public void Optimize()
{
if (true)
{
IComponentBase ic;
meta = new ATSMetaStrategy("metagp");
strat = new ATSStrategy("ATS", "Test ATS Strategy");
//StrategyComponentManager.RegisterDefaultComponent(typeof(atscQT));
//ic = StrategyComponentManager.GetComponent("{1bffce05-3830-484b-aabc-21297ab3fc2a}", this);
//strat.SetComponent(ComponentType.ATSComponent, ic);
StrategyComponentManager.RegisterDefaultComponent(typeof(atscPivot));
ic = StrategyComponentManager.GetComponent("{55e7fcd2-3e34-4218-8d01-571c6c54fb4d}", this);
strat.SetComponent(ComponentType.ATSComponent, ic);
StrategyComponentManager.RegisterDefaultComponent(typeof(mktSingle));
ic = StrategyComponentManager.GetComponent("{0c19f913-f3e5-4c53-9908-4b87403f0616}", this);
strat.SetComponent(ComponentType.MarketManager, ic);
//StrategyComponentManager.RegisterDefaultComponent(typeof(mktToTrade));
//ic = StrategyComponentManager.GetComponent("{f6e7b160-1d92-4f46-af68-8d451783addc}", this);
//strat.SetComponent(ComponentType.MarketManager, ic);
meta.Add(strat);
Console.WriteLine("meta.strategies.count {0}", meta.Strategies.Count);
StrategyComponentManager.RegisterDefaultComponent(typeof(simQuotesAndTicks));
ic = StrategyComponentManager.GetComponent("{52728743-527f-4e40-a128-dd37387e6304}", this);
meta.SetComponent(ComponentType.SimulationManager, ic);
meta.MetaStrategyMode = MetaStrategyMode.Simulation;
meta.SimulationManager.Init();
meta.OptimizationManager = new optimizer();
//meta.Optimizer = new BruteForceTest(meta);
meta.Optimizer = new GPOptimizer(meta);
meta.OptimizerType = EOptimizerType.GeneticAlgorithm;
meta.Optimizer.UpdateCalled += new EventHandler(Optimizer_UpdateCalled);
meta.Optimizer.StepCalled += new EventHandler(Optimizer_StepCalled);
meta.Optimizer.ObjectiveCalled += new EventHandler(Optimizer_ObjectiveCalled);
meta.Optimizer.Inited += new EventHandler(Optimizer_Inited);
meta.Optimizer.BestObjectiveReceived += new EventHandler(Optimizer_BestObjectiveRecieved);
meta.Optimizer.CircleCalled += new EventHandler(Optimizer_CircleCalled);
meta.GetOptimizationParameters();
meta.Started += new EventHandler(meta_Started);
meta.Stopped += new EventHandler(meta_Stopped);
//meta.DesignMode = false;
meta.Optimize();
}
}
protected override List <KeyValuePair <string, object> > GetItems()
{
List <KeyValuePair <string, object> > list = new List <KeyValuePair <string, object> >();
foreach (ComponentRecord componentRecord in StrategyComponentManager.GetComponentList(this.componentType))
{
IComponentBase component = StrategyComponentManager.GetComponent(componentRecord.GUID, this.instance);
list.Add(new KeyValuePair <string, object>(component.Name, component));
}
return(list);
}