/// <summary>
/// If we load a workspace, we need to instantiate the filters from the loaded model
/// </summary>
/// <param name="logAnalysis"></param>
private void GenerateFiltersFromAnalysis(LogAnalysis logAnalysis)
{
foreach (var filter in logAnalysis.Filters)
{
AddQuery(filter);
}
}
/// <summary>
/// Generate the markers for the model loaded in the workspace
/// </summary>
/// <param name="currentAnalysis"></param>
private void GenerateMarkersFromAnalysis(LogAnalysis currentAnalysis)
{
foreach (var textMarker in currentAnalysis.TextMarkers)
{
this.AddMarker(new TextMarkerViewModel(textMarker));
}
}
/// <summary>
/// Constructor
/// </summary>
public ManageTextMarkersViewModel(LogAnalysis analysis)
{
_analysis = analysis;
_textMarkerVmList = new ObservableCollection <TextMarkerViewModel>();
CommandUpdateTextMarkers = new CommandRelay(CommandUpdateTextMarkersExecute,
CommandUpdateTextMarkersCanExecute);
}
public void CreateNewLogAnalysisTest()
{
var logA = new LogAnalysis();
_session.CurrentAnalysis = logA;
Assert.AreEqual(_session.Analyses[0], logA);
}
private static ParameterModel[] CreateParameterModels(CloudStorageAccount account, FunctionInstanceSnapshot snapshot)
{
List <ParameterModel> models = new List <ParameterModel>();
// It's important that we order any virtual parameters (e.g. Singleton parameters) to the end
// so they don't interfere with actual function parameter ordering
var parameters = snapshot.Arguments.OrderBy(p => p.Value.IsVirtualParameter);
IDictionary <string, ParameterLog> parameterLogs = LogAnalysis.GetParameterLogs(account, snapshot);
foreach (KeyValuePair <string, FunctionInstanceArgument> parameter in parameters)
{
string name = parameter.Key;
FunctionInstanceArgument argument = parameter.Value;
ParameterLog log;
if (parameterLogs != null && parameterLogs.ContainsKey(name))
{
log = parameterLogs[name];
}
else
{
log = null;
}
LogAnalysis.AddParameterModels(name, argument, log, snapshot, models);
}
return(models.ToArray());
}
private static ParameterModel[] CreateParameterModels(CloudStorageAccount account, FunctionInstanceSnapshot snapshot)
{
List <ParameterModel> models = new List <ParameterModel>();
IDictionary <string, FunctionInstanceArgument> parameters = snapshot.Arguments;
IDictionary <string, ParameterLog> parameterLogs = LogAnalysis.GetParameterLogs(account, snapshot);
foreach (KeyValuePair <string, FunctionInstanceArgument> parameter in parameters)
{
string name = parameter.Key;
FunctionInstanceArgument argument = parameter.Value;
ParameterLog log;
if (parameterLogs != null && parameterLogs.ContainsKey(name))
{
log = parameterLogs[name];
}
else
{
log = null;
}
LogAnalysis.AddParameterModels(name, argument, log, snapshot, models);
}
return(models.ToArray());
}
public void PrintData(LogAnalysis userDataAnalysis)
{
PrintMainInformation(userDataAnalysis);
PrintUsers(userDataAnalysis);
PrintEntryPages(userDataAnalysis);
PrintDeparturePages(userDataAnalysis);
PrintTenFirsSessions(userDataAnalysis.TenFirstSessions);
}
public void Format_BinderParameterLog_ReturnsNull()
{
ParameterLog log = new BinderParameterLog();
string result = LogAnalysis.Format(log);
Assert.Null(result);
}
private void PrintEntryPages(LogAnalysis userDataAnalysis)
{
Console.WriteLine("Strony wejściowe: ");
userDataAnalysis.EntryPageNumbers.ForEach(u =>
{
Console.WriteLine($"{u.Key}, : {u.Value.ToString()}");
});
Console.WriteLine();
}
private void PrintMainInformation(LogAnalysis userDataAnalysis)
{
Console.WriteLine($"Ilość wszytskich sesji: {userDataAnalysis.TotalNumberOffSessions.ToString()}");
Console.WriteLine();
