private void doGA() { TickData.readTickData(0); GA ga = new GA(); ga.startGA(20, 30, TickData.time.Count - 6000000, TickData.time.Count - 4000000, true); }
private void gaForMultiplePeriod() { TickData.readTickData(0); int start = 5000000; int slide = 100000; int opt_term = 60000; int test_term = 12500; using (StreamWriter sw = new StreamWriter("./multi ga.csv", false, Encoding.Default)) { sw.WriteLine("from,to,best pl per min,best total pl,best num trade per hour,best win rate,pl per min,total pl,win rate,total perfoamnce,pl_per_min_P,profit_factor_P,num_trade_per_hour_P"); for (int i = 0; i < 10; i++) { GA ga = new GA(); int from = TickData.time.Count - start + (i * slide); int to = TickData.time.Count - start + opt_term + (i * slide); Form1.Form1Instance.setLabel3("#" + i.ToString() + ":doing for " + from.ToString() + " - " + to.ToString()); var chro = ga.startGA(20, 50, from, to, false); SIM s = new SIM(); var ac = s.startContrarianSashine(from, to, chro.Gene_exit_time_sec, chro.Gene_kairi_term, chro.Gene_entry_kairi, chro.Gene_rikaku_percentage, false); var ac2 = s.startContrarianSashine(to, to + test_term, chro.Gene_exit_time_sec, chro.Gene_kairi_term, chro.Gene_entry_kairi, chro.Gene_rikaku_percentage, false); VerifyChrome vc = new VerifyChrome(); var res = vc.verifyBestChrome(chro, from, to); sw.WriteLine(TickData.time[from].ToString() + "," + TickData.time[to].ToString() + "," + ac.pl_per_min.ToString() + "," + ac.total_pl_log.Values.ToList()[ac.total_pl_log.Values.ToList().Count - 1].ToString() + "," + ac.num_trade.ToString() + "," + ac.win_rate.ToString() + "," + ac2.pl_per_min.ToString() + "," + ac2.total_pl_log.Values.ToList()[ac2.total_pl_log.Values.ToList().Count - 1].ToString() + "," + ac2.win_rate.ToString() + "," + res["total performance"].ToString() + ", " + res["pl_per_min"].ToString() + "," + res["profit_factor"].ToString() + "," + res["num_trade_per_hour"]); Form1.Form1Instance.addListBox2("#" + i.ToString() + ", total performance:" + res["total performance"].ToString() + ", pl_per_min_P:" + res["pl_per_min"].ToString() + ", profit_factor_P:" + res["profit_factor"].ToString() + ", num_trade_per_hour_P:" + res["num_trade_per_hour"].ToString()); } } Form1.Form1Instance.setLabel3("Completed all calc"); }
private void gaIsland2() { TickData.readTickData(0); using (StreamWriter sw = new StreamWriter("./multi ga.csv", false, Encoding.Default)) { int opt_period = 420000; int sim_period = 180000; int slide = 100000; sw.WriteLine("pl per min,num trade,vola,fired[0],fired[1],fired[2],pl per min,num trade,vola,fired[0],fired[1],fired[2]"); for (int i = 0; i < 30; i++) { var gim = new GAIslandMaster2(); int from = TickData.price.Count - 6000000 + i * slide; int to = from + opt_period; var chro = gim.startGA(from, to, 3, 15, 15, 3, 0.05, 10, 30, 10, 10, false); var s = new SIM2(); var ac = s.startContrarianTrendFollowSashine(from, to, chro, false, false); Form1.Form1Instance.addListBox2(i.ToString() + " - " + "GA period - pl per min=" + Math.Round(ac.pl_per_min, 2) + ",num trade=" + Math.Round(ac.num_trade_per_hour, 2) + ", vola=" + Math.Round(ac.total_pl_vola, 2) + ", fired box num=" + ac.fired_box_ind_num[0] + " : " + ac.fired_box_ind_num[1] + " : " + ac.fired_box_ind_num[2]); s = new SIM2(); var ac2 = s.startContrarianTrendFollowSashine(to, to + sim_period, chro, true, false); //var ac2 = s.startContrarianTrendFollowSashine(from, to, chro, true, false); Form1.Form1Instance.addListBox2("SIM period - pl per min=" + Math.Round(ac2.pl_per_min, 2) + ",num trade=" + Math.Round(ac2.num_trade_per_hour, 2) + ", vola=" + Math.Round(ac2.total_pl_vola, 2) + ", fired box num=" + ac2.fired_box_ind_num[0] + " : " + ac2.fired_box_ind_num[1] + " : " + ac2.fired_box_ind_num[2]); sw.WriteLine(Math.Round(ac.pl_per_min, 2) + "," + Math.Round(ac.num_trade_per_hour, 6) + "," + Math.Round(ac.total_pl_vola) + "," + ac.fired_box_ind_num[0] + "," + ac.fired_box_ind_num[1] + "," + ac.fired_box_ind_num[2] + "," + Math.Round(ac2.pl_per_min, 2) + "," + Math.Round(ac2.num_trade_per_hour, 6) + "," + Math.Round(ac2.total_pl_vola) + "," + ac2.fired_box_ind_num[0] + "," + ac2.fired_box_ind_num[1] + "," + ac2.fired_box_ind_num[2]); } } }
private void doContiGASim() { TickData.readTickData(0); var sim = new SIMContinuousGA2(); sim.startContrarianSashine(TickData.price.Count - 5000000, TickData.price.Count - 4800000, 10, 7, 3, 7, 0.1, 3, 200000, true); }
private void gaIsland() { TickData.readTickData(0); GAIslandMaster gim = new GAIslandMaster(); gim.startGA(15, 100, 4, 0.01, 150, 10, 10, 10, TickData.price.Count - 5000000, TickData.price.Count - 4700000, false); }
private void doSIm() { TickData.readTickData(0); // s.startContrarianSashine(TickData.price.Count - 6000000, TickData.price.Count - 5000000, chro.Gene_exit_time_sec, chro.Gene_kairi_term, chro.Gene_entry_kairi, chro.Gene_rikaku_percentage, true); SIM s = new SIM(); Chrome chro = new Chrome(); chro.readBestChromFile(); s.startContrarianSashine(TickData.price.Count - 4000000, TickData.price.Count - 3000000, chro.Gene_exit_time_sec, chro.Gene_kairi_term, chro.Gene_entry_kairi, chro.Gene_rikaku_percentage, true); }