public AlgorithmSwitchingManager()
{
_stableHistory = new Dictionary <AlgorithmType, AlgorithmHistory>();
_unstableHistory = new Dictionary <AlgorithmType, AlgorithmHistory>();
_lastLegitPaying = new Dictionary <AlgorithmType, double>();
foreach (var kvp in NHSmaData.FilteredCurrentProfits(true))
{
_stableHistory[kvp.Key] = new AlgorithmHistory(MaxHistory);
_lastLegitPaying[kvp.Key] = kvp.Value;
}
foreach (var kvp in NHSmaData.FilteredCurrentProfits(false))
{
_unstableHistory[kvp.Key] = new AlgorithmHistory(MaxHistory);
_lastLegitPaying[kvp.Key] = kvp.Value;
}
}
public void ForceUpdate()
{
var isAllZeroPaying = _lastLegitPaying.Values.Any(paying => paying == 0);
if (isAllZeroPaying)
{
foreach (var kvp in NHSmaData.FilteredCurrentProfits(true))
{
_stableHistory[kvp.Key] = new AlgorithmHistory(MaxHistory);
_lastLegitPaying[kvp.Key] = kvp.Value;
}
foreach (var kvp in NHSmaData.FilteredCurrentProfits(false))
{
_unstableHistory[kvp.Key] = new AlgorithmHistory(MaxHistory);
_lastLegitPaying[kvp.Key] = kvp.Value;
}
}
var args = new SmaUpdateEventArgs(_lastLegitPaying);
Stop();
SmaCheck?.Invoke(this, args);
Start();
}
/// <summary>
/// Check profits for a history dict and update if profit has been higher for required ticks or if it is lower
/// </summary>
/// <returns>True iff any profits were postponed or updated</returns>
private bool UpdateProfits(Dictionary <AlgorithmType, AlgorithmHistory> history, int ticks, StringBuilder sb)
{
var updated = false;
foreach (var algo in history.Keys)
{
if (NHSmaData.TryGetPaying(algo, out var paying))
{
history[algo].Add(paying);
if (paying > _lastLegitPaying[algo])
{
updated = true;
var i = history[algo].CountOverProfit(_lastLegitPaying[algo]);
if (i >= ticks)
{
_lastLegitPaying[algo] = paying;
sb.AppendLine($"\tTAKEN: new profit {paying:e5} after {i} ticks for {algo}");
}
else
{
sb.AppendLine(
$"\tPOSTPONED: new profit {paying:e5} (previously {_lastLegitPaying[algo]:e5})," +
$" higher for {i}/{ticks} ticks for {algo}"
);
}
}
else
{
// Profit has gone down
_lastLegitPaying[algo] = paying;
}
}
}
return(updated);
}