Console.WriteLine($"Najczęstsza strona startowa: {userDataAnalysis.MostCommonEntryPage.Key}; {userDataAnalysis.MostCommonEntryPage.Value.ToString()}");
Console.WriteLine();
Console.WriteLine($"Najczęstsza strona końcowa: {userDataAnalysis.MostCommonDeparturePage.Key}; {userDataAnalysis.MostCommonDeparturePage.Value.ToString()}");
Console.WriteLine();
}
private void PrintUsers(LogAnalysis userDataAnalysis)
{
Console.WriteLine("Lista użytkowników, i ich dane: ");
userDataAnalysis.UserList.ForEach(u =>
{
Console.WriteLine($"Użytkownik: {u.Ip}, ilość sesji: {u.UserSession.Count.ToString()}, średnia ilość żądań: {u.AverageNumberOfRequest.ToString()}");
});
Console.WriteLine();
}
private void PrintDeparturePages(LogAnalysis userDataAnalysis)
{
Console.WriteLine("Strony końcowe: ");
userDataAnalysis.DeparturePageNumbers.ForEach(u =>
{
Console.WriteLine($"{u.Key}, : {u.Value.ToString()}");
});
Console.WriteLine();
}
/// <summary>
/// Constructor
/// </summary>
/// <param name="logAnalysis">Log analysis for the textmarkers informations</param>
public FilterConverterViewModel(LogAnalysis logAnalysis)
{
_converter = new Filters.Converters.StringConverter();
_context = new Context {
Analysis = logAnalysis
};
_queries = new List <FilterQueryViewModel>();
GenerateFiltersFromAnalysis(logAnalysis);
ActualQuery = string.Empty;
InitAutoCompleteList();
}
public void FormatTime_Minutes(double minutes, string expected)
{
// Arrange
var time = TimeSpan.FromMinutes(minutes);
// Act
string result = LogAnalysis.Format(time);
// Assert
AssertExpectedTimeString(expected, result);
}
public void FormatTime_ZeroTime_NoOutput()
{
// Arrange
var time = TimeSpan.Zero;
// Act
string result = LogAnalysis.Format(time);
// Assert
Assert.Equal(string.Empty, result);
}
public void FormatTime_Hours(double hours, string expected)
{
// Arrange
var time = TimeSpan.FromHours(hours);
// Act
string result = LogAnalysis.Format(time);
// Assert
AssertExpectedTimeString(expected, result);
}
public void FormatTime_Seconds(double seconds, string expected)
{
// Arrange
var time = TimeSpan.FromSeconds(seconds);
// Act
string result = LogAnalysis.Format(time);
// Assert
AssertExpectedTimeString(expected, result);
}
public void Format_TextParameterLog()
{
const string expected = "Pass-Through";
ParameterLog log = new TextParameterLog()
{
Value = expected
};
string result = LogAnalysis.Format(log);
Assert.Equal(expected, result);
}
public void Format_TableParameterLog(int entitiesWritten, double elapsedTime, string expected)
{
ParameterLog log = new TableParameterLog()
{
EntitiesWritten = entitiesWritten,
ElapsedWriteTime = TimeSpan.FromMilliseconds(elapsedTime)
};
string result = LogAnalysis.Format(log);
Assert.Equal(expected, result);
}
public void Format_WriteBlobParameterLog(bool wasWritten, long bytesWritten, string expected)
{
ParameterLog log = new WriteBlobParameterLog()
{
WasWritten = wasWritten,
BytesWritten = bytesWritten
};
string result = LogAnalysis.Format(log);
Assert.Equal(expected, result);
}
public void Format_ReadBlobParameterLog(long bytesRead, long logLength, double elapsedTime, string expected)
{
ParameterLog log = new ReadBlobParameterLog()
{
BytesRead = bytesRead,
Length = logLength,
ElapsedTime = TimeSpan.FromMilliseconds(elapsedTime)
};
string result = LogAnalysis.Format(log);
Assert.Equal(expected, result);
}
public void FormatTime_Milliseconds(double milliseconds, string expected)
{
// Arrange
// this is required since the FromMilliseconds method rounds the
// result (so for e.g. FromMilliseconds(0.1) will create Timespan.Zero
// which is not what we are trying to test here).
