/// <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();
}
}
}
/// <summary>
/// Executes genetic algorithm to optimize the strategy
/// </summary>
private void ExectueGeneticAlgorithm()
{
//_stopwatch = new Stopwatch();
try
{
// Verfiy parameters before initiating optimization
if (VerfiyOptimizationParameters())
{
// Create new sorted dictionary
var optimzationParameters = new SortedDictionary <int, GeneticAlgoParameters>();
// Add available values to sorted dictionary
foreach (var parameter in _parameters)
{
optimzationParameters.Add(parameter.Index, parameter);
if (Logger.IsInfoEnabled)
{
Logger.Info(
"Input param, Discription=" + parameter.Description + ", StartValue=" +
parameter.StartValue + ",EndValue=" + parameter.EndValue, _type.FullName, "ExectueGeneticAlgorithm");
}
}
//_stopwatch.Start();
// Create new value object to be published
OptimizeStrategyGeneticAlgo optimizeStrategy = new OptimizeStrategyGeneticAlgo(_strategyType,
_ctorArguments,
optimzationParameters, Iterations, PopulationSize);
// Notify Listener to start execution
//Task.Factory.StartNew(()=>EventSystem.Publish<OptimizeStrategyGeneticAlgo>(optimizeStrategy));
EventSystem.Publish <OptimizeStrategyGeneticAlgo>(optimizeStrategy);
}
}
catch (Exception exception)
{
Logger.Error(exception, _type.FullName, "ExecuteGeneticAlgorithm");
}
}
