public void ThrowOnReinitialization()
{
int nextId = 1;
Strategy.NewParameterSet += (s, parameterSet) =>
{
Assert.AreEqual(nextId++, parameterSet.Id);
};
var set1 = new HashSet <OptimizationParameter>()
{
new OptimizationStepParameter("ema-fast", 10, 100, 1)
};
Strategy.Initialize(new Target("Profit", new Maximization(), null), new List <Constraint>(), set1, CreateSettings());
Strategy.PushNewResults(OptimizationResult.Initial);
Assert.Greater(nextId, 1);
var set2 = new HashSet <OptimizationParameter>()
{
new OptimizationStepParameter("ema-fast", 10, 100, 1),
new OptimizationStepParameter("ema-slow", 10, 100, 2)
};
Assert.Throws <InvalidOperationException>(() =>
{
Strategy.Initialize(new Target("Profit", new Minimization(), null), null, set2, CreateSettings());
});
}
/// <summary>
/// Starts the optimization
/// </summary>
public virtual void Start()
{
lock (RunningParameterSetForBacktest)
{
Strategy.PushNewResults(OptimizationResult.Initial);
// if after we started there are no running parameter sets means we have failed to start
if (RunningParameterSetForBacktest.Count == 0)
{
throw new InvalidOperationException($"LeanOptimizer.Start({GetLogDetails()}): failed to start");
}
Log.Trace($"LeanOptimizer.Start({GetLogDetails()}): start ended. Waiting on {RunningParameterSetForBacktest.Count + PendingParameterSet.Count} backtests");
}
SetOptimizationStatus(OptimizationStatus.Running);
ProcessUpdate(forceSend: true);
}