/// <summary>
/// Performs the required operations to calculates fitness
/// </summary>
/// <param name="normalizedParameters"></param>
/// <returns></returns>
public double Fitness(double[] normalizedParameters)
{
double result = 0;
// Calculate result
result = _strategyExecutor.ExecuteStrategy(normalizedParameters[0], normalizedParameters[1],
normalizedParameters[2], normalizedParameters[3]);
Logger.Info("ALPHA: " + normalizedParameters[0], "Optimization", "FitnessFunction");
Logger.Info("BETA: " + normalizedParameters[1], "Optimization", "FitnessFunction");
Logger.Info("GAMMA: " + normalizedParameters[2], "Optimization", "FitnessFunction");
Logger.Info("EPSILON: " + normalizedParameters[3], "Optimization", "FitnessFunction");
Logger.Info("PNL: " + result, "Optimization", "FitnessFunction");
// Return result
return(result);
}
/// <summary>
/// Function to optimize.
/// </summary>
/// <param name="w">Function W input value.</param>
/// <param name="x">Function X input value.</param>
/// <param name="y">Function Y input value.</param>
/// <param name="z">Function Z input value.</param>
/// <returns>Returns function output value.</returns>
/// <remarks>The method should be overloaded by inherited class to
/// specify the optimization function.</remarks>
public override double OptimizationFunction(double w, double x, double y, double z)
{
double result = 0;
//double wUserValue = ConvertValueToUserDefinedRange(w, 0.1);
//double xUserValue = ConvertValueToUserDefinedRange(x, 0.0001);
//double yUserValue = ConvertValueToUserDefinedRange(y, 0.1);
//double zUserValue = ConvertValueToUserDefinedRange(z, 0.001);
// Calculate result
result = _strategyExecutor.ExecuteStrategy(w, x, y, z);
//Logger.Info("ALPHA: " + wUserValue, "Optimization", "FitnessFunction");
//Logger.Info("BETA: " + xUserValue, "Optimization", "FitnessFunction");
//Logger.Info("GAMMA: " + yUserValue, "Optimization", "FitnessFunction");
//Logger.Info("EPSILON: " + zUserValue, "Optimization", "FitnessFunction");
//Logger.Info("PNL: " + result, "Optimization", "FitnessFunction");
// Return result
return(result);
}
/// <summary>
/// Performs iterations depending upon the range and parameter values
/// </summary>
public void ExecuteIterations()
{
// Execute all combinations
foreach (object[] ctorArgument in _ctorArguments)
{
double result = 0;
// Calculate result
result = _strategyExecutor.ExecuteStrategy(Convert.ToDouble(ctorArgument[1].ToString()),
Convert.ToDouble(ctorArgument[14].ToString()),
Convert.ToDouble(ctorArgument[5].ToString()),
Convert.ToDouble(ctorArgument[6].ToString()));
Logger.Info("ALPHA: " + ctorArgument[1], "Optimization", "ExecuteIterations");
Logger.Info("BETA: " + ctorArgument[14], "Optimization", "ExecuteIterations");
Logger.Info("GAMMA: " + ctorArgument[5], "Optimization", "ExecuteIterations");
Logger.Info("EPSILON: " + ctorArgument[6], "Optimization", "ExecuteIterations");
Logger.Info("PNL: " + result, "Optimization", "ExecuteIterations");
//// Return result
//return result;
}
}
