|
public static RunAlgorithm ( Dictionary list, IOptimizerConfiguration config ) : decimal>.Dictionary |
||
| list | Dictionary | |
| config | IOptimizerConfiguration | |
| return | decimal>.Dictionary | |
public virtual double Evaluate(IChromosome chromosome)
{
try
{
string output = "";
var list = ((Chromosome)chromosome).ToDictionary();
list.Add("Id", ((Chromosome)chromosome).Id);
foreach (var item in list)
{
output += item.Key + ": " + item.Value.ToString() + ", ";
}
if (Config.StartDate.HasValue && Config.EndDate.HasValue)
{
output += string.Format("Start: {0}, End: {1}, ", Config.StartDate, Config.EndDate);
}
var result = OptimizerAppDomainManager.RunAlgorithm(list);
var fitness = CalculateFitness(result);
output += string.Format("{0}: {1}", this.Name, fitness.Value);
Program.Logger.Info(output);
return(fitness.Fitness);
}
catch (Exception ex)
{
Program.Logger.Error(ex);
return(0);
}
}
public virtual Dictionary <string, decimal> RunAlgorithm(Dictionary <string, object> list, IOptimizerConfiguration config)
{
if (config.UseSharedAppDomain)
{
return(SingleAppDomainManager.RunAlgorithm(list, config));
}
else
{
return(OptimizerAppDomainManager.RunAlgorithm(list, config));
}
}
public virtual double Evaluate(IChromosome chromosome)
{
try
{
string output = "";
var list = ((Chromosome)chromosome).ToDictionary();
list.Add("Id", ((Chromosome)chromosome).Id);
foreach (var item in list)
{
output += item.Key + ": " + item.Value.ToString() + ", ";
}
if (Config.StartDate.HasValue && Config.EndDate.HasValue)
{
output += string.Format("Start: {0}, End: {1}, ", Config.StartDate, Config.EndDate);
}
Dictionary <string, decimal> result = null;
if (Config.UseSharedAppDomain)
{
result = SingleAppDomainManager.RunAlgorithm(list, Config);
}
else
{
result = OptimizerAppDomainManager.RunAlgorithm(list, Config);
}
if (result == null)
{
return(0);
}
var fitness = CalculateFitness(result);
output += string.Format("{0}: {1}", Name, fitness.Value);
LogProvider.OptimizerLogger.Info(output);
return(fitness.Fitness);
}
catch (Exception ex)
{
LogProvider.ErrorLogger.Error(ex);
return(0);
}
}
//todo: configurable k-folds
public override Dictionary <string, decimal> GetScore(Dictionary <string, object> list, IOptimizerConfiguration config)
{
//todo: threads
var score = base.GetScore(list, config);
var period = Config.StartDate.Value - Config.EndDate.Value.Date.AddDays(1).AddMilliseconds(-1);
var oneThird = period.Ticks / 3;
var oneThirdConfig = Clone((OptimizerConfiguration)Config);
oneThirdConfig.EndDate = Config.StartDate.Value.AddTicks(oneThird);
OptimizerAppDomainManager.RunAlgorithm(list, oneThirdConfig).Select(s => score[s.Key] += s.Value);
var twoThirdsConfig = Clone((OptimizerConfiguration)Config);
twoThirdsConfig.EndDate = Config.StartDate.Value.AddTicks(oneThird * 2);
OptimizerAppDomainManager.RunAlgorithm(list, oneThirdConfig).Select(s => score[s.Key] += s.Value);
return(score.ToDictionary(d => d.Key, d => d.Value / 3));
}
public virtual Dictionary <string, decimal> RunAlgorithm(Dictionary <string, object> list, IOptimizerConfiguration config)
{
return(OptimizerAppDomainManager.RunAlgorithm(list, config));
}
