public static void AutoSimulate2()
{
_TriedIntervalList.Clear();
TickerClient Ticker = new TickerClient(ProductName);
//wait for ticker to get ready
Thread.Sleep(2 * 1000);
DateTime dtStart = DateTime.MinValue;
while (dtStart == DateTime.MinValue)
{
Console.WriteLine("Enter simulation start date:");
var inDt = Console.ReadLine();
DateTime.TryParse(inDt, out dtStart);
}
DateTime autoStartDate = dtStart;// new DateTime(2017, 10, 1);
//DateTime autoEndDate = new DateTime(2018, 2, 13);//DateTime.Now;
DateTime dtEnd = DateTime.MinValue;
while (dtEnd == DateTime.MinValue)
{
Console.WriteLine("Enter simulation end date, enter n to use todays date:");
var inDt = Console.ReadLine();
if (inDt == "n")
{
dtEnd = DateTime.Now;
break;
}
DateTime.TryParse(inDt, out dtEnd);
}
DateTime autoEndDate = dtEnd; //DateTime.Now;
List <ResultData> allCombinedResultList = new List <ResultData>();
var startTime = DateTime.Now;
int simCount = 0;
int Each_Sim_Count = 50;//50;
while (simCount == 0)
{
Console.WriteLine("Enter number of simulation count, " + Each_Sim_Count + " minimun");
simCount = Convert.ToInt32(Console.ReadLine());
}
List <Task> allSimTasks = new List <Task>();
var eachBatchCount = 1000;
var lastBatchCompletionTime = DateTime.Now;
Int32 SLEEP_TIME_SEC = 30 * 1000;
for (int batch = eachBatchCount; batch < simCount + eachBatchCount; batch += eachBatchCount)
{
Console.WriteLine("starting batch: " + (batch - eachBatchCount) + " - " + batch);
if (batch > eachBatchCount)
{
Thread.Sleep(SLEEP_TIME_SEC);
}
var threadCount = Math.Ceiling((eachBatchCount / (double)Each_Sim_Count));
for (int i = 0; i < threadCount; i++)
{
var curTask = Task.Factory.StartNew(() =>
{
var returnedResult = RunSim_ThreadSafe(ref Ticker, autoStartDate, autoEndDate, Each_Sim_Count);
allCombinedResultList.AddRange(returnedResult);
});
allSimTasks.Add(curTask);
}
Task.WaitAll(allSimTasks.ToArray());
if (batch >= eachBatchCount)
{
var timeTakenLastBatch = (DateTime.Now - lastBatchCompletionTime).TotalMinutes;
Console.WriteLine("Time taken to complete last batch (min): " + timeTakenLastBatch);
var expectedCompletionTime = (timeTakenLastBatch + ((SLEEP_TIME_SEC / 1000) / 60)) * ((simCount - batch) / eachBatchCount);
Console.WriteLine("Expected completion time: " + expectedCompletionTime + " min, " + DateTime.Now.AddMinutes(expectedCompletionTime));
lastBatchCompletionTime = DateTime.Now;
}
}
Console.WriteLine("\nTop 5 profit results\n");
IntervalData bestValues = null;
for (int i = 0; i < 5; i++)
{
var best = allCombinedResultList.Where(d => d.Pl == allCombinedResultList.Max(a => a.Pl)).First();
if (bestValues == null)
{
bestValues = best.intervals;
}
var resMsg = "best result: " + i + "\n"
+ "PL: " + best.Pl + "\n"
+ "Interval: " + best.intervals.interval + "\n"
+ "Base price sma: " + best.intervals.basePriceSmaLen + "\n"
+ "big sma: " + best.intervals.bigSmaLen + "\n"
+ "small sma: " + best.intervals.smallSmaLen + "\n";
Logger.WriteLog("\n" + resMsg);
allCombinedResultList.Remove(best);
}
var S = new Simulator2(ref Ticker, ProductName, bestValues.interval, bestValues.bigSmaLen, bestValues.smallSmaLen, bestValues.basePriceSmaLen, false);
S.GraphWindow = _GraphingWindow;
S.Calculate(autoStartDate, autoEndDate, true, true);
//Console.WriteLine("\nTop 5 loss results\n");
//for (int i = 0; i < 5; i++)
//{
// var best = allCombinedResultList.Where(d => d.Pl == allCombinedResultList.Min(a => a.Pl)).First();
// var resMsg = "best result: " + i + "\n"
// + "PL: " + best.Pl + "\n"
// + "Interval: " + best.intervals.interval + "\n"
// + "Base price sma: " + best.intervals.basePriceSmaLen + "\n"
// + "big sma: " + best.intervals.bigSmaLen + "\n"
// + "small sma: " + best.intervals.smallSmaLen + "\n";
// Logger.WriteLog("\n" + resMsg);
// allCombinedResultList.Remove(best);
//}
Console.WriteLine("time taken for " + allSimTasks.Count() * Each_Sim_Count + " iterations (min): " + (DateTime.Now - startTime).TotalMinutes);
//Console.ReadLine();
}
