public OptimizerResults(OptimizerGrid optimizer)
{
InitializeComponent();
_optimizer = optimizer;
ResultGrid.ItemsSource = _optimizer.Results;
}
private void OptimizeSettings()
{
// we only optimize settings on the top instance,
// not those used for walk-forward optimization
if (!IsOptimizing)
{
// enable optimizer parameters
foreach (var s in OptimizerParams)
{
s.Value.IsEnabled = true;
}
// run optimization
var optimizer = new OptimizerGrid(this, false);
var end = SimTime[0];
var start = end - TimeSpan.FromDays(90);
optimizer.Run(start, end);
// apply parameters from best result
var best = optimizer.Results
.OrderByDescending(r => r.Fitness)
.FirstOrDefault();
optimizer.SetParametersFromResult(best);
}
}
private void SelectAlgo(string algoLookupName)
{
ClearLog();
_currentAlgorithm = null;
_currentAlgorithmInfo = null;
_optimizer = null;
RunButton.IsEnabled = false;
MenuEditAlgorithm.IsEnabled = false;
ReportButton.IsEnabled = false;
OptimizerButton.IsEnabled = false;
ResultsButton.IsEnabled = false;
var allAlgorithms = TuringTrader.Simulator.AlgorithmLoader.GetAllAlgorithms();
var matchedAlgorithms = allAlgorithms
.Where(t => AlgoLookupName(t) == algoLookupName)
.ToList();
if (matchedAlgorithms.Count == 1)
{
AlgorithmInfo algoInfo = matchedAlgorithms.First();
_currentAlgorithmInfo = algoInfo;
GlobalSettings.MostRecentAlgorithm = algoLookupName;
_currentAlgorithm = AlgorithmLoader.InstantiateAlgorithm(algoInfo);
_currentAlgorithmTimestamp = _currentAlgorithmInfo.SourcePath != null
? (new FileInfo(_currentAlgorithmInfo.SourcePath).LastWriteTime)
: default(DateTime);
}
UpdateParameterDisplay();
MenuEditAlgorithm.IsEnabled = _currentAlgorithmInfo != null && _currentAlgorithmInfo.SourcePath != null;
if (_currentAlgorithm != null)
{
RunButton.IsEnabled = true;
ReportButton.IsEnabled = false;
OptimizerButton.IsEnabled = _currentAlgorithm.OptimizerParams.Count > 0;
ResultsButton.IsEnabled = false;
Title = "TuringTrader - " + _currentAlgorithm.Name;
}
else
{
Title = "TuringTrader";
}
}
private async void OptimizeButton_Click(object sender, RoutedEventArgs e)
{
RunButton.IsEnabled = false;
ReportButton.IsEnabled = false;
OptimizerButton.IsEnabled = false;
ResultsButton.IsEnabled = false;
AlgoMenu.IsEnabled = false;
ClearLog();
var optimizerSettings = new OptimizerSettings(_currentAlgorithm);
if (optimizerSettings.ShowDialog() == true)
{
if (OptimizerGrid.NumIterations(_currentAlgorithm) == 1)
{
// just a single iteration, no need to run optimizer
RunButton.IsEnabled = true;
ReportButton.IsEnabled = false;
OptimizerButton.IsEnabled = true;
ResultsButton.IsEnabled = true;
AlgoMenu.IsEnabled = true;
_runningOptimization = false;
UpdateParameterDisplay();
RunButton_Click(null, null);
}
else
{
// run optimizer in background
await Task.Run(() =>
{
_optimizer = new OptimizerGrid(_currentAlgorithm);
_runningOptimization = true;
try
{
_optimizer.Run();
}
catch (Exception exception)
{
WriteEventHandler(
string.Format("EXCEPTION: {0}{1}", exception.Message, exception.StackTrace)
+ Environment.NewLine);
}
LogOutput.Dispatcher.BeginInvoke(new Action(() =>
{
RunButton.IsEnabled = true;
ReportButton.IsEnabled = false;
OptimizerButton.IsEnabled = true;
ResultsButton.IsEnabled = true;
AlgoMenu.IsEnabled = true;
_runningOptimization = false;
ResultsButton_Click(null, null);
}));
});
}
}
else
{
RunButton.IsEnabled = true;
ReportButton.IsEnabled = false;
OptimizerButton.IsEnabled = true;
ResultsButton.IsEnabled = false;
AlgoMenu.IsEnabled = true;
_runningOptimization = false;
}
}
private void ParamGrid_TargetUpdated(object sender, DataTransferEventArgs e)
{
NumIterations.Text = string.Format("Total # of Iterations: {0}", OptimizerGrid.NumIterations(_algorithm));
}
