public void TestMutations()
{
using (var provider = new TextCandleProvider())
{
var gen = new GeneticsSelector <TextCandleProvider, BasicAlgorithm>(provider, 5, 30, 50);
var mutatedInd = new float[] { 1, 2, 3, 4 };
gen.Mutate(mutatedInd);
Assert.IsFalse(mutatedInd.SequenceEqual(new float[] { 1, 2, 3, 4 }));
}
}
public void Calculate()
{
var fName = string.Format("{0}_{1}", typeof(T).Name, Settings.Default.ResultsFileName);
if (File.Exists(fName))
{
File.Delete(fName);
}
MemoryCache <FinamCandleProvider> cache;
using (var provider = new FinamCandleProvider(Settings.Default.InsName, Settings.Default.TimePeriod,
Settings.Default.MarketCode, Settings.Default.InsCode, Settings.Default.DateFrom, Settings.Default.DateTo))
{
cache = new MemoryCache <FinamCandleProvider>(provider);
}
File.AppendAllLines(fName, new string[] { "Parameters;Populations total;Sharp Index;Profit;Mean profit per deal;Mean +profit per deal;Mean -profit per deal;Success %;" });
for (var i = Settings.Default.ParamsCountFrom; i < Settings.Default.ParamsCountTo; i = i + 2)
{
_num = i;
Console.Title = string.Format("Length {0}", _num);
Console.WriteLine();
Console.WriteLine(" Length {0}:", i);
Console.WriteLine(" ----------------------------------------------------------------");
Console.WriteLine(" | iter | profit | sharp | mean p | success | mean p+ | mean p- |");
Console.WriteLine(" ----------------------------------------------------------------");
var genSelector = new GeneticsSelector <FinamCandleProvider, T>(cache, 3, 100, i, generationSize: Settings.Default.GenerationSize, threadsNum: Settings.Default.ThreadsCount, crossPercent: Settings.Default.CrossPercent);
genSelector.PopulationCompleted += GenSelector_PopulationCompleted;
genSelector.Select(Settings.Default.PopulationsCount);
genSelector.Wait();
var result = genSelector.GetBestResults().First();
File.AppendAllLines(fName,
new string[]
{
string.Format("{0};{1};{2};{3};{4};{5};{6};{7};",
string.Join(",", result.Parameters),
genSelector.PopulationIndex,
result.SharpIndex,
result.Balance,
result.MeanProfit,
result.MeanPositiveProfit,
result.MeanNegativeProfit,
result.SuccessRatio)
});
// generate result file for best result
var algDataFileName = string.Format("{0}_{1}params_{2}",
typeof(T).Name, i, Settings.Default.ResultsFileName);
AlgDataExport.ExportToCSV(result, algDataFileName, typeof(T).Name);
}
Console.WriteLine();
Console.ForegroundColor = ConsoleColor.White;
Console.WriteLine("Calculation completed.");
Console.ReadLine();
_num = 0;
}
public void TestWaitForGeneticsSelection()
{
using (var provider = new TextCandleProvider())
{
provider.SetTextParams(@"data\si-9-17.dat");
var gen = new GeneticsSelector <TextCandleProvider, BasicAlgorithm>(new MemoryCache <TextCandleProvider>(provider), 5, 30, 4);
gen.Select(2);
gen.Wait();
var bestResults = gen.GetBestResults();
Assert.AreEqual(2, gen.PopulationIndex);
}
}
public void TestParentsCross()
{
using (var provider = new TextCandleProvider())
{
var gen = new GeneticsSelector <TextCandleProvider, BasicAlgorithm>(provider, 5, 30, 50);
float[] child1;
float[] child2;
gen.Cross(new float[] { 1, 2, 3 }, new float[] { 4, 5, 6 }, out child1, out child2);
Assert.IsTrue(child1.SequenceEqual(new float[] { 4, 2, 6 }));
Assert.IsTrue(child2.SequenceEqual(new float[] { 1, 5, 3 }));
gen.Cross(new float[] { 1 }, new float[] { 4, 1 }, out child1, out child2);
Assert.IsNull(child1);
Assert.IsNull(child2);
}
}
public void TestRandomPopulation()
{
using (var provider = new TextCandleProvider())
{
provider.SetTextParams("data/si-9-17.dat");
var gen = new GeneticsSelector <TextCandleProvider, BasicAlgorithm>(provider, 5, 30, 50,
generationSize: 100);
var randomPopulation = gen.GenerateRandomPopulation();
Assert.IsTrue(randomPopulation.Length == 100);
Assert.IsTrue(randomPopulation.All(o => o.Length == 50));
foreach (var ind in randomPopulation)
{
foreach (var p in ind)
{
Assert.IsTrue(p >= 5 && p <= 30);
}
}
Assert.IsFalse(randomPopulation.First()
.SequenceEqual(randomPopulation.Last()));
}
}
