/// <summary>
/// Returns a new population based on the breeding algorithm.
/// </summary>
/// <param name="oldChromosomes">The chromosomes of a population.</param>
/// <returns>A new population.</returns>
public TradeSystemChromosome[] Breed(TradeSystemChromosome[] oldChromosomes)
{
TradeSystemChromosome[] newChromosomes = new TradeSystemChromosome[oldChromosomes.Length];
/// *********************************************
/// GDBCup - Code goes here
/// *********************************************
return newChromosomes;
}
/// <summary>
/// Creates a new instance of the chromosome with the same mfvvalues.
/// </summary>
/// <returns>A new instance of the chromosome with the same mfvvalues.</returns>
internal TradeSystemChromosome Clone()
{
TradeSystemChromosome tc = new TradeSystemChromosome(
new TradeSystem(
this.ChromosomeValue.BuyCondition.Clone(),
this.ChromosomeValue.SellCondition.Clone(),
this.ChromosomeValue.StartDate,
this.ChromosomeValue.EndDate,
this.ChromosomeValue.FinancialSettings,
this.ChromosomeValue.Shorts,
this.ChromosomeValue.Longs),
this.indicatorHelper,
this.size);
tc.FitnessLosers = this.FitnessLosers;
tc.FitnessWinners = this.FitnessWinners;
tc.Fitness = this.Fitness;
return tc;
}
/// <summary>
/// Cross the sell trade conditions.
/// </summary>
/// <param name="chromosome1">First chromosome to cross.</param>
/// <param name="chromosome2">Second chromosome to cross.</param>
/// <param name="whereToSplit">The place to split the chromosomes.</param>
private void CrossSellTradeConditions(TradeSystemChromosome chromosome1, TradeSystemChromosome chromosome2, int whereToSplit)
{
/// *********************************************
/// GDBCup - Code goes here
/// *********************************************
}
/// <summary>
/// Sets the fitness of each chromosome based on backtest results.
/// </summary>
/// <param name="chromosomeList">Array of chromosomes to backtest.</param>
public void SetFitness(TradeSystemChromosome[] chromosomeList)
{
/// *********************************************
/// GDBCup - Code goes here
/// *********************************************
}
/// <summary>
/// Cross the buy trade conditions.
/// </summary>
/// <param name="chromosome1">First chromosome to cross.</param>
/// <param name="chromosome2">Second chromosome to cross.</param>
private void CrossBuyTradeConditions(TradeSystemChromosome chromosome1, TradeSystemChromosome chromosome2)
{
/// *********************************************
/// GDBCup - Code goes here
/// *********************************************
}
/// <summary>
/// Seed the population with some chromosomes.
/// </summary>
/// <param name="chromosomes">The seed chromosomes.</param>
public void Seed(TradeSystemChromosome[] chromosomes)
{
/// *********************************************
/// GDBCup - Code goes here
/// *********************************************
}
