/// <summary>
/// Randomizes the chromosome.
/// </summary>
public void Randomize()
{
TradeSystemChromosome newChrom = new TradeSystemChromosome(this.ChromosomeValue, this.indicatorHelper, size);
int i = 1;
Random rand = new Random();
string indicatorbuy1 = null;
string indicatorbuy2 = null;
IndicatorCompareType mixbuy = new IndicatorCompareType();
this.indicatorHelper.GetRandomIndicators(out indicatorbuy1, out mixbuy, out indicatorbuy2);
this.ChromosomeValue.BuyCondition.TradeRules.Add(TradeRuleFactory.GenerateTradeRule(indicatorbuy1, mixbuy, indicatorbuy2));
while (i < size && rand.Next(100) > 40)
{
string indicator1 = null;
string indicator2 = null;
IndicatorCompareType mix = new IndicatorCompareType();
this.ChromosomeValue.BuyCondition.RuleJoinTypes.Add(indicatorHelper.GetRandomRuleJoinType());
indicatorHelper.GetRandomIndicators(out indicator1, out mix, out indicator2);
this.ChromosomeValue.BuyCondition.TradeRules.Add(TradeRuleFactory.GenerateTradeRule(indicator1, mix, indicator2));
i++;
}
this.Clone();
this.newID();
}
/// <summary>
/// Returns a new population based on the breeding algorithm.
/// </summary>
/// <param name="oldChromosomes">The chromosomes of a population.</param>
/// <returns>A new population.</returns>
public TradeSystemChromosome[] Breed(TradeSystemChromosome[] oldChromosomes)
{
TradeSystemChromosome[] newChromosomes = new TradeSystemChromosome[oldChromosomes.Length];
/// *********************************************
/// GDBCup - Code goes here
/// *********************************************
return(newChromosomes);
}
/// <summary>
/// Cross the buy trade conditions.
/// </summary>
/// <param name="chromosome1">First chromosome to cross.</param>
/// <param name="chromosome2">Second chromosome to cross.</param>
private void CrossBuyTradeConditions(TradeSystemChromosome chromosome1, TradeSystemChromosome chromosome2)
{
int c1 = GetRandomPosition(chromosome1.ChromosomeValue.BuyCondition.TradeRules.Count);
int c2 = GetRandomPosition(chromosome2.ChromosomeValue.BuyCondition.TradeRules.Count);
TradeRule c1tr = chromosome1.ChromosomeValue.BuyCondition.TradeRules[c1];
TradeRule c2tr = chromosome2.ChromosomeValue.BuyCondition.TradeRules[c2];
chromosome1.ChromosomeValue.BuyCondition.TradeRules[c1] = c2tr;
chromosome2.ChromosomeValue.BuyCondition.TradeRules[c2] = c1tr;
}
/// <summary>
/// Initializes a new instance of the GeneticAlgorithm class.
/// </summary>
/// <param name="chromosomes">The number of chromosomes in the population.</param>
/// <param name="generations">The number of generations to run.</param>
/// <param name="chromosomeSize">The size of the chromosomes.</param>
/// <param name="tradeSystemTemplate">A template to make TradeSystemChromosomes with</param>
/// <param name="indicatorHelper">The indicator helper for generating new chromosomes.</param>
/// <param name="breedingAlgorithm">The algorithm to breed with.</param>
/// <param name="mutatingAlgorithm">The algorithm to mutate with.</param>
/// <param name="fitnessAlgorithm">The algorithm to calculate fitness.</param>
public GeneticAlgorithm(int chromosomes, int generations, int chromosomeSize, TradeSystem tradeSystemTemplate, IndicatorHelper indicatorHelper, IGeneticBreeding breedingAlgorithm, IGeneticMutating mutatingAlgorithm, IGeneticFitness fitnessAlgorithm)
{
this.chromosomes = new TradeSystemChromosome[chromosomes];
for (int i = 0; i < chromosomes; i++)
{
TradeSystemChromosome newchromosome = new TradeSystemChromosome(tradeSystemTemplate, indicatorHelper, chromosomeSize);
this.chromosomes[i] = newchromosome;
}
this.generations = generations;
this.breedingAlgorithm = breedingAlgorithm;
this.fitnessAlgorithm = fitnessAlgorithm;
this.mutatingAlgorithm = mutatingAlgorithm;
GeneratePopulation();
}
/// <summary>
/// Run the genetic algorithm.
