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Original file line number Diff line number Diff line change
Expand Up @@ -31,7 +31,6 @@ <h4>200 Success</h4>
"name": "string",
"status": ,
"nodeType": "O2-8",
"extremum": "min",
"criterion": {
"target": "TotalPerformance.PortfolioStatistics.SharpeRatio",
"extremum": "min",
Expand Down Expand Up @@ -85,9 +84,6 @@ <h4>200 Success</h4>
<td width="20%">nodeType</td> <td> <code>string Enum</code> <br/> Optimization node types available in QuantConnect Cloud. Options : ['O2-8', 'O4-12', 'O8-16']</td>
</tr>
<tr>
<td width="20%">extremum</td> <td> <code>string Enum</code> <br/> Defines the direction of optimization. Options : ['min', 'max']</td>
</tr>
<tr>
<td width="20%">criterion</td> <td> <code>OptimizationTarget object</code> <br/> Optimization statistical target.</td>
</tr>
<tr>
Expand Down Expand Up @@ -124,7 +120,6 @@ <h4>200 Success</h4>
"name": "string",
"status": ,
"nodeType": "O2-8",
"extremum": "min",
"criterion": {
"target": "TotalPerformance.PortfolioStatistics.SharpeRatio",
"extremum": "min",
Expand Down Expand Up @@ -172,64 +167,64 @@ <h4>200 Success</h4>
</table><table class="table qc-table">
<thead>
<tr>
<th colspan="2"><code>OptimizationTargetTo</code> Model</th>
<th colspan="2"><code>OptimizationTarget</code> Model</th>
</tr>
</thead>
<tr>
<td width="20%">OptimizationParameter</td> <td> <code>string Enum</code> <br/> /. Options : ['min', 'max']</td>
<td width="20%">target</td> <td> <code>string Enum</code> <br/> The target statistic to track. Options : ['TotalPerformance.PortfolioStatistics.SharpeRatio', 'TotalPerformance.PortfolioStatistics.CompoundingAnnualReturn', 'TotalPerformance.PortfolioStatistics.ProbabilisticSharpeRatio', 'TotalPerformance.PortfolioStatistics.Drawdown']</td>
</tr>
<tr>
<td width="20%">extremum</td> <td> <code>string Enum</code> <br/> Defines the direction of optimization. Options : ['min', 'max']</td>
</tr>
<tr>
<td width="20%">targetValue</td> <td> <code>number<br/><i><sub>example: 1</sub></i></code> <br/> Desired value for the optimization target statistic.</td>
</tr>
<tr>
<td width="20%">Example</td>
<td>
<div class="cli section-example-container"><pre>
{
"OptimizationParameter": "min"
"target": "TotalPerformance.PortfolioStatistics.SharpeRatio",
"extremum": "min",
"targetValue": 1
}</pre>
</div>
</td>
</tr>
</table><table class="table qc-table">
<thead>
<tr>
<th colspan="2"><code>OptimizationTarget</code> Model</th>
<th colspan="2"><code>OptimizationTargetStatistic</code> Model</th>
</tr>
</thead>
<tr>
<td width="20%">target</td> <td> <code>string Enum</code> <br/> The target statistic to track. Options : ['TotalPerformance.PortfolioStatistics.SharpeRatio', 'TotalPerformance.PortfolioStatistics.CompoundingAnnualReturn', 'TotalPerformance.PortfolioStatistics.ProbabilisticSharpeRatio', 'TotalPerformance.PortfolioStatistics.Drawdown']</td>
</tr>
<tr>
<td width="20%">extremum</td> <td> <code>string Enum</code> <br/> Defines the direction of optimization. Options : ['min', 'max']</td>
</tr>
<tr>
<td width="20%">targetValue</td> <td> <code>number<br/><i><sub>example: 1</sub></i></code> <br/> Desired value for the optimization target statistic.</td>
<td width="20%">OptimizationParameter</td> <td> <code>string Enum</code> <br/> /. Options : ['TotalPerformance.PortfolioStatistics.SharpeRatio', 'TotalPerformance.PortfolioStatistics.CompoundingAnnualReturn', 'TotalPerformance.PortfolioStatistics.ProbabilisticSharpeRatio', 'TotalPerformance.PortfolioStatistics.Drawdown']</td>
</tr>
<tr>
<td width="20%">Example</td>
<td>
<div class="cli section-example-container"><pre>
{
"target": "TotalPerformance.PortfolioStatistics.SharpeRatio",
"extremum": "min",
"targetValue": 1
"OptimizationParameter": "TotalPerformance.PortfolioStatistics.SharpeRatio"
}</pre>
</div>
</td>
</tr>
</table><table class="table qc-table">
<thead>
<tr>
<th colspan="2"><code>OptimizationTargetStatistic</code> Model</th>
<th colspan="2"><code>OptimizationTargetTo</code> Model</th>
</tr>
</thead>
<tr>
<td width="20%">OptimizationParameter</td> <td> <code>string Enum</code> <br/> /. Options : ['TotalPerformance.PortfolioStatistics.SharpeRatio', 'TotalPerformance.PortfolioStatistics.CompoundingAnnualReturn', 'TotalPerformance.PortfolioStatistics.ProbabilisticSharpeRatio', 'TotalPerformance.PortfolioStatistics.Drawdown']</td>
<td width="20%">OptimizationParameter</td> <td> <code>string Enum</code> <br/> /. Options : ['min', 'max']</td>
</tr>
<tr>
<td width="20%">Example</td>
<td>
<div class="cli section-example-container"><pre>
{
"OptimizationParameter": "TotalPerformance.PortfolioStatistics.SharpeRatio"
"OptimizationParameter": "min"
}</pre>
</div>
</td>
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -31,7 +31,6 @@ <h4>200 Success</h4>
"name": "string",
