public override void PrepareSolution(GPSolution solution)
{
TradeSystem ts = new TradeSystem(config);
ts.name = solution.name;
foreach (string var in listVariaveis)
{
if (config.IsGPVarDefined(var))
{
ts.vm.SetVariavel(var, config.GetGPVarValue(var));
}
else
{
ts.vm.SetVariavel(var, solution.GetValueAsNumber(var));
}
}
ts.targetSaida = solution.GetValueAsString(PROP_COND_TARGET_SAIDA);
if (config.flagCompra)
{
ts.condicaoEntradaC = solution.GetValueAsString(PROP_COND_ENTRADA_C);
ts.condicaoSaidaC = solution.GetValueAsString(PROP_COND_SAIDA_C);
ts.stopMovelC = solution.GetValueAsString(PROP_COND_STOP_MOVEL_C);
ts.stopInicialC = solution.GetValueAsString(PROP_COND_STOP_INICIAL_C);
ts.sizingCompra = solution.GetValueAsString(PROP_SIZING_C);
}
if (config.flagVenda)
{
ts.condicaoEntradaV = solution.GetValueAsString(PROP_COND_ENTRADA_V);
ts.condicaoSaidaV = solution.GetValueAsString(PROP_COND_SAIDA_V);
ts.stopMovelV = solution.GetValueAsString(PROP_COND_STOP_MOVEL_V);
ts.stopInicialV = solution.GetValueAsString(PROP_COND_STOP_INICIAL_V);
ts.sizingVenda = solution.GetValueAsString(PROP_SIZING_V);
}
solution.SetPropriedade(ConstsComuns.OBJ_TRADESYSTEM, ts);
}
public override void RunSolution(GPSolution solution)
{
TradeSystem ts = solution.GetPropriedade(ConstsComuns.OBJ_TRADESYSTEM) as TradeSystem;
ts.name = solution.name;
Carteira carteira = gpController.RunBackTester(ts, solution.name);
carteira.monteCarlo.properties = solution;
float dif = carteira.GetCapital() - carteira.capitalInicial;
if (dif > 0)
{
float?vExist = solution.GetPropriedade(ConstsComuns.OBJ_TOTAL_PROFIT) as float?;
float v = vExist == null ? 0 : (float)vExist;
v += dif;
solution.SetPropriedade(ConstsComuns.OBJ_TOTAL_PROFIT, v);
}
else
{
float?vExist = solution.GetPropriedade(ConstsComuns.OBJ_TOTAL_LOSS) as float?;
float v = vExist == null ? 0 : (float)vExist;
v += dif;
solution.SetPropriedade(ConstsComuns.OBJ_TOTAL_LOSS, v);
}
solution.iterations++;
solution.SetPropriedade(ConstsComuns.OBJ_ITERATIONS, solution.iterations);
solution.fitnessResult = carteira.monteCarlo.CalcFitness();
}
public void TestGPTemplate()
{
GPSolutionDefinition holder = new GPSolutionDefinition(config);
/*
* vou simular um template com 4 formulas(nodes) e 2 variaveis numéricas
* f1(NODE,NUMBER)
* F2(NODE,NODE)
* F3
* F4(NUMBER)
*/
SemanticaList listaFormulas = CriaListaDefault(holder);
//Lista Numerica
SemanticaList listaNumerica = CriaListaNumerica(holder);
//Templates: possuem propriedades evolutivas, cada uma apontando para uma lista de semantica
GPTemplate template = CreateTestTemplate(config, listaFormulas, listaNumerica);
GPSolution solution = template.CreateRandomSolution();
Assert.IsNotNull(solution);
GPAbstractNode p1 = solution.GetValue("prop1");
Assert.IsNotNull(p1);
GPAbstractNode p2 = solution.GetValue("prop2");
Assert.IsNotNull(p2);
GPAbstractNode p3 = solution.GetValue("prop3");
Assert.IsNotNull(p3);
GPAbstractNode p4 = solution.GetValue("prop4");
Assert.IsNotNull(p4);
GPAbstractNode n1 = solution.GetValue("number1");
Assert.IsNotNull(n1);
GPAbstractNode n2 = solution.GetValue("number2");
Assert.IsNotNull(n2);
GPAbstractNode clonep1 = p1.Clone();
Assert.IsNotNull(clonep1);
Assert.IsFalse(clonep1 == p1);
Assert.IsTrue(clonep1.ToString() == p1.ToString());
GPSolution cloneSolution = solution.Clone();
GPSolution solution2 = template.CreateRandomSolution();
GPSolution childSolution2 = null;
GPSolution childSolution = solution.CreateChildWith(solution2, out childSolution2);
Assert.IsNotNull(childSolution);
Assert.IsNotNull(childSolution2);
}
public void TestGPInicial()
{
GPSolutionDefinition sh = new GPSolutionDefinition(config);
SemanticaList listaFormulas = CriaListaDefault(sh);
SemanticaList listaNumerica = CriaListaNumerica(sh);
GPTemplate template = CreateTestTemplate(config, listaFormulas, listaNumerica);
GPPool pool = new GPPool(config);
Assert.IsTrue(config.poolSize > 0);
Assert.IsTrue(config.elitismRange > 0);
Assert.IsTrue(config.mutationRatePerc > 0);
Assert.IsTrue(config.mutationRange > 0);
Assert.IsTrue(config.poolSize > 0);
pool.InitPool(template);
Assert.IsTrue(pool.solutions.Count > 0);
//randomizo valores iniciais para fazer ordenação
Random rnd = new Random();
for (int i = 0; i < pool.solutions.Count; i++)
{
GPSolution solution = pool.solutions[i];
solution.fitnessResult = rnd.Next(1, 10000);
}
pool.SortFitness();
for (int i = 1; i < pool.solutions.Count; i++)