var time = TimeSpan.FromTicks((long)(milliseconds * 10000));
// Act
string result = LogAnalysis.Format(time);
// Assert
AssertExpectedTimeString(expected, result);
}
public static void AddPnLHoldTime(this Plotter plotter, SimulatorCore sim)
{
var tradeLog = LogAnalysis
.GroupPositions(sim.Log, true)
.OrderBy(i => i.Entry.BarOfExecution.Time);
plotter.SelectChart(Plotter.SheetNames.PNL_HOLD_TIME, "Days Held");
foreach (var trade in tradeLog)
{
var pnl = (trade.Quantity > 0 ? 100.0 : -100.0) * (trade.Exit.FillPrice / trade.Entry.FillPrice - 1.0);
var label = pnl > 0.0 ? "Profit" : "Loss";
plotter.SetX((trade.Exit.BarOfExecution.Time - trade.Entry.BarOfExecution.Time).TotalDays);
plotter.Plot(label, pnl);
}
}
public void Format_SingletonParameterLog()
{
SingletonParameterLog log = new SingletonParameterLog
{
LockAcquired = false
};
StringBuilder expected = new StringBuilder();
expected.AppendLine("Waiting for lock...");
Assert.Equal(expected.ToString(), LogAnalysis.Format(log));
log = new SingletonParameterLog
{
LockAcquired = false,
TimeToAcquireLock = TimeSpan.FromSeconds(4),
LockOwner = "8F4DA397-4EF4-428E-9043-FC240376165E"
};
expected = new StringBuilder();
expected.AppendLine("Waiting for lock...");
expected.AppendLine("Lock Owner: 8F4DA397-4EF4-428E-9043-FC240376165E.");
expected.AppendLine("Wait time: About 4 seconds.");
Assert.Equal(expected.ToString(), LogAnalysis.Format(log));
log = new SingletonParameterLog
{
LockAcquired = true,
TimeToAcquireLock = TimeSpan.FromSeconds(4)
};
expected = new StringBuilder();
expected.AppendLine("Lock acquired.");
expected.AppendLine("Wait time: About 4 seconds.");
Assert.Equal(expected.ToString(), LogAnalysis.Format(log));
log = new SingletonParameterLog
{
LockAcquired = true,
TimeToAcquireLock = TimeSpan.FromSeconds(4),
LockDuration = TimeSpan.FromSeconds(2)
};
expected = new StringBuilder();
expected.AppendLine("Lock acquired.");
expected.AppendLine("Wait time: About 4 seconds.");
expected.AppendLine("Lock duration: About 2 seconds.");
Assert.Equal(expected.ToString(), LogAnalysis.Format(log));
}
public static void AddMfeMae(this Plotter plotter, SimulatorCore sim)
{
var tradeLog = LogAnalysis
.GroupPositions(sim.Log, true)
.OrderBy(i => i.Entry.BarOfExecution.Time);
plotter.SelectChart(Plotter.SheetNames.PNL_MFE_MAE, "Max Excursion");
foreach (var trade in tradeLog)
{
var pnl = 100.0 * (trade.Exit.FillPrice / trade.Entry.FillPrice - 1.0);
var label = pnl > 0.0 ? "Profit" : "Loss";
plotter.SetX(100.0 * (trade.HighestHigh / trade.Entry.FillPrice - 1.0));
plotter.Plot(label, pnl);
plotter.SetX(100.0 * (trade.LowestLow / trade.Entry.FillPrice - 1.0));
plotter.Plot(label, pnl);
}
}
public static void AddPositionLog(this Plotter plotter, SimulatorCore sim)
{
var tradeLog = LogAnalysis
.GroupPositions(sim.Log, true)
.OrderBy(i => i.Entry.BarOfExecution.Time);
plotter.SelectChart("Position Log", "entry date");
foreach (var trade in tradeLog)
{
plotter.SetX(string.Format("{0:MM/dd/yyyy}", trade.Entry.BarOfExecution.Time));
plotter.Plot("exit date", string.Format("{0:MM/dd/yyyy}", trade.Exit.BarOfExecution.Time));
plotter.Plot("days held", (trade.Exit.BarOfExecution.Time - trade.Entry.BarOfExecution.Time).TotalDays);
plotter.Plot("Symbol", trade.Symbol);
plotter.Plot("Quantity", trade.Quantity);
