private ResultExtremDistance CalculationExtremumPrice(MarketTradesRepository _mTR, decimal _otkat, decimal _distance, decimal _profit, bool _write_trades)
{
ExtremumPrice _extPrice = new ExtremumPrice();
//_extPrice.CreateExtrem(_mTR, _otkat);
return(_extPrice.CreateExtremDistanceResult(_mTR, _otkat, _distance, _profit, _write_trades));
}
/// <summary>
/// Асинхронный вызов CalculationExtremumPrice
/// </summary>
private Task <string> TaskCalculationString(MarketTradesRepository mTR, ExtremumPrice _extPrice, decimal i, decimal ii, decimal iii)
{
return(Task.Run(() =>
{
return CalcExtremPriceString(mTR, _extPrice, i, ii, iii, true);
}));
}
/// <summary>
/// Вызов поиска экстремумов и вызов поиска экстремумов с дистанцией
/// </summary>
private string CalcExtremPriceString(MarketTradesRepository _mTR, ExtremumPrice _extPrice, decimal _otkat, decimal _distance, decimal _profit, bool _write_trades)
{
//_extPrice.CreateExtrem(_mTR, _otkat);
return(_extPrice.CreateExtremDistance(_mTR, _otkat, _distance, _profit, _write_trades));
}
public async Task AdaptationAsync()
{
string _result_test = String.Empty;
TimeSpan _runTime;
DateTime _startRun = DateTime.Now;
TimeSpan steptime = new TimeSpan(2, 0, 0);
TimeSpan steptime1 = new TimeSpan(2, 0, 0);
TimeSpan starttime = new TimeSpan(10, 1, 0).Subtract(steptime1);
TimeSpan finishtime = starttime.Add(steptime);
TimeSpan stoptime = new TimeSpan(19, 0, 0);
decimal otkat = 30;
decimal distance = 30;
decimal profit = 30;
MarketTradesRepository mTR = new MarketTradesRepository();
mTR = (MarketTradesRepository)StaticService.Deserializes(mTR.GetType().ToString(), mTR);
ExtremumPrice _extPrice = new ExtremumPrice(); // !!!
StaticService.DeleteFile("trade_log.txt");
StaticService.DeleteFile("equ.txt");
StaticService.DeleteFile("trade_log.txt");
StaticService.DeleteFile("group_log.txt");
StaticService.LogFileWriteNotDateTime("EqCurrent\tCountTrades\tCountProfit\tCountLoss\tDrawdown\t_otkat\t_distance\t_profit", "equ.txt", true);
//StaticService.LogFileWriteNotDateTime("EqCurrent\tDrawdown\t_otkat\t_distance\t_profit", "trade_log.txt", true);
do
{
//-------------------------------------
finishtime = finishtime.Add(steptime1);
starttime = finishtime.Subtract(steptime);
if (finishtime > stoptime)
{
finishtime = stoptime;
}
//--------------------------------------
// I поиск оптимальных параметров
List <Task <ResultExtremDistance> > tasksResult = new List <Task <ResultExtremDistance> >();
List <Task <string> > tasksString = new List <Task <string> >();
List <ResultExtremDistance> resultsExDist = new List <ResultExtremDistance>();
MarketTradesRepository _mtr_range = ResWhereTime(mTR, starttime, finishtime);
for (int i = (int)otkat; i <= 200; i += 10)
{
for (int ii = i; ii <= 200; ii += 10)
{
for (int iii = i; iii <= 200; iii += 10)
{
Task <ResultExtremDistance> theTask = TaskCalculation(_mtr_range, i, ii, iii);
tasksResult.Add(theTask);
}
}
}
await Task <ResultExtremDistance> .WhenAll(tasksResult);
foreach (Task <ResultExtremDistance> item in tasksResult)
{
if (item.Result.otkat > 0)
{
resultsExDist.Add(item.Result);
}
}
// II выборка лучших параметров
ResultExtremDistance _bestResExDist = MyGroupBy(resultsExDist);
/*
* // III следующий интервал торгуем с выбранными параметрами
* MarketTradesRepository _mtr = ResWhereTime(mTR, finishtime, finishtime.Add(steptime1));
*
* StaticService.LogFileWriteNotDateTime("\nParametr\t" + _bestResExDist.eqcurrent + "\t" + _bestResExDist.drawdown + "\t" + _bestResExDist.otkat + "\t" + _bestResExDist.distance + "\t" + _bestResExDist.profit, "trade_log.txt", true);
*
* Task<string> theTaskMarket = TaskCalculationString(_mtr, _extPrice, _bestResExDist.otkat, _bestResExDist.distance, _bestResExDist.profit);
* tasksString.Add(theTaskMarket);
*
* await Task<string>.WhenAll(tasksString);
*
* foreach (Task<string> item in tasksString)
* {
* _result_test += item.Result;
* }*/
}while (finishtime < stoptime);
_runTime = DateTime.Now - _startRun;
StaticService.LogFileWriteNotDateTime(String.Format("{0:00}:{1:00}:{2:00}.{3:000}", _runTime.Hours, _runTime.Minutes, _runTime.Seconds, _runTime.Milliseconds), "runtime.txt", true);
StaticService.LogFileWriteNotDateTime(_result_test, "equ.txt", true);
}