{
Assert.IsTrue(pool.solutions[i - 1].fitnessResult >= pool.solutions[i].fitnessResult);
}
GPSolution sol1 = pool.solutions[1];
GPSolution sol2 = pool.solutions[2];
string splicedKey = sol1.SpliceWith(sol2);
Assert.IsNotNull(splicedKey);
string strOriginal = sol1.GetValue(splicedKey).ToString();
sol1.Mutate(sol1.GetValue(splicedKey), splicedKey);
string strMutated = sol1.GetValue(splicedKey).ToString();
//Assert.IsFalse(strOriginal == strMutated,"Não mutou: "+strOriginal);
GPSolution badSolution = pool.solutions[pool.solutions.Count - 1];
pool.Mutate();
Assert.IsFalse(pool.solutions.Contains(badSolution));
Assert.IsTrue(pool.solutions.Count == config.poolSize, pool.solutions.Count + "<>" + config.poolSize);
}
public solution.GPSolution CreateRandomSolution()
{
GPSolution solution = new GPSolution(this);
foreach (string key in properties.Keys)
{
SemanticaList lista = properties[key];
solution.SetValue(key, lista.CreateRandomNode(config, false));
}
return(solution);
}
public void TestRandomSolution()
{
MockReferView rv = new MockReferView();
ConfigController configController = new ConfigController(rv);
GeneticProgrammingController gpc = new GeneticProgrammingController(rv, configController);
gpc.gpRunner.gpConfig.poolSize = 2;
gpc.InitPool();
GPSolution solution = gpc.gpRunner.pool.template.CreateRandomSolution();
Assert.IsNotNull(solution);
}
public void EndTurn()
{
//penalizando solucoes com mesmo fitness (parece que a mesma solução se alastra, ficando todos iguais)
for (int i = 0; i < solutions.Count - 1; i++)
{
GPSolution solI = solutions[i];
for (int j = i + 1; j < solutions.Count; j++)
{
GPSolution solJ = solutions[j];
if (solI.fitnessResult == solJ.fitnessResult)
{
solJ.fitnessResult -= Utils.Random(PENALTY, PENALTY * 2);
}
}
}
SortFitness();
}
public override void EndSolution(GPSolution solution)
{
solution.RemovePropriedade(UsoComum.ConstsComuns.OBJ_MONTECARLO);
if (solution.iterations >= config.saveMinIterations)
{
float totalProfit = solution.GetPropriedadeAsFloat(UsoComum.ConstsComuns.OBJ_TOTAL_PROFIT);
float totalLoss = Math.Abs(solution.GetPropriedadeAsFloat(UsoComum.ConstsComuns.OBJ_TOTAL_LOSS));
float profitRatio = totalProfit / (totalProfit + totalLoss + 1);
if (profitRatio > config.saveMinProfitRatio)
{
GPSolutionProxy proxy = new GPSolutionProxy();
proxy.solution = solution;
proxy.tradeSystem = solution.GetPropriedade(UsoComum.ConstsComuns.OBJ_TRADESYSTEM) as TradeSystem;
solution.RemovePropriedade(UsoComum.ConstsComuns.OBJ_TRADESYSTEM);
SaveSolutionToCheck(proxy);
}
}
}
public abstract void PrepareSolution(GPSolution solution);
public abstract void EndSolution(GPSolution solution);
public abstract void RunSolution(GPSolution solution);
public void Mutate()
{
IList <GPSolution> nextSolutions = new List <GPSolution>();
for (int i = 0; i < solutions.Count; i++)
{
if (i <= config.elitismRange * solutions.Count / 100)
{
nextSolutions.Add(solutions[i]);
}
else if (i <= config.mutationRange * solutions.Count / 100)
{
GPSolution solution = solutions[i];
solution.Mutate(20);
nextSolutions.Add(solutions[i]);
}
else if (i <= config.generateChildRange * solutions.Count / 100)
{
GPSolution solution1 = solutions[Utils.RandomInt(0, config.generateChildRange / 100f * solutions.Count)];
GPSolution solution2 = solutions[Utils.RandomInt(0, config.generateChildRange / 100f * solutions.Count)];
GPSolution child2 = null;
GPSolution child = solution1.CreateChildWith(solution2, out child2);
nextSolutions.Add(child);
child.Mutate(20);
nextSolutions.Add(child2);
child2.Mutate(20);
i += 1;
}
else
{
nextSolutions.Add(template.CreateRandomSolution());
}
}
solutions.Clear();
solutions = nextSolutions;
/*
*
* for (int i = config.elitismRange * solutions.Count/100; i < solutions.Count; i++)
* {
* GPSolution solution = solutions[i];
*
* if (Utils.Random(0, 100) < config.spliceChancePerc)
* {
* //Pego um dos top 85%
* GPSolution mateWith = solutions[Utils.Random(0, 85) / 100 * solutions.Count];
* solution.SpliceWith(mateWith);
* }
* if (Utils.Random(0, 100) <= config.mutationRatePerc)
* {
* solution.Mutate();
* }
* //TODO: mutate, splice, etc
* }
*
* for (int i = solutions.Count-1;i>=config.unfitRemovalPercent * config.poolSize / 100; i--)
* {
* solutions.RemoveAt(i);
* }
* for (int i = config.unfitRemovalPercent * config.poolSize / 100; i < config.poolSize; i++)
* {
* solutions.Add(template.CreateRandomSolution());
* }*/
}
