public void ExecuteStrategyFourParameters()
{
LoadAssembly(@"StockTraderStrategy\StockTrader.Common.dll");
if (_strategyType != null)
{
// Initialize executor
_strategyExecutor = new StrategyExecutor(_strategyType, _ctorArguments);
// Initialize required Optimization parameters
InitializeOptimizationParameters();
for (int i = 0; i < 30; i++)
{
_population.RunEpoch();
Logger.Info("Iteration Count: " + i, "Optimization", "PopulationIterations");
}
Console.WriteLine(_fitnessFunction.Translate(_population.BestChromosome)[0].ToString("F3"));
Console.WriteLine(_fitnessFunction.Translate(_population.BestChromosome)[1].ToString("F3"));
Console.WriteLine(_fitnessFunction.Translate(_population.BestChromosome)[2].ToString("F3"));
Console.WriteLine(_fitnessFunction.Translate(_population.BestChromosome)[3].ToString("F3"));
Logger.Info(_fitnessFunction.Translate(_population.BestChromosome)[0].ToString("F3"), "Optimization", "BestChromosome");
Logger.Info(_fitnessFunction.Translate(_population.BestChromosome)[1].ToString("F3"), "Optimization", "BestChromosome");
Logger.Info(_fitnessFunction.Translate(_population.BestChromosome)[2].ToString("F3"), "Optimization", "BestChromosome");
Logger.Info(_fitnessFunction.Translate(_population.BestChromosome)[3].ToString("F3"), "Optimization", "BestChromosome");
}
}
public void ExecuteStrategySingleIteration()
{
LoadAssembly(@"StockTraderStrategy\StockTrader.Common.dll");
if (_strategyType != null)
{
// Initialize executor
_strategyExecutor = new StrategyExecutor(_strategyType, _ctorArguments);
// Execute single iteration of the strategy
_strategyExecutor.ExecuteStrategy(1.5, 0.006, 0.2, 0.005);
}
}
public void ExecuteStrategy()
{
LoadAssembly(@"C:\Users\Muhammad Bilal\Desktop\StockTrader - Copy\StockTrader.Common.dll");
List <string> data = new List <string>();
_strategyExecutor = new StrategyExecutor(_strategyType, _ctorArguments);
string[] file = File.ReadAllLines(@"C:\Users\Muhammad Bilal\Downloads\matlab_singlepoint_data.csv");
for (int i = 0; i < file.Length; i++)
{
string[] param = file[i].Split(',');
double alpha = double.Parse(param[0]);
double beta = double.Parse(param[1]);
double gamma = double.Parse(param[2]);
double espilon = double.Parse(param[3]);
//_ctorArguments = new object[]
//{
// // Chelen Len, ALPHA , Shares , Symbol, EMA ,GAMMA, EPSILON
// (Int32) 100, alpha, (uint) 40, "ERX", (decimal) 45, gamma, espilon,
// // Profit Take, Tolerance, StartTime, EndTime, HTB Thresh, OPG Thresh , OPG Venue, BETA
// (float) 0.005, (decimal) 0.005, "9:30", "9:30", (decimal) 10, (decimal) 0.04, "SDOT", beta,
// // Entry Slippage, Exit Slippage
// (decimal) 0.01, (decimal) 0.01,
// "SimulatedExchange", "SimulatedExchange"
//};
if (_strategyType != null)
{
// Initialize executor
// Execute single iteration of the strategy
double risk = _strategyExecutor.ExecuteStrategy(alpha, beta, gamma, espilon);
string[] lines = new string[1];
lines[0] = string.Format("{0},{1},{2},{3},{4},{5}", param[0], param[1], param[2], param[3], param[4],
risk);
data.Add(lines[0]);
Console.WriteLine(i);
}
}
File.WriteAllLines(@"D:\matlabvsSr.csv", data);
}
/// <summary>
/// Argument Constructor
/// </summary>
/// <param name="strategyExecutor">Contains strategy reference to be executed</param>
/// <param name="rangeW">Specifies W variable's range.</param>
/// <param name="rangeX">Specifies X variable's range.</param>
/// <param name="rangeY">Specifies Y variable's range.</param>
/// <param name="rangeZ">Specifies Z variable's range.</param>
public CustomFitnessFunction(StrategyExecutor strategyExecutor,
Range rangeW, Range rangeX, Range rangeY, Range rangeZ)
: base(rangeW, rangeX, rangeY, rangeZ)
{
_strategyExecutor = strategyExecutor;
}