public bool DisplayLine()
{
if (ChartValues.Any() && OptimizerDone)
{
return(true);
}
return(false);
}
private void AddNewPrices(ChartValues <OrderBookPriceLevel> cv, List <OrderBookPriceLevel> pl)
{
var newPoints = pl.Where(p => !cv.Any(v => v.Price == p.Price)).ToList();
var newPointsCount = newPoints.Count;
if (newPointsCount.Equals(0))
{
return;
}
var chartValueCount = cv.Count;
int currentNewPoint = 0;
for (int i = 0; i < chartValueCount; i++)
{
if (newPoints[currentNewPoint].Price < cv[i].Price)
{
cv.Insert(i, newPoints[currentNewPoint]);
// Increments
currentNewPoint++; // position in new points list
chartValueCount++; // number of items in the cv list after the insert
}
if (currentNewPoint > (newPointsCount - 1))
{
// No more new points to add so break out
break;
}
if (i == chartValueCount - 1)
{
// We have reached the end of the chart values
if (currentNewPoint < newPointsCount)
{
// Add the remaining new points
var appendNewPoints = newPoints.Skip(currentNewPoint).ToList();
cv.AddRange(appendNewPoints);
}
}
}
}
/// <summary>
/// Identify and missing data points and add a new ZERO datapoint using the appropriate datetime
/// </summary>
/// <param name="list"></param>
/// <returns></returns>
private ChartValues <DateTimePoint> GetListAllDates(ChartValues <DateTimePoint> list)
{
DateTime tmpInterval = RoundDown(DateTime.UtcNow.ToLocalTime().Subtract(TimeSpan.FromDays(datePointTimeWindow - datePointTimeIntervalDays)), TimeSpan.FromDays(datePointTimeIntervalDays));
var upperBound = DateTime.UtcNow.ToLocalTime();
while (tmpInterval <= upperBound)
{
if (list.Any(x => RoundDown(x.DateTime, TimeSpan.FromDays(datePointTimeIntervalDays)) == tmpInterval) == false)
{
DateTimePoint dateTimePoint = new DateTimePoint
{
Value = 0,
DateTime = tmpInterval
};
list.Add(dateTimePoint);
}
tmpInterval = tmpInterval.Add(TimeSpan.FromDays(datePointTimeIntervalDays));
}
;
return(list);
}
public double Objective(double[] x)
{
//Debug.WriteLine("Obj");
//x.ToList().ForEach(i => Debug.WriteLine(i.ToString()));
DateTime start_iteration = DateTime.Now;
bool finished = false;
Grasshopper.Kernel.GH_SolutionMode refresh = Grasshopper.Kernel.GH_SolutionMode.Silent;
if (this.RadicalVM.Mode == RefreshMode.Live)
{
refresh = Grasshopper.Kernel.GH_SolutionMode.Default;
}
System.Action run = delegate()
{
//Turn off all components not needed for gradient calculation and stepping
Grasshopper.Instances.ActiveCanvas.Document.SetEnabledFlags(Disable, false);
//set other inactive objects expired flags to false
foreach (IGH_ActiveObject a in this.SetExpiredFalse)
{
a.ExpireSolution(false);
}
for (int i = 0; i < nVars; i++)
{
IVariable var = Design.ActiveVariables[i]; // ONLY INCL. VARS
var.UpdateValue(x[i]);
}
// Once all points have been updated, we can update the geometries
foreach (IDesignGeometry geo in this.Design.Geometries)
{
geo.Update();
}
if (this.Design.Geometries.Any())
{
Grasshopper.Instances.ActiveCanvas.Document.NewSolution(true, refresh);
}
else
{
Grasshopper.Instances.ActiveCanvas.Document.NewSolution(false, refresh);
}
// this.SolutionInProcess = true;
finished = true;
};
Rhino.RhinoApp.MainApplicationWindow.Invoke(run);
// inelegant, temporary
while (!finished)
{
Thread.Sleep(1);
}
double objective = Design.Objectives[0];
//When a new global objective minimum is reached all variable values at that point are recorded
//if constraints are computed after the objective then this might be why our return to optimal solution guy does not work ...
