public void Start()
{
GeneFactory.Initialize(_config.Genes);
var chromosome = new Chromosome(false, GeneFactory.Config);
_fitness.Evaluate(chromosome);
LogProvider.GenerationsLogger.Info(Termination);
var best = ((Chromosome)((SharpeMaximizer)_fitness).Best);
var info = $"Algorithm: {_config.AlgorithmTypeName}, Fitness: {chromosome.Fitness}, {_fitness.Name}: " +
$"{_fitness.GetValueFromFitness(chromosome.Fitness).ToString("F")}, {best.ToKeyValueString()}";
LogProvider.GenerationsLogger.Info(info);
}
public override double Evaluate(IChromosome chromosome)
{
this.Name = "DualPeriodSharpe";
var dualConfig = Clone <OptimizerConfiguration>((OptimizerConfiguration)Config);
var start = Config.StartDate.Value;
var end = Config.EndDate.Value;
var diff = end - start;
dualConfig.StartDate = end;
dualConfig.EndDate = end + diff;
var dualFitness = new OptimizerFitness(dualConfig, this.Filter);
var first = base.Evaluate(chromosome);
double second = -10;
if (first > -10)
{
second = dualFitness.Evaluate(chromosome);
}
var fitness = new FitnessResult
{
Fitness = (first + second) / 2
};
fitness.Value = (decimal)base.GetValueFromFitness(fitness.Fitness);
var output = string.Format($"Start: {Config.StartDate}, End: {Config.EndDate}, Start: {dualConfig.StartDate}, End: {dualConfig.EndDate}, "
+ $"Id: {((Chromosome)chromosome).Id}, Dual Period {this.Name}: {fitness.Value}");
Program.Logger.Info(output);
Config.StartDate = start;
Config.EndDate = end;
return(fitness.Fitness);
}