plotter.Plot("% Profit", Math.Round((trade.Quantity > 0 ? 100.0 : -100.0) * (trade.Exit.FillPrice / trade.Entry.FillPrice - 1.0), 2));
plotter.Plot("Exit", trade.Exit.OrderTicket.Comment ?? "");
//plotter.Plot("$ Profit", trade.Quantity * (trade.Exit.FillPrice - trade.Entry.FillPrice));
}
}
/// <summary>
/// Standard constructor
/// </summary>
public YalvViewModel()
{
_manageRepoViewModel = new ManageRepositoryViewModel();
_manageRepoViewModel.ActiveChanged += ManageRepoViewModelOnPropertyChanged;
_logAnalysis = new LogAnalysis();
YalvRegistry.Instance.ActualWorkspace.CurrentAnalysis = _logAnalysis;
_manageTextMarkersViewModel = new ManageTextMarkersViewModel(_logAnalysis);
_logEntryRows = new DisplayLogViewModel(_manageTextMarkersViewModel);
CommandCancelProcessing = new CommandRelay(CommandCancelProcessingExecuted,
CommandCancelProcessingCanExecute);
CommandRefresh = new CommandRelay(CommandRefreshExecute, CommandRequiresDataCanExecute);
CommandDelete = new CommandRelay(LogEntryRows.CommandDeleteExecute, LogEntryRows.CommandDeleteCanExecute);
CommandUpdateTextMarkers = new CommandRelay(_manageTextMarkersViewModel.CommandUpdateTextMarkersExecute,
_manageTextMarkersViewModel.CommandUpdateTextMarkersCanExecute);
CommandUpdateDelta = new CommandRelay(CommandUpdateDeltaExecute, CommandUpdateDeltaCanExecute);
}
public override void Run()
{
//========== initialization ==========
StartTime = DateTime.Parse("01/01/2008");
EndTime = DateTime.Now.Date - TimeSpan.FromDays(5);
foreach (var n in UNIVERSE)
{
AddDataSource(n);
}
AddDataSource(BENCHMARK);
Deposit(INITIAL_CAPITAL);
CommissionPerShare = 0.015;
//========== simulation loop ==========
foreach (var s in SimTimes)
{
//----- find instruments
_benchmark = _benchmark ?? FindInstrument(BENCHMARK);
var universe = Instruments
.Where(i => i != _benchmark)
.ToList();
//----- calculate indicators
// make sure to calculate indicators for the
// full universe on every single bar
var indicators = universe
.ToDictionary(
i => i,
i => new
{
rsi = i.Close.RSI(3),
roc = i.Close.Momentum(200),
});
var smaBand = _benchmark.Close.SMA(200).Multiply(0.98); // 2% below 200-day SMA
// filter universe to potential candidates
var filtered = universe
.Where(i => _benchmark.Close[0] > smaBand[0] &&
indicators[i].rsi[0] < MAX_RSI)
.ToList();
if (NextSimTime.DayOfWeek < SimTime[0].DayOfWeek) // open positions on Monday
{
// sort candidates by ROC to find entries
var entries = filtered
.OrderByDescending(i => indicators[i].roc[0])
.Take(MAX_ENTRIES)
.ToList();
foreach (var i in universe)
{
int targetShares = entries.Contains(i)
? (int)Math.Floor(NetAssetValue[0] / MAX_ENTRIES / i.Close[0])
: 0;
i.Trade(targetShares - i.Position);
}
}
//----- output
if (!IsOptimizing)
{
// plot to chart
_plotter.SelectChart(Name + ": " + OptimizerParamsAsString, "date");
_plotter.SetX(SimTime[0]);
_plotter.Plot("nav", NetAssetValue[0]);
_plotter.Plot(_benchmark.Symbol, _benchmark.Close[0]);
// placeholder, to make sure positions land on sheet 2
_plotter.SelectChart(Name + " positions", "entry date");
// additional indicators
_plotter.SelectChart(Name + " extra", "date");
_plotter.SetX(SimTime[0]);
_plotter.Plot("leverage", Instruments.Sum(i => i.Position * i.Close[0]) / NetAssetValue[0]);
}
}
//========== post processing ==========
//----- print position log, grouped as LIFO
if (!IsOptimizing)
{
var tradeLog = LogAnalysis
.GroupPositions(Log, true)