if (objective < this.RadicalVM.SmallestObjectiveValue && AllConstraintsSatisfied())
{
this.RadicalVM.SmallestObjectiveValue = objective;
foreach (VarVM v in this.RadicalVM.NumVars)
{
v.UpdateBestSolutionValue();
}
foreach (List <VarVM> lvm in this.RadicalVM.GeoVars)
{
foreach (VarVM v in lvm)
{
v.UpdateBestSolutionValue();
}
}
}
//store evolution of number variables
for (int i = 0; i < this.RadicalVM.NumVarEvolution.Count; i++)
{
this.RadicalVM.NumVarEvolution[i].Add(Design.ActiveVariables[i].CurrentValue);
}
//If RefreshMode == Silent then values are stored in a local list so that the graph is not updated
if (this.RadicalVM.Mode == RefreshMode.Silent)
{
this.StoredMainValues.Add(objective);
for (int i = 0; i < this.RadicalVM.ConstraintsEvolution.Count; i++)
{
double score = Design.Constraints[i].CurrentValue;
this.StoredConstraintValues[i].Add(score);
}
}
else
{
this.RadicalVM.UpdateCurrentScoreDisplay();
//If refresh mode is switched from Silent to Live
if (StoredMainValues.Any())
{
AppendStoredValues();
this.RadicalVM.AutomateStepSize(true);
}
//Checks to see if # of iterations is = number of original steps in graph, if it is it will make it auto
this.RadicalVM.AutomateStepSize(false);
//Adds main objective values to list and draws
this.RadicalVM.ObjectiveEvolution.Add(objective);
for (int i = 0; i < this.RadicalVM.ConstraintsEvolution.Count; i++)
{
double score = Design.Constraints[i].CurrentValue;
this.RadicalVM.ConstraintsEvolution[i].Add(score);
}
foreach (GraphVM gvm in this.RadicalVM.ActiveGraphs)
{
gvm.ForceGraphUpdate();
}
}
try
{
this.RadicalWindow.source.Token.ThrowIfCancellationRequested();
}
catch
{
bool final_refresh_done = false;
System.Action lastrun = delegate()
{
//turn disabled guys back on
Grasshopper.Instances.ActiveCanvas.Document.SetEnabledFlags(Disable, true);
Grasshopper.Instances.ActiveCanvas.Document.NewSolution(false);
final_refresh_done = true;
};
Rhino.RhinoApp.MainApplicationWindow.Invoke(lastrun);
while (!final_refresh_done)
{
}
if (this.RadicalVM.Mode == RefreshMode.Silent)
{
EndSilentMode();
}
throw new OperationCanceledException();
}
DateTime end_iteration = DateTime.Now;
if ((this.StoredMainValues.Count + this.RadicalVM.ObjectiveEvolution.Count) % 10 == 0)
{
this.RadicalVM.TimeEvolution.Add(end_iteration - start_iteration);
}
else
{
this.RadicalVM.TimeEvolution.Add(new TimeSpan(0, 0, -10));
}
return(objective);
}
public void UpdateChartValues(ChartValues <OrderBookPriceLevel> cv, List <OrderBookPriceLevel> pl, bool isAsk)
{
Func <OrderBookPriceLevel, OrderBookPriceLevel, OrderBookPriceLevel> f = ((p, n) =>
{
p.Quantity = n.Quantity;
return(p);
});
var removePoints = cv.Where(v => !pl.Any(p => p.Price == v.Price)).ToList();
foreach (var point in removePoints)
{
cv.Remove(point);
}
(from v in cv
join p in pl
on v.Price equals p.Price
select f(v, p)).ToList();
var addPoints = pl.Where(p => !cv.Any(v => v.Price == p.Price)).ToList();
var appendRange = new List <OrderBookPriceLevel>();
foreach (var point in addPoints)
{
for (int i = 0; i < cv.Count; i++)
{
if (isAsk)
{
if (point.Price < cv[i].Price)
{
cv.Insert(i, point);
break;
}
}
else
{
if (point.Price > cv[i].Price)
{
cv.Insert(i, point);
break;
}
}
if (i == cv.Count - 1)
{
appendRange.Add(point);
}
}
}
if (appendRange.Any())
{
if (isAsk)
{
cv.AddRange(appendRange.OrderBy(p => p.Price));
}
else
{
cv.AddRange(appendRange.OrderByDescending(p => p.Price));
}
}
}