Beispiel #1
0
        private void CheckNotSoSimplePSO()
        {
            const double spread = 0.00016;
            const double pip = spread/2;
            var configuration = new PSOConfiguration(11) {Spread = spread, BestPositionTimeout = 1000, NumOfParticles = 6000};
            configuration.AddDataLimit(-20*pip, 20*pip, "");
            configuration.AddDataLimit(17, 24, "");
            configuration.AddDataLimit(1, 7, "");
            configuration.AddDataLimit(4, 50, "");
            configuration.AddDataLimit(8*spread, 48*spread, "");
            configuration.AddDataLimit(8*spread, 48*spread, "");
            configuration.AddDataLimit(100, 500, "");
            configuration.AddDataLimit(4, 9, "");
            configuration.AddDataLimit(3, 18, "");
            configuration.AddDataLimit(5*spread, 10*spread, "");
            configuration.AddDataLimit(3*spread, 15*spread, "");

            optimizer = new PSOOptimizer(configuration);//TODO: Add fitness function (ie strategy definition)
            optimizer.Start();
        }
Beispiel #2
0
        private void CheckNotSoSimplePSO()
        {
            const double spread        = 0.00016;
            const double pip           = spread / 2;
            var          configuration = new PSOConfiguration(11)
            {
                Spread = spread, BestPositionTimeout = 1000, NumOfParticles = 6000
            };

            configuration.AddDataLimit(-20 * pip, 20 * pip, "");
            configuration.AddDataLimit(17, 24, "");
            configuration.AddDataLimit(1, 7, "");
            configuration.AddDataLimit(4, 50, "");
            configuration.AddDataLimit(8 * spread, 48 * spread, "");
            configuration.AddDataLimit(8 * spread, 48 * spread, "");
            configuration.AddDataLimit(100, 500, "");
            configuration.AddDataLimit(4, 9, "");
            configuration.AddDataLimit(3, 18, "");
            configuration.AddDataLimit(5 * spread, 10 * spread, "");
            configuration.AddDataLimit(3 * spread, 15 * spread, "");

            optimizer = new PSOOptimizer(configuration);//TODO: Add fitness function (ie strategy definition)
            optimizer.Start();
        }