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Optimizer

To optimize a configuration by iterating multiple backtests,

  1. modify configs/backtest/default.hjson and configs/optimize/default.hjson as desired
  2. run with python3 optimize.py
  3. optional args: -b or --backtest-config: use different backtest config
  4. optional args: -o or --optimize-config: use different optimize config
  5. optionally make optimizer start from given candidate(s) by adding kwarg --start {path_to_starting_candidate.json} if pointing to a directory, will use all .json files in that directory as starting candidates

See wiki for more info on backtesting and optimizing