private void OptimizationButton_Click(object sender, RoutedEventArgs e)
{
Task optimizationManagementTask = new Task(() =>
{
_activityModel.Optimizing = true;
int numberUniformSamples = _optimizationConfigurationModel.NumberUniformSamples;
//int runCount = 1;
_activityModel.PercentComplete = 0;
_backtestModel = new BacktestingModel();
Action updatePlots = () =>
{
UpdateOptimizationPlot();
_optimizationResetEvent.Set();
};
_reportModel = new OptimizationBatchReportModel(_backtestModel, _activityModel /*, updatePlots*/);
BindOptimizationModel();
Action <Response> doWork = (response) =>
{
RunOptimizationModel(response);
_optimizationResetEvent.WaitOne(30000);
};
RunOptimization1D(numberUniformSamples, doWork);
_activityModel.Optimizing = false;
});
optimizationManagementTask.Start();
}
//TOGGLE FOR TEMPORARY TESTING
private void RunBacktestButton_Click(object sender, System.Windows.RoutedEventArgs e)
{
UnbindInitializationModels();
UnbindReportModels();
_backtest.Clear();
_activityModel.Status = "Backtest started.";
var tickDataGroups = BacktestingTickFileControl.GetSelectedFilePaths();
_activityModel.NumberTestsToRun = tickDataGroups.Count;
_activityModel.NumberTestsCompleted = 0;
foreach (var _tickDataGroup in tickDataGroups)
{
var _backtestingModel = new BacktestingModel();
_backtestingModel.CacheWait = _backtestingConfigurationModel.CacheWait;
var _reportModel = new BatchReportModel(_backtestingModel, _activityModel /*, updatePlots*/);
var info = TickFileNameInfo.GetTickFileInfoFromLongName(_tickDataGroup.First());
_reportModel.ReportName = "Y:" + info.Year.ToString() + ",M:" + info.Month.ToString() + ",D:" + info.Day.ToString();
_backtest.AddRun(_backtestingModel, _reportModel);
_reportModel.RegisterDispatcher(DispatchableType.Fill, FillsTab.Dispatcher);
_reportModel.RegisterDispatcher(DispatchableType.Indicator, IndicatorTab.Dispatcher);
_reportModel.RegisterDispatcher(DispatchableType.Message, MessagesTab.Dispatcher);
_reportModel.RegisterDispatcher(DispatchableType.Order, OrdersTab.Dispatcher);
_reportModel.RegisterDispatcher(DispatchableType.Plot, BacktestPlotter.Dispatcher);
_reportModel.RegisterDispatcher(DispatchableType.Position, PositionTab.Dispatcher);
BindInitializationModels();
_backtestingModel.LoadResponse(_backtestingConfigurationModel.GetFreshResponseInstance());
_backtestingModel.LoadTickData(_tickDataGroup);
_backtestingModel.Play(_backtestingConfigurationModel.SelectedPlayToValue);
}
Task.Factory.StartNew(() =>
{
_activityModel.AllRunsCompleted.WaitOne();
if (_backtest.BacktestReports.Any())
{
_backtest.SelectedReport = _backtest.BacktestReports.First();
BindStatisticsModels("Results");
}
});
}
public void AddRun(BacktestingModel testModel, BatchReportModel reportModel)
{
_backtestModels.Add(testModel);
_backtestReports.Add(reportModel);
}
