public virtual void Estimate(HashSet <OptimizationParameter> optimizationParameters, int expected)
        {
            Strategy.Initialize(
                new Target("Profit", new Maximization(), null),
                null,
                optimizationParameters,
                CreateSettings());

            Assert.AreEqual(expected, Strategy.GetTotalBacktestEstimate());
        }
Beispiel #2
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        /// <summary>
        /// Returns the current optimization status and strategy estimates
        /// </summary>
        public OptimizationEstimate GetCurrentEstimate()
        {
            var completedCount = _completedBacktest;
            var runtime        = DateTime.UtcNow - _startedAt;

            return(new OptimizationEstimate
            {
                TotalBacktest = Strategy.GetTotalBacktestEstimate(),
                CompletedBacktest = completedCount,
                FailedBacktest = _failedBacktest,
                RunningBacktest = RunningParameterSetForBacktest.Count,
                InQueueBacktest = PendingParameterSet.Count,
                AverageBacktest = completedCount > 0 ? new TimeSpan(runtime.Ticks / completedCount) : TimeSpan.Zero,
                TotalRuntime = runtime
            });
        }
Beispiel #3
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 /// <summary>
 /// Returns the current optimization status and strategy estimates
 /// </summary>
 public int GetCurrentEstimate()
 {
     return(Strategy.GetTotalBacktestEstimate());
 }