protected override void Play(object sender, DoWorkEventArgs e)
{
_isbusy = true;
_resultsdict.Clear();
while (isNextAvail)
{
decimal value = NextParam;
int id = _id;
if (ChangeValue(ref _strategy, value))
{
//OptimizerEngine ge = new OptimizerEngine(s, hsim);
//Thread.SpinWait(1000);
//debugControl1.GotDebug("Starting a Optimizer instance");
Debug("Started Optimizer Engine: " + id);
Go();
List <Trade> trades = _simbroker.GetTradeList();
PerformanceEvaluator result = new PerformanceEvaluator();
//result.InitializePositions();
result.GenerateReports(trades);
decimal rv = 0;
GetResult(result, out rv);
_resultsdict.Add(value.ToString("N3") + " : " + rv.ToString("N3"), result);
Debug("optimize " + id + " finished. Used: " + value + " -> " + OptimizeDecisionsName + ": " + rv + " trades: " + trades.Count + " SimsRemaining: " + OptimizeRemain);
progress(_id, OptimizeCount);
}
else
{
Debug("Unable to start Optimizer engine: " + id + " with: " + value);
}
}
Debug("All optimization runs complete, computing optimum...");
// unbind
UnbindEvents();
_isbusy = false;
}
void _backtestengine_SendPlayCompleteEvent(int obj)
{
_performevaluator = new PerformanceEvaluator();
//_performevaluator.InitializePositions();
_performevaluator.GenerateReports(_tradelist);
System.Windows.Application.Current.Dispatcher.Invoke(() =>
{
_performevaluator.FillGrid(_resultstable);
});
}
protected override void Play(object sender, DoWorkEventArgs e)
{
_isbusy = true;
_resultsdict.Clear();
while (isNextAvail)
{
decimal value = NextParam;
int id = _id;
if (ChangeValue(ref _strategy, value))
{
//OptimizerEngine ge = new OptimizerEngine(s, hsim);
//Thread.SpinWait(1000);
//debugControl1.GotDebug("Starting a Optimizer instance");
Debug("Started Optimizer Engine: " + id);
Go();
List<Trade> trades = _simbroker.GetTradeList();
PerformanceEvaluator result = new PerformanceEvaluator();
//result.InitializePositions();
result.GenerateReports(trades);
decimal rv = 0;
GetResult(result, out rv);
_resultsdict.Add(value.ToString("N3") + " : " + rv.ToString("N3"), result);
Debug("optimize " + id + " finished. Used: " + value + " -> " + OptimizeDecisionsName + ": " + rv + " trades: " + trades.Count + " SimsRemaining: " + OptimizeRemain);
progress(_id, OptimizeCount);
}
else
Debug("Unable to start Optimizer engine: " + id + " with: " + value);
}
Debug("All optimization runs complete, computing optimum...");
// unbind
UnbindEvents();
_isbusy = false;
}
private void GeneratePerformanceReport(int time)
{
_performevaluator = new PerformanceEvaluator();
//_performevaluator.InitializePositions();
_performevaluator.GenerateReports(_tradelist);
System.Windows.Application.Current.Dispatcher.Invoke(() =>
{
_performevaluator.FillGrid(_resultstable);
TabControlSelectedIndex = 3;
});
}
