/// <summary>
/// Randomizes the chromosome.
/// </summary>
public void Randomize()
{
TradeSystemChromosome newChrom = new TradeSystemChromosome(this.ChromosomeValue, this.indicatorHelper, size);
int i = 1;
Random rand = new Random();
string indicatorbuy1 = null;
string indicatorbuy2 = null;
IndicatorCompareType mixbuy = new IndicatorCompareType();
this.indicatorHelper.GetRandomIndicators(out indicatorbuy1, out mixbuy, out indicatorbuy2);
this.ChromosomeValue.BuyCondition.TradeRules.Add(TradeRuleFactory.GenerateTradeRule(indicatorbuy1, mixbuy, indicatorbuy2));
while (i < size && rand.Next(100) > 40)
{
string indicator1 = null;
string indicator2 = null;
IndicatorCompareType mix = new IndicatorCompareType();
this.ChromosomeValue.BuyCondition.RuleJoinTypes.Add(indicatorHelper.GetRandomRuleJoinType());
indicatorHelper.GetRandomIndicators(out indicator1, out mix, out indicator2);
this.ChromosomeValue.BuyCondition.TradeRules.Add(TradeRuleFactory.GenerateTradeRule(indicator1, mix, indicator2));
i++;
}
this.Clone();
this.newID();
}
/// <summary>
/// Evaluates the trade rule for the current indicatorLibraryAdapter line.
/// </summary>
/// <param name="indicatorLibraryAdapter">The data source to evaluate.</param>
/// <returns>A boolean value for the conditionon this line.</returns>
public bool Eval(TestData indicatorLibraryAdapter)
{
if (this.TradeRules.Count == 0)
{
throw new TradeRuleException("Trade rules not defined.");
}
DatePoint newPoint = indicatorLibraryAdapter.GetStockPoint();
TradeRule[] traderule1 = new TradeRule[TradeRules.Count];
bool evalValue = false;
if (TradeRules.Count >= 2)
{
bool[] tradeeval = new bool[TradeRules.Count];
for (int i = 0; i < TradeRules.Count; i++)
{
string indicator1 = TradeRules[i].IndicatorName1;
string indicator2 = TradeRules[i].IndicatorName2;
TradeRule nT = TradeRuleFactory.GenerateTradeRule(indicator1, TradeRules[i].CompareType, indicator2);
traderule1[i] = nT;
}
for (int i = 0; i < TradeRules.Count; i++)
{
tradeeval[i] = traderule1[i].Eval(indicatorLibraryAdapter);
}
for (int i = 0; i < RuleJoinTypes.Count; i++)
{
if (i != 0 && RuleJoinTypes[i - 1] == RuleJoinType.and)
{
}
else
{
while (RuleJoinTypes[i] == RuleJoinType.and)
{
if (tradeeval[i] && tradeeval[i + 1])
{
evalValue = true;
}
else
{
evalValue = false;
break;
}
i++;
if (i >= RuleJoinTypes.Count)
{
i--;
break;
}
}
}
if (evalValue == true)
{
break;
}
if (RuleJoinTypes[i] == RuleJoinType.or)
{
if (i >= RuleJoinTypes.Count)
{
}
else if (RuleJoinTypes[i + 1] == RuleJoinType.and)
{
while (RuleJoinTypes[i] == RuleJoinType.and)
{
if (tradeeval[i] && tradeeval[i + 1])
{
evalValue = true;
}
else
{
evalValue = false;
}
i++;
}
if (evalValue == true)
{
break;
}
}
else
{
if (tradeeval[i])
{
evalValue = true;
break;
}
}
}
}
}
else
{
string indicator1 = TradeRules[0].IndicatorName1;
string indicator2 = TradeRules[0].IndicatorName2;
traderule1[0] = TradeRuleFactory.GenerateTradeRule(indicator1, TradeRules[0].CompareType, indicator2);
evalValue = traderule1[0].Eval(indicatorLibraryAdapter);
}
return(evalValue);
}
/// <summary>
/// Evaluates the trade rule for the current indicatorLibraryAdapter line.
