public OptimizationParameterSet GetParameters(object obj)
{
var parameters = new OptimizationParameterSet();
var properties = obj.GetType().GetProperties(BindingFlags.Instance | BindingFlags.Public | BindingFlags.GetProperty | BindingFlags.SetProperty);
foreach (var parameter in properties.SelectMany(property => property.GetCustomAttributes(false).OfType <OptimizationParameterAttribute>().Select(attribute
=> new OptimizationParameter(property.Name, attribute.LowerBound, attribute.UpperBound, attribute.Step))))
{
parameters.Add(parameter);
}
return(parameters);
}
public void SetParameters(object obj, OptimizationParameterSet parameters)
{
var num = 0;
var properties = obj.GetType().GetProperties(BindingFlags.Instance | BindingFlags.Public | BindingFlags.GetProperty | BindingFlags.SetProperty);
foreach (var property in properties.SelectMany(property => property.GetCustomAttributes(false).OfType <OptimizationParameterAttribute>(), (property, attribute) => property))
{
if (property.Name != parameters[num].Name)
{
throw new Exception("Can not set parameter. Wrong parameter order.");
}
property.SetValue(obj, parameters[num].Value);
num++;
}
}
public OptimizationResult(OptimizationParameterSet parameterSet, PortfolioStatistics statistics)
{
OptimizationParameterSet = parameterSet;
OptimizationStatistics = new OptimizationStatistics(statistics);
}