/// </summary>
/// <param name="worker">The background worker object.</param>
/// <param name="e">Do work event args.</param>
public void Run(BackgroundWorker worker, DoWorkEventArgs e)
{
fitnessAlgorithm.SetFitness(chromosomes);
Dictionary <string, double> fitnessResult = fitnessAlgorithm.getFitness();
IEnumerable <KeyValuePair <string, double> > temp = fitnessResult.OrderByDescending(d => d.Value);
chromosomes = chromosomes.OrderByDescending(d => d.Capital).ToArray();
bestChromosome = DeepCopy.getDeepCopy(chromosomes[0]);
chromosomes = breedingAlgorithm.Breed(chromosomes);
mutatingAlgorithm.Mutate(ref chromosomes);
for (int j = 0; j < chromosomes.Count(); j++)
{
chromosomes[j].newID();
}
}
/// <summary>
/// Creates a new instance of the chromosome with the same values.
/// </summary>
/// <returns>A new instance of the chromosome with the same values.</returns>
internal TradeSystemChromosome Clone()
{
TradeCondition nBuy = new TradeCondition();
nBuy = this.ChromosomeValue.BuyCondition.Clone();
TradeSystemChromosome tc = new TradeSystemChromosome(
new TradeSystem(
nBuy),
this.indicatorHelper,
this.size);
tc.Capital = this.Capital;
tc.FitnessLosers = this.FitnessLosers;
tc.FitnessWinners = this.FitnessWinners;
tc.Fitness = this.Fitness;
tc.UniqueID = this.UniqueID;
tc.TradeTable = this.TradeTable;
return(tc);
}
/// <summary>
/// Cross the sell trade conditions.
/// </summary>
/// <param name="chromosome1">First chromosome to cross.</param>
/// <param name="chromosome2">Second chromosome to cross.</param>
/// <param name="whereToSplit">The place to split the chromosomes.</param>
private void CrossSellTradeConditions(TradeSystemChromosome chromosome1, TradeSystemChromosome chromosome2, int whereToSplit)
{
/// *********************************************
/// GDBCup - Code goes here
/// *********************************************
}
/// <summary>
/// Mutate the chrmosome.
/// type identifies what will be mutated
/// x=1 is an indicator
/// x=2 is a comparetype
/// x=3 is a join rule
/// buysell identifies which traderule will be mutated
/// x = 1 buyrule
/// x = 2 sellrule
/// </summary>
/// <param name="tradeSystemChromosome">The chromosome to mutate.</param>
private void Mutate(TradeSystemChromosome tradeSystemChromosome)
{
int type = rand.Next(3);
int buysell = rand.Next(2);
switch (buysell)
{
case 1:
switch (type)
{
case 1:
if (tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules.Count == 0)
{
if (rand.Next(2) == 1)
{
tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[0].IndicatorName1 = indicatorHelper.mutateIndicator(tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[0].IndicatorName2, tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[0].CompareType);
}
else
{
tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[0].IndicatorName2 = indicatorHelper.mutateIndicator(tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[0].IndicatorName1, tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[0].CompareType);
}
}
else
{
int location = rand.Next(tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules.Count);
if (rand.Next(2) == 1)
{
tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[location].IndicatorName1 = indicatorHelper.mutateIndicator(tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[location].IndicatorName2, tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[location].CompareType);
}
else
{
tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[location].IndicatorName2 = indicatorHelper.mutateIndicator(tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[location].IndicatorName1, tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[location].CompareType);
}
}
break;
case 2:
if (tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules.Count == 0)
{
tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[0].CompareType = indicatorHelper.mutateCompareType();
}
else
{
int location = rand.Next(tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules.Count);
tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[location].CompareType = indicatorHelper.mutateCompareType();
}
break;
case 3:
if (tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules.Count == 0)
{
tradeSystemChromosome.ChromosomeValue.BuyCondition.RuleJoinTypes[0] = indicatorHelper.mutateRuleJoinType();
}
else
{
int location = rand.Next(tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules.Count);
tradeSystemChromosome.ChromosomeValue.BuyCondition.RuleJoinTypes[location] = indicatorHelper.mutateRuleJoinType();
}
break;
default:
if (tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules.Count == 0)
{
if (rand.Next(2) == 1)
{
tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[0].IndicatorName1 = indicatorHelper.mutateIndicator(tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[0].IndicatorName2, tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[0].CompareType);
}
else
{
tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[0].IndicatorName2 = indicatorHelper.mutateIndicator(tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[0].IndicatorName1, tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[0].CompareType);
}
}
else
{
int location = rand.Next(tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules.Count);
if (rand.Next(2) == 1)
{
tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[location].IndicatorName1 = indicatorHelper.mutateIndicator(tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[location].IndicatorName2, tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[location].CompareType);
}
else
{
tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[location].IndicatorName2 = indicatorHelper.mutateIndicator(tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[location].IndicatorName1, tradeSystemChromosome.ChromosomeValue.BuyCondition.TradeRules[location].CompareType);
}
}
break;
}
break;
default:
break;
}
}