"status": ,
"nodeType": "O2-8",
"extremum": "min",
"criterion": {
"target": "TotalPerformance.PortfolioStatistics.SharpeRatio",
"extremum": "min",
Expand Down Expand Up @@ -85,9 +84,6 @@ <h4>200 Success</h4>
<td width="20%">nodeType</td> <td> <code>string Enum</code> <br/> Optimization node types available in QuantConnect Cloud. Options : ['O2-8', 'O4-12', 'O8-16']</td>
</tr>
<tr>
<td width="20%">extremum</td> <td> <code>string Enum</code> <br/> Defines the direction of optimization. Options : ['min', 'max']</td>
</tr>
<tr>
<td width="20%">criterion</td> <td> <code>OptimizationTarget object</code> <br/> Optimization statistical target.</td>
</tr>
<tr>
Expand Down Expand Up @@ -124,7 +120,6 @@ <h4>200 Success</h4>
"name": "string",
"status": ,
"nodeType": "O2-8",
"extremum": "min",
"criterion": {
"target": "TotalPerformance.PortfolioStatistics.SharpeRatio",
"extremum": "min",
Expand Down Expand Up @@ -172,64 +167,64 @@ <h4>200 Success</h4>
</table><table class="table qc-table">
<thead>
<tr>
<th colspan="2"><code>OptimizationTargetTo</code> Model</th>
<th colspan="2"><code>OptimizationTarget</code> Model</th>
</tr>
</thead>
<tr>
<td width="20%">OptimizationParameter</td> <td> <code>string Enum</code> <br/> /. Options : ['min', 'max']</td>
<td width="20%">target</td> <td> <code>string Enum</code> <br/> The target statistic to track. Options : ['TotalPerformance.PortfolioStatistics.SharpeRatio', 'TotalPerformance.PortfolioStatistics.CompoundingAnnualReturn', 'TotalPerformance.PortfolioStatistics.ProbabilisticSharpeRatio', 'TotalPerformance.PortfolioStatistics.Drawdown']</td>
</tr>
<tr>
<td width="20%">extremum</td> <td> <code>string Enum</code> <br/> Defines the direction of optimization. Options : ['min', 'max']</td>
</tr>
<tr>
<td width="20%">targetValue</td> <td> <code>number<br/><i><sub>example: 1</sub></i></code> <br/> Desired value for the optimization target statistic.</td>
</tr>
<tr>
<td width="20%">Example</td>
<td>
<div class="cli section-example-container"><pre>
{
"OptimizationParameter": "min"
"target": "TotalPerformance.PortfolioStatistics.SharpeRatio",
"extremum": "min",
"targetValue": 1
}</pre>
</div>
</td>
</tr>
</table><table class="table qc-table">
<thead>
<tr>
<th colspan="2"><code>OptimizationTarget</code> Model</th>
<th colspan="2"><code>OptimizationTargetStatistic</code> Model</th>
</tr>
</thead>
<tr>
<td width="20%">target</td> <td> <code>string Enum</code> <br/> The target statistic to track. Options : ['TotalPerformance.PortfolioStatistics.SharpeRatio', 'TotalPerformance.PortfolioStatistics.CompoundingAnnualReturn', 'TotalPerformance.PortfolioStatistics.ProbabilisticSharpeRatio', 'TotalPerformance.PortfolioStatistics.Drawdown']</td>
</tr>
<tr>
<td width="20%">extremum</td> <td> <code>string Enum</code> <br/> Defines the direction of optimization. Options : ['min', 'max']</td>
</tr>
<tr>
<td width="20%">targetValue</td> <td> <code>number<br/><i><sub>example: 1</sub></i></code> <br/> Desired value for the optimization target statistic.</td>
<td width="20%">OptimizationParameter</td> <td> <code>string Enum</code> <br/> /. Options : ['TotalPerformance.PortfolioStatistics.SharpeRatio', 'TotalPerformance.PortfolioStatistics.CompoundingAnnualReturn', 'TotalPerformance.PortfolioStatistics.ProbabilisticSharpeRatio', 'TotalPerformance.PortfolioStatistics.Drawdown']</td>
</tr>
<tr>
<td width="20%">Example</td>
<td>
<div class="cli section-example-container"><pre>
{
"target": "TotalPerformance.PortfolioStatistics.SharpeRatio",
"extremum": "min",
"targetValue": 1
"OptimizationParameter": "TotalPerformance.PortfolioStatistics.SharpeRatio"
}</pre>
</div>
</td>
</tr>
</table><table class="table qc-table">
<thead>
<tr>
<th colspan="2"><code>OptimizationTargetStatistic</code> Model</th>
<th colspan="2"><code>OptimizationTargetTo</code> Model</th>
</tr>
</thead>
<tr>
<td width="20%">OptimizationParameter</td> <td> <code>string Enum</code> <br/> /. Options : ['TotalPerformance.PortfolioStatistics.SharpeRatio', 'TotalPerformance.PortfolioStatistics.CompoundingAnnualReturn', 'TotalPerformance.PortfolioStatistics.ProbabilisticSharpeRatio', 'TotalPerformance.PortfolioStatistics.Drawdown']</td>
<td width="20%">OptimizationParameter</td> <td> <code>string Enum</code> <br/> /. Options : ['min', 'max']</td>
</tr>
<tr>
<td width="20%">Example</td>
<td>
<div class="cli section-example-container"><pre>
{
"OptimizationParameter": "TotalPerformance.PortfolioStatistics.SharpeRatio"
"OptimizationParameter": "min"
}</pre>
</div>
</td>
Expand Down
3 changes: 0 additions & 3 deletions QuantConnect-Platform-2.0.0.yaml
Original file line number Diff line number Diff line change
Expand Up @@ -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.
Expand Down
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