private WeeklyIncomeActionPlan Crossover(WeeklyIncomeActionPlan r1, WeeklyIncomeActionPlan r2, List <PairCondor> pairCondorCandidates, int slots)
{
WeeklyIncomeActionPlan co = new WeeklyIncomeActionPlan();
co.GenerationMethod = r1.GenerationMethod;
int splitIdx = random.Next(1, slots - 1);
co.Pairs.AddRange(r1.Pairs.Take(splitIdx));
for (int i = splitIdx; i < r2.Pairs.Count; i++)
{
co.AddPairCondor(r2.Pairs[splitIdx]);
}
while (co.Pairs.Count < slots)
{
int idx = random.Next(pairCondorCandidates.Count);
co.AddPairCondor(pairCondorCandidates[idx]);
}
return(co);
}
private WeeklyIncomeActionPlan BuildRandomSolution(List <PairCondor> pairCondorCandidates, WeeklyActionPlanGenerationMethods generationMethod, int slots)
{
WeeklyIncomeActionPlan actionPlan = new WeeklyIncomeActionPlan();
actionPlan.GenerationMethod = generationMethod;
while (actionPlan.Pairs.Count < slots)
{
int idx = random.Next(pairCondorCandidates.Count);
actionPlan.AddPairCondor(pairCondorCandidates[idx]);
}
return(actionPlan);
}
private void Mutate(WeeklyIncomeActionPlan actionPlan, List <PairCondor> pairCondorCandidates, int slots)
{
int step = random.Next(0, 2) == 0 ? 1 : -1;
int rmvIdx = random.Next(0, actionPlan.Pairs.Count);
PairCondor rmvPair = actionPlan.Pairs[rmvIdx];
int pairIdx = pairCondorCandidates.FindIndex(x => x.BullPutSpread.SecurityIdentifier == rmvPair.BullPutSpread.SecurityIdentifier &&
x.BearCallSpread.SecurityIdentifier == rmvPair.BearCallSpread.SecurityIdentifier);
actionPlan.Pairs.RemoveAt(rmvIdx);
pairIdx = MutateIndex(pairIdx, step, pairCondorCandidates);
while (actionPlan.Pairs.Count < slots)
{
actionPlan.AddPairCondor(pairCondorCandidates[pairIdx]);
pairIdx = MutateIndex(pairIdx, step, pairCondorCandidates);
}
}
private WeeklyIncomeActionPlan PcBruteForceActionPlanGenerator(List <PairCondor> pairCondorCandidates, int slots)
{
WeeklyIncomeActionPlan actionPlan = new WeeklyIncomeActionPlan();
actionPlan.GenerationMethod = Enums.WeeklyActionPlanGenerationMethods.BruteForce;
foreach (PairCondor pairCondor in pairCondorCandidates.OrderByDescending(x => x.Credit))
{
actionPlan.AddPairCondor(pairCondor);
if (actionPlan.Pairs.Count == slots)
{
break;
}
}
return(actionPlan);
}