public List <StratergyParameterRange> GetRanges(List <string> extractedString)
{
lock (syn)
{
List <StratergyParameterRange> result = new List <StratergyParameterRange>();
using (FileStream fs = new FileStream(GetConfigName(), FileMode.Open))
using (XmlDictionaryReader reader = XmlDictionaryReader.CreateTextReader(fs, new XmlDictionaryReaderQuotas()))
{
DataContractSerializer ser2 = new DataContractSerializer(typeof(StratergyParameterRange));
StratergyParameterRange deserializedStratergyParameterRange = (StratergyParameterRange)ser2.ReadObject(reader, true);
foreach (KeyValuePair <string, AForge.IntStepRange> currKeyValuePair in deserializedStratergyParameterRange.ranges)
{
if (result.Count == 0)
{
result.Add(new StratergyParameterRange());
}
if (currKeyValuePair.Value.IsExtract == 0)
{
foreach (StratergyParameterRange currStratergyParameterRange in result)
{
currStratergyParameterRange.ranges.Add(currKeyValuePair.Key, currKeyValuePair.Value);
}
}
else
{
if (extractedString != null)
{
extractedString.Add(currKeyValuePair.Key);
}
List <StratergyParameterRange> newResults = new List <StratergyParameterRange>();
foreach (StratergyParameterRange currStratergyParameterRange in result)
{
for (int i = currKeyValuePair.Value.Min; i <= currKeyValuePair.Value.Max; i += currKeyValuePair.Value.Step)
{
StratergyParameterRange newPR = new StratergyParameterRange();
foreach (KeyValuePair <string, AForge.IntStepRange> temp in currStratergyParameterRange.ranges)
{
newPR.ranges.Add(temp.Key, temp.Value);
}
newPR.ranges.Add(currKeyValuePair.Key, new AForge.IntStepRange(i, i, 1));
newResults.Add(newPR);
}
}
result = newResults;
}
}
return(result);
}
}
}
private OptimizationFunctionIntNDFactory GetStrategyFactory(StratergyParameterRange spr,
ConfigReader cr)
{
if (cr is BuyLimitAndWait.BuyLimitAndWaitConfigReader)
{
return(new BuyLimitAndWait.BuyLimitAndWaitFunctionFactory(spr));
}
if (cr is MartinGale.MartinGaleConfigReader)
{
return(new MartinGale.MartinGaleFunctionFactory(spr));
}
if (cr is Pipsovik.PipsovikConfigReader)
{
return(new Pipsovik.PipsovikFunctionFactory(spr));
}
if (cr is SuperAdaptStrategy.SuperAdaptConfigReader)
{
return(new SuperAdaptStrategy.SuperAdaptFunctionFactory(spr));
}
throw new ApplicationException("Can`t find factory for this type of configs");
}
//public StrategyParameter GetMainParameters
//{
// get
// {
// StrategyParameter param = new StrategyParameter();
// foreach (KeyValuePair<string, AForge.IntStepRange> range in GetRanges(null)[0].ranges)
// {
// param.Add(range.Key, range.Value.Current);
// }
// return param;
// }
//}
public void SaveCurrentParameters(string strategyName, StrategyParameter sParam, string directory)
{
if (!Directory.Exists(directory))
{
Directory.CreateDirectory(directory);
}
else
{
Array.ForEach(Directory.GetFiles(directory), delegate(string path) { File.Delete(path); });
}
List <string> arrExportParameters = new List <string>();
using (FileStream fs = new FileStream(GetConfigName(), FileMode.Open, FileAccess.Read, FileShare.Read))
using (XmlDictionaryReader reader = XmlDictionaryReader.CreateTextReader(fs, new XmlDictionaryReaderQuotas()))
{
DataContractSerializer ser2 = new DataContractSerializer(typeof(StratergyParameterRange));
StratergyParameterRange deserializedStratergyParameterRange = (StratergyParameterRange)ser2.ReadObject(reader, true);
foreach (KeyValuePair <string, AForge.IntStepRange> currKeyValuePair in deserializedStratergyParameterRange.ranges)
{
if (currKeyValuePair.Value.IsNonExport == 0)
{
arrExportParameters.Add(currKeyValuePair.Key);
}
}
}
arrExportParameters.Add("GMT");
sParam["GMT"] = Int32.Parse(System.Configuration.ConfigurationManager.AppSettings["GMT"]);
sParam["MagicNumber"] = Int32.Parse(System.Configuration.ConfigurationManager.AppSettings["MagicNumber"]);
sParam.NewsFilePath = System.Configuration.ConfigurationManager.AppSettings["NewsFilePath"];
using (StreamWriter streamWriter = new StreamWriter(Path.Combine(directory, "external" + strategyName + sParam["MagicNumber"].ToString() + ".mq4")))
{
streamWriter.Write(StrategyMqlTemplate.BuildMQLStrategy(strategyName, sParam, arrExportParameters));
}
}
internal BuyLimitAndWaitFunction(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType, Account acc, StratergyParameterRange range)
: base(inSampleData, startTime, estFunctionType, acc, range)
{
}
public BuyAndWaitFunctionFactory(StratergyParameterRange spRange)
{
base.StratergyParameterRange = spRange;
}
public TheoristFunctionFactory(StratergyParameterRange spRange)
{
base.StratergyParameterRange = spRange;
}
internal PipsovikWeekendFunction(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType, Account acc, StratergyParameterRange range)
: base(inSampleData, startTime, estFunctionType, acc, range)
{
}
public PipsovikWeekendFunctionFactory(StratergyParameterRange spRange)
{
base.StratergyParameterRange = spRange;
}
public InverseMartinGaleFunctionFactory(StratergyParameterRange spRange)
{
base.StratergyParameterRange = spRange;
}
public AverageFunctionFactory(StratergyParameterRange spRange)
{
base.StratergyParameterRange = spRange;
}
public SuperAdaptFunctionFactory(StratergyParameterRange spRange)
{
base.StratergyParameterRange = spRange;
}
internal InverseMartinGaleFunction(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType, Account acc, StratergyParameterRange range)
: base(inSampleData, startTime, estFunctionType, acc, range)
{
}
/// <summary>
/// OptimizationFunctionIntND
/// </summary>
/// <param name="sparamRange"></param>
public OptimizationFunctionIntND(StratergyParameterRange sparamRange)
{
this.sparamRange = sparamRange;
}
protected CommonStrategyFunction(InputData inSampleData, DateTime startTime, EstimationFunctionType estFunctionType, Account acc, StratergyParameterRange range)
: base(range)
{
this.SampleData = inSampleData;
this.StartTime = startTime;
this.EstimationFunctionType = estFunctionType;
this.DefaultAccount = acc;
}
