Lean Optimizer - code examples/api docs? by Austin

Austin

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I've seen a couple forum comments mention this pull request as a new feature for LEAN/QuantConnect, a parameter optimizer feature. Super exciting work, I'm glad to see QC build this feature! I wanted to start testing it and can't find any api docs on optimizer usage, which is fair enough for a new feature, but I was still hoping to play around with it. I looked through the LeanOptimizer class added in the PR's file diffs, but I'm less familiar with building LEAN locally so it's not too clear to me how to run an optimization..

Can this be run from QuantConnect's web applicaiton or is the feature only operational in LEAN for now?
If the feature is operational, can someone post a code example interacting with the optimizer? I don't really care what of, I can adapt the code myself

Glad to see such active community and devs supporting QC, even if it's not possible to use for now I'm excited to see this work being done :)

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Austin

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Jared Broad

Thanks Austin! It'll be in production on the website tomorrow(!! Exciting) and then we'll follow in the months ahead with open source tutorials and docs for how to use it depending on the community feedback. It will be as simple to use as clicking "Backtest", and billed hourly like AWS.

This is a feature we've been working up to for 5 years. Very excited to see it come to fruition.

It is just grid search and only 2 parameters for now but we'll expand this over time.

Austin

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