.OrderBy(i => i.Entry.BarOfExecution.Time);
_plotter.SelectChart(Name + " positions", "entry date");
foreach (var trade in tradeLog)
{
_plotter.SetX(trade.Entry.BarOfExecution.Time);
_plotter.Plot("exit date", trade.Exit.BarOfExecution.Time);
_plotter.Plot("Symbol", trade.Symbol);
_plotter.Plot("Quantity", trade.Quantity);
_plotter.Plot("% Profit", (trade.Quantity > 0 ? 1.0 : -1.0) * (trade.Exit.FillPrice / trade.Entry.FillPrice - 1.0));
_plotter.Plot("Exit", trade.Exit.OrderTicket.Comment ?? "");
//_plotter.Plot("$ Profit", trade.Quantity * (trade.Exit.FillPrice - trade.Entry.FillPrice));
}
}
//----- optimization objective
double cagr = Math.Exp(252.0 / Math.Max(1, TradingDays) * Math.Log(NetAssetValue[0] / INITIAL_CAPITAL)) - 1.0;
FitnessValue = cagr / Math.Max(1e-10, Math.Max(0.01, NetAssetValueMaxDrawdown));
if (!IsOptimizing)
{
Output.WriteLine("CAGR = {0:P2}, DD = {1:P2}, Fitness = {2:F4}", cagr, NetAssetValueMaxDrawdown, FitnessValue);
}
}
public override void Run()
{
//========== initialization ==========
StartTime = DateTime.Parse("01/01/2008");
EndTime = DateTime.Now.Date - TimeSpan.FromDays(5);
foreach (var n in UNIVERSE)
{
AddDataSource(n);
}
AddDataSource(BENCHMARK);
Deposit(INITIAL_CAPITAL);
CommissionPerShare = 0.015;
var entryParameters = Enumerable.Empty <Instrument>()
.ToDictionary(
i => i,
i => new
{
entryDate = default(DateTime),
entryPrice = default(double),
stopLoss = default(double),
profitTarget = default(double),
});
//========== simulation loop ==========
foreach (var s in SimTimes)
{
//----- find instruments
_benchmark = _benchmark ?? FindInstrument(BENCHMARK);
var universe = Instruments
.Where(i => i != _benchmark)
.ToList();
//----- calculate indicators
// make sure to calculate indicators for the
// full universe on every single bar
var indicators = universe
.ToDictionary(
i => i,
i => new
{
sma150 = i.Close.SMA(SMA_DAYS),
adx7 = i.ADX(7),
atr10 = i.TrueRange().Divide(i.Close).SMA(10),
rsi3 = i.Close.RSI(3),
});
// filter universe to potential candidates
var filtered = universe
.Where(i =>
(ENTRY_DIR > 0
? i.Close[0] > indicators[i].sma150[0] // long: above sma
: i.Close[0] > i.Close[1] && i.Close[1] > i.Close[2]) && // short: 2 up-days
indicators[i].adx7[0] > MIN_ADX &&
indicators[i].atr10[0] > MIN_ATR / 10000.0 &&
(ENTRY_DIR > 0
? indicators[i].rsi3[0] < MINMAX_RSI // long: maximum
: indicators[i].rsi3[0] > MINMAX_RSI)) // short: minimum
.ToList();
//----- manage existing positions
int numOpenPositions = Positions.Keys.Count();
foreach (var pos in Positions.Keys)
{
// time-based exit
if (entryParameters[pos].entryDate <= SimTime[MAX_HOLD_DAYS - 1])
{
pos.Trade(-pos.Position, OrderType.closeThisBar).Comment = "time exit";
numOpenPositions--;
}
else if (ENTRY_DIR > 0
? pos.Close[0] >= entryParameters[pos].profitTarget // long
: pos.Close[0] <= entryParameters[pos].profitTarget) // short
{
pos.Trade(-pos.Position,
OrderType.openNextBar)
.Comment = "profit target";
numOpenPositions--;
}
else
{
pos.Trade(-pos.Position,
OrderType.stopNextBar,
entryParameters[pos].stopLoss)
.Comment = "stop loss";
}
}
//----- open new positions
if (NextSimTime.DayOfWeek < SimTime[0].DayOfWeek) // open positions on Monday
{
// sort candidates by RSI to find entries
var entries = ENTRY_DIR > 0
? filtered // long
.Where(i => i.Position == 0)
.OrderBy(i => indicators[i].rsi3[0])
