/// <summary>
/// Displays optimization results
/// </summary>
private void DisplayOptimizationResults(OptimizationResultGeneticAlgo result)
{
try
{
if (Logger.IsInfoEnabled)
{
Logger.Info("Parameter Results, PnL=" + result.FitnessValue, _type.FullName, "DisplayOptimizationResults");
}
// Update Fitness
Pnl = Math.Round(result.FitnessValue, 5);
// Update UI Element
_currentDispatcher.Invoke(DispatcherPriority.Normal, (Action)(() =>
{
foreach (var info in result.OptimizedParameters)
{
_parametersInfo.Add(new ParameterStats(info.Key.ToString(), info.Value));
if (Logger.IsInfoEnabled)
{
Logger.Info("Param=" + info.Key + " , Value=" + info.Value, _type.FullName, "DisplayOptimizationResults");
}
}
_parametersInfo.Add(new ParameterStats("Risk", Pnl));
}));
Task.Factory.StartNew(() => { EventSystem.Publish <ExecuteNext>(new ExecuteNext()); });
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "DisplayOptimizationResults");
}
}
private void PublishParameters(int index)
{
// Get Optimized parameters info
Dictionary <int, double> optimizedParameters = ProvideOptimizedParameterInfo(index);
// Create result to be displayed on UI
var result = new OptimizationResultGeneticAlgo(_populationArray[index].FitnessMax, optimizedParameters);
// Publish event to UI
EventSystem.Publish <OptimizationResultGeneticAlgo>(result);
}
/// <summary>
/// Handles incoming strategy optimization requests
/// </summary>
/// <param name="strategyInfo">Information to optimized specified strategy</param>
private void OptimizeStrategy(OptimizeStrategyGeneticAlgo strategyInfo)
{
// Save constructor arguments
_ctorArguments = strategyInfo.CtorArgs;
// Save user strategy type
_strategyType = strategyInfo.StrategyType;
// Save optimization parameters info
_optimizationParameters = strategyInfo.OptimzationParameters;
//save iterations
_iterations = strategyInfo.Iterations;
//save population size
_populationSize = strategyInfo.PopulationSize;
//initialize range
if (_ranges == null)
{
InitializeRangeArray();
}
//ExecuteSingleRun();
//Initialize Required parameters
if (InitializeOptimizationParameters())
{
int index;
// Start Optimization
if ((index = StartOptimizationProcess()) >= 0)
{
// Get Optimized parameters info
Dictionary <int, double> optimizedParameters = ProvideOptimizedParameterInfo(index);
// Create result to be displayed on UI
var result = new OptimizationResultGeneticAlgo(_populationArray[index].FitnessMax, optimizedParameters);
// Publish event to UI
EventSystem.Publish <OptimizationResultGeneticAlgo>(result);
//Dispose();
}
}
}