/// </summary>
/// <param name="indicatorLibraryAdapter">The data source to evaluate.</param>
/// <returns>A boolean value for the conditionon this line.</returns>
public bool Eval(Dictionary <DateTime, Dictionary <string, double> > indicatorLibraryAdapter, DatePoint point)
{
if (this.TradeRules.Count == 0)
{
throw new TradeRuleException("Trade rules not defined.");
}
DatePoint newPoint = point;
TradeRule[] traderule1 = new TradeRule[TradeRules.Count];
bool evalValue = false;
if (TradeRules.Count >= 2)
{
bool[] tradeeval = new bool[TradeRules.Count];
int tradeevalcount = 0;
for (int i = 0; i < TradeRules.Count; i++)
{
string indicator1 = TradeRules[i].IndicatorName1;
string indicator2 = TradeRules[i].IndicatorName2;
TradeRule nT = TradeRuleFactory.GenerateTradeRule(indicator1, TradeRules[i].CompareType, indicator2);
traderule1[i] = nT;
}
for (int i = 0; i < TradeRules.Count; i++)
{
tradeeval[i] = traderule1[i].Eval(indicatorLibraryAdapter, point);
}
for (int i = 0; i < RuleJoinTypes.Count; i++)
{
#region and jointype
if (RuleJoinTypes[i] == RuleJoinType.and)
{
int andCount = 0;
int j = 0;
while (RuleJoinTypes[i] == RuleJoinType.and)
{
for (int k = 0; k < 2; k++)
{
if (tradeevalcount >= tradeeval.Count())
{
break;
}
if (tradeeval[tradeevalcount++])
{
andCount++;
j++;
}
else
{
j++;
}
}
if (i >= RuleJoinTypes.Count - 1)
{
//i--;
break;
}
if (RuleJoinTypes[i + 1] == RuleJoinType.and)
{
tradeevalcount--;
}
i++;
}
if (j == andCount)
{
return(true);
}
}
#endregion
#region or jointype
if (RuleJoinTypes[i] == RuleJoinType.or)
{
/*if (i == 0)
* {
* if (tradeeval[tradeevalcount++])
* {
* return true;
* }
* }
* else if (RuleJoinTypes[i - 1] == RuleJoinType.or && RuleJoinTypes[i+1] != RuleJoinType.and)
* {
* if (tradeeval[tradeevalcount++])
* {
* return true;
* }
* }
* else */if (i >= RuleJoinTypes.Count - 1)
{
if (tradeeval[tradeevalcount++])
{
return(true);
}
}
else if (RuleJoinTypes[i + 1] == RuleJoinType.and)
{
int andCount = 0;
int j = 0;
while (RuleJoinTypes[i + 1] == RuleJoinType.and)
{
for (int k = 0; k < 2; k++)
{
if (tradeevalcount >= tradeeval.Count())
{
break;
}
if (tradeeval[tradeevalcount++])
{
andCount++;
j++;
}
else
{
j++;
}
}
if (RuleJoinTypes[i + 1] == RuleJoinType.and)
{
tradeevalcount--;
}
i++;
if (i >= RuleJoinTypes.Count - 1)
{
//i--;
break;
}
}
if (andCount == j)
{
return(true);
}
}
else
{
if (tradeevalcount >= tradeeval.Count())
{
break;
}
if (tradeeval[tradeevalcount++])
{
return(true);
}
}
}
}
#endregion
}
else
{
string indicator1 = TradeRules[0].IndicatorName1;
string indicator2 = TradeRules[0].IndicatorName2;
traderule1[0] = TradeRuleFactory.GenerateTradeRule(indicator1, TradeRules[0].CompareType, indicator2);
evalValue = traderule1[0].Eval(indicatorLibraryAdapter, point);
}
return(evalValue);
}