.Take(MAX_ENTRIES - numOpenPositions)
.ToList()
: filtered // short
.Where(i => i.Position == 0)
.OrderByDescending(i => indicators[i].rsi3[0])
.Take(MAX_ENTRIES - numOpenPositions)
.ToList();
foreach (var i in entries)
{
// save our entry parameters, so that we may access
// them later to manage exits
double entryPrice = ENTRY_DIR > 0
? i.Close[0] * (1.0 - MIN_ATR / 10000.0) // long
: i.Close[0]; // short
double stopLoss = ENTRY_DIR > 0
? entryPrice * (1.0 - STOP_LOSS / 100.0 * indicators[i].atr10[0]) // long
: entryPrice * (1.0 + STOP_LOSS / 100.0 * indicators[i].atr10[0]); // short
double profitTarget = ENTRY_DIR > 0
? entryPrice * (1.0 + PROFIT_TARGET / 10000.0) // long
: entryPrice * (1.0 - PROFIT_TARGET / 10000.0); // short
entryParameters[i] = new
{
entryDate = NextSimTime,
entryPrice,
stopLoss,
profitTarget,
};
// calculate target shares in two ways:
// * fixed-fractional risk (with entry - stop-loss = "risk"), and
// * fixed percentage of total equity
double riskPerShare = ENTRY_DIR > 0
? Math.Max(0.10, entryPrice - stopLoss) // long
: Math.Max(0.10, stopLoss - entryPrice); // short
int sharesRiskLimited = (int)Math.Floor(MAX_RISK / 100.0 / MAX_ENTRIES * NetAssetValue[0] / riskPerShare);
int sharesCapLimited = (int)Math.Floor(MAX_CAP / 100.0 / MAX_ENTRIES * NetAssetValue[0] / entryParameters[i].entryPrice);
int targetShares = (ENTRY_DIR > 0 ? 1 : -1) * Math.Min(sharesRiskLimited, sharesCapLimited);
// enter positions with limit order
i.Trade(targetShares,
OrderType.limitNextBar,
entryParameters[i].entryPrice);
}
}
//----- output
if (!IsOptimizing)
{
// plot to chart
_plotter.SelectChart(Name + ": " + OptimizerParamsAsString, "date");
_plotter.SetX(SimTime[0]);
_plotter.Plot("nav", NetAssetValue[0]);
_plotter.Plot(_benchmark.Symbol, _benchmark.Close[0]);
// placeholder, to make sure positions land on sheet 2
_plotter.SelectChart(Name + " positions", "entry date");
// additional indicators
_plotter.SelectChart(Name + " extra", "date");
_plotter.SetX(SimTime[0]);
_plotter.Plot("leverage", Instruments.Sum(i => i.Position * i.Close[0]) / NetAssetValue[0]);
}
}
//========== post processing ==========
//----- print position log, grouped as LIFO
if (!IsOptimizing)
{
var tradeLog = LogAnalysis
.GroupPositions(Log, true)
.OrderBy(i => i.Entry.BarOfExecution.Time);
_plotter.SelectChart(Name + " positions", "entry date");
foreach (var trade in tradeLog)
{
_plotter.SetX(trade.Entry.BarOfExecution.Time);
_plotter.Plot("exit date", trade.Exit.BarOfExecution.Time);
_plotter.Plot("Symbol", trade.Symbol);
_plotter.Plot("Quantity", trade.Quantity);
_plotter.Plot("% Profit", (ENTRY_DIR > 0 ? 1.0 : -1.0) * (trade.Exit.FillPrice / trade.Entry.FillPrice - 1.0));
_plotter.Plot("Exit", trade.Exit.OrderTicket.Comment ?? "");
//_plotter.Plot("$ Profit", trade.Quantity * (trade.Exit.FillPrice - trade.Entry.FillPrice));
}
}
//----- optimization objective
double cagr = Math.Exp(252.0 / Math.Max(1, TradingDays) * Math.Log(NetAssetValue[0] / INITIAL_CAPITAL)) - 1.0;
FitnessValue = cagr / Math.Max(1e-10, Math.Max(0.01, NetAssetValueMaxDrawdown));
if (!IsOptimizing)
{
Output.WriteLine("CAGR = {0:P2}, DD = {1:P2}, Fitness = {2:F4}", cagr, NetAssetValueMaxDrawdown, FitnessValue);
}
}
public void InitEnvironment()
{
_analysis = new LogAnalysis();
_entry1 = new LogEntry();
_entry2 = new LogEntry();
}