. Options : ['min', 'max'] |
-||
| targetValue | number Desired value for the optimization target statistic. |
+OptimizationParameter | string Enum /. Options : ['TotalPerformance.PortfolioStatistics.SharpeRatio', 'TotalPerformance.PortfolioStatistics.CompoundingAnnualReturn', 'TotalPerformance.PortfolioStatistics.ProbabilisticSharpeRatio', 'TotalPerformance.PortfolioStatistics.Drawdown'] |
| Example |
{
- "target": "TotalPerformance.PortfolioStatistics.SharpeRatio",
- "extremum": "min",
- "targetValue": 1
+ "OptimizationParameter": "TotalPerformance.PortfolioStatistics.SharpeRatio"
}
|
@@ -218,18 +213,18 @@ ||
OptimizationTargetStatistic Model |
+OptimizationTargetTo Model |
||
|---|---|---|---|
| OptimizationParameter | string Enum /. Options : ['TotalPerformance.PortfolioStatistics.SharpeRatio', 'TotalPerformance.PortfolioStatistics.CompoundingAnnualReturn', 'TotalPerformance.PortfolioStatistics.ProbabilisticSharpeRatio', 'TotalPerformance.PortfolioStatistics.Drawdown'] |
+OptimizationParameter | string Enum /. Options : ['min', 'max'] |
| Example |
{
- "OptimizationParameter": "TotalPerformance.PortfolioStatistics.SharpeRatio"
+ "OptimizationParameter": "min"
}
|
diff --git a/QuantConnect-Platform-2.0.0.yaml b/QuantConnect-Platform-2.0.0.yaml
index 362d9574bd..a66ba4839c 100644
--- a/QuantConnect-Platform-2.0.0.yaml
+++ b/QuantConnect-Platform-2.0.0.yaml
@@ -4430,9 +4430,6 @@ components:
nodeType:
description: Optimization node type.
$ref: '#/components/schemas/OptimizationNodeType'
- extremum:
- description: Defines the direction of optimization.
- $ref: '#/components/schemas/OptimizationTargetTo'
criterion:
type: object
description: Optimization statistical target.
||