public void Optimize() { if (true) { IComponentBase ic; meta = new ATSMetaStrategy("metagp"); strat = new ATSStrategy("ATS", "Test ATS Strategy"); //StrategyComponentManager.RegisterDefaultComponent(typeof(atscQT)); //ic = StrategyComponentManager.GetComponent("{1bffce05-3830-484b-aabc-21297ab3fc2a}", this); //strat.SetComponent(ComponentType.ATSComponent, ic); StrategyComponentManager.RegisterDefaultComponent(typeof(atscPivot)); ic = StrategyComponentManager.GetComponent("{55e7fcd2-3e34-4218-8d01-571c6c54fb4d}", this); strat.SetComponent(ComponentType.ATSComponent, ic); StrategyComponentManager.RegisterDefaultComponent(typeof(mktSingle)); ic = StrategyComponentManager.GetComponent("{0c19f913-f3e5-4c53-9908-4b87403f0616}", this); strat.SetComponent(ComponentType.MarketManager, ic); //StrategyComponentManager.RegisterDefaultComponent(typeof(mktToTrade)); //ic = StrategyComponentManager.GetComponent("{f6e7b160-1d92-4f46-af68-8d451783addc}", this); //strat.SetComponent(ComponentType.MarketManager, ic); meta.Add(strat); Console.WriteLine("meta.strategies.count {0}", meta.Strategies.Count); StrategyComponentManager.RegisterDefaultComponent(typeof(simQuotesAndTicks)); ic = StrategyComponentManager.GetComponent("{52728743-527f-4e40-a128-dd37387e6304}", this); meta.SetComponent(ComponentType.SimulationManager, ic); meta.MetaStrategyMode = MetaStrategyMode.Simulation; meta.SimulationManager.Init(); meta.OptimizationManager = new optimizer(); //meta.Optimizer = new BruteForceTest(meta); meta.Optimizer = new GPOptimizer(meta); meta.OptimizerType = EOptimizerType.GeneticAlgorithm; meta.Optimizer.UpdateCalled += new EventHandler(Optimizer_UpdateCalled); meta.Optimizer.StepCalled += new EventHandler(Optimizer_StepCalled); meta.Optimizer.ObjectiveCalled += new EventHandler(Optimizer_ObjectiveCalled); meta.Optimizer.Inited += new EventHandler(Optimizer_Inited); meta.Optimizer.BestObjectiveReceived += new EventHandler(Optimizer_BestObjectiveRecieved); meta.Optimizer.CircleCalled += new EventHandler(Optimizer_CircleCalled); meta.GetOptimizationParameters(); meta.Started += new EventHandler(meta_Started); meta.Stopped += new EventHandler(meta_Stopped); //meta.DesignMode = false; meta.Optimize(); } }
protected override List <KeyValuePair <string, object> > GetItems() { List <KeyValuePair <string, object> > list = new List <KeyValuePair <string, object> >(); foreach (ComponentRecord componentRecord in StrategyComponentManager.GetComponentList(this.componentType)) { IComponentBase component = StrategyComponentManager.GetComponent(componentRecord.GUID, this.instance); list.Add(new KeyValuePair <string, object>(component.Name, component)); } return(list); }