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Warning! Do not delete this header, it is used by StrategyQuant to get information about this template. Fitness Function Class to implement new Fitness function FitnessFunctions java package com.strategyquant.extend.FitnessFunctions; import com.strategyquant.lib.fitness.FitnessFunction; import com.strategyquant.lib.results.SQResultsGroup; import com.strategyquant.lib.settings.SQConst; import com.strategyquant.lib.utils.SQUtils; public class [class_name] extends FitnessFunction { public [class_name]() { super(); name = "[class_name]"; type = FitnessFunction.MAXIMIZE; } /** * compute fitness from the results */ @Override public void computeFitness(SQResultsGroup resultsGroup) throws Exception { // an example - NetProfit is used as a fitness criterion double fitness = resultsGroup.getResult(SQConst.SYMBOL_PORTFOLIO).getStats(SQConst.DIRECTION_ALL, SQConst.PL_IN_MONEY, SQConst.KEY_SAMPLE_ALL).getDouble("NetProfit"); setFitness(resultsGroup, fitness); } /** * Prints the fitness in default format. You can customize this function to print your fitness in another format. */ @Override public String printFitness(SQResultsGroup resultsGroup) throws Exception { double fitness = getFitness(resultsGroup); return SQUtils.d2WithPlType(fitness, SQConst.PL_IN_MONEY); } }