public RandomStrategy(ref PluginServices pluginService, int minind, int maxind, int minper, int maxper, bool disposition)
{
_randomClass = new Random();
_indicators = new ArrayList();
_entryName = "";
_pluginService = pluginService;
_minIndicators = minind;
_maxIndicators = maxind;
_minPeriod = minper;
_maxPeriod = maxper;
Disposition = disposition;
int indicators = _randomClass.Next(_minIndicators, _maxIndicators + 1);
for (int i = 0; i < indicators; i++)
{
int indicator = _randomClass.Next(1, _pluginService.AvailablePlugins.Count + 1) - 1;
int period = _randomClass.Next(_minPeriod, _maxPeriod);
AvailablePlugin <IIndicator> plug = _pluginService.AvailablePlugins[indicator];
Assembly pluginAssembly = Assembly.LoadFrom(plug.AssemblyPath);
plug.Instance = (IIndicator)Activator.CreateInstance(pluginAssembly.GetType(plug.PlugType.ToString()), period);
IIndicator rne = plug.Instance;
_indicators.Add(rne);
}
if (Disposition == true)
{
_entryName = GetSortedName(_indicators);
}
else
{
_exitName = GetSortedName(_indicators);
}
}
public TestStrategy(ref PluginServices pluginService, string strategy, bool disposition)
{
_pluginService = pluginService;
_strategy = strategy;
Disposition = disposition;
Resolve();
Initialize();
}
/// <summary>
/// Genetic strategy constructor
/// </summary>
public GeneticStrategy(ref PluginServices pluginService, ArrayList entry, ArrayList exit)
{
_pluginService = pluginService;
_entryIndicators = Resolve(entry);
EntryIndicatorName = GetSortedName(_entryIndicators);
_exitIndicators = Resolve(exit);
ExitIndicatorName = GetSortedName(_exitIndicators);
Initialize();
}
public RandomStrategy(ref PluginServices pluginService, int maxind, int maxper)
{
_randomClass = new Random();
_indicators = new ArrayList();
_entryName = "";
_pluginService = pluginService;
_maxIndicators = maxind;
_maxPeriod = maxper;
int indicators = _randomClass.Next(1, _maxIndicators + 1);
for (int i = 0; i < indicators; i++)
{
int indicator = _randomClass.Next(1, _pluginService.AvailablePlugins.Count + 1) - 1;
int period = _randomClass.Next(1, _maxPeriod);
AvailablePlugin <IIndicator> plug = _pluginService.AvailablePlugins[indicator];
Assembly pluginAssembly = Assembly.LoadFrom(plug.AssemblyPath);
plug.Instance = (IIndicator)Activator.CreateInstance(pluginAssembly.GetType(plug.PlugType.ToString()), period);
IIndicator rne = plug.Instance;
_indicators.Add(rne);
}
if (Disposition == true)
{
for (int i = 0; i < _indicators.Count; i++)
{
_entryName += ((IIndicator)_indicators[i]).GetName();
if (i != _indicators.Count - 1)
{
_entryName += ":";
}
}
}
else
{
for (int i = 0; i < _indicators.Count; i++)
{
_exitName += ((IIndicator)_indicators[i]).GetName();
if (i != _indicators.Count - 1)
{
_exitName += ":";
}
}
}
/*
* if (_exitFlag == true)
* {
* _exitIndicators.Add(new StandardExit(_maximumHoldingPeriodBars, _profitTragetVolatilityUnits, _moneyManagementStopVolatilityUnits));
*
* for (int i = 0; i < _exitIndicators.Count; i++)
* {
* ExitIndicatorName += ((IIndicator)_exitIndicators[i]).GetName();
* if (i != _exitIndicators.Count - 1)
* ExitIndicatorName += ":";
* }
* }
*/
}
/// <summary>
/// Genetic strategy constructor
/// </summary>
public GeneticStrategy(ref PluginServices pluginService, string genome)
{
_pluginService = pluginService;
string[] dataArray = new string[2];
Regex rex = new Regex("&(?=(?:[^\"]*\"[^\"]*\")*(?![^\"]*\"))");
dataArray = rex.Split(genome);
_entryIndicators = Resolve(dataArray[0]);
EntryIndicatorName = GetSortedName(_entryIndicators);
_exitIndicators = Resolve(dataArray[1]);
ExitIndicatorName = GetSortedName(_exitIndicators);
Initialize();
}
