private static SimAccount doWinSim(int from, int to, int best_island_id, bool display_chart, double nn_threshold) { Console.WriteLine("Started Read Weight Win SIM"); var ga = new GA(0); var chromo = ga.readWeights(best_island_id, false); var sim = new Sim(); var ac = new SimAccount(); ac = sim.sim_win_ga_market(from, to, chromo, ac, nn_threshold); Console.WriteLine("pl=" + ac.performance_data.total_pl); Console.WriteLine("pl ratio=" + ac.performance_data.total_pl_ratio); Console.WriteLine("num trade=" + ac.performance_data.num_trade); Console.WriteLine("num market order=" + ac.performance_data.num_maker_order); Console.WriteLine("win rate=" + ac.performance_data.win_rate); Console.WriteLine("sharp_ratio=" + ac.performance_data.sharp_ratio); Console.WriteLine("num_buy=" + ac.performance_data.num_buy); Console.WriteLine("num_sell=" + ac.performance_data.num_sell); Console.WriteLine("buy_pl=" + ac.performance_data.buy_pl_list.Sum()); Console.WriteLine("sell_pl=" + ac.performance_data.sell_pl_list.Sum()); if (display_chart) { LineChart.DisplayLineChart(ac.total_pl_list, "from=" + from.ToString() + ", to=" + to.ToString() + ", pl=" + ac.performance_data.total_pl.ToString() + ", num_trade=" + ac.performance_data.num_trade.ToString()); } return(ac); }
private static SimAccount doMultiSim(int from, int to, int max_amount, List <int> best_chrom_log_id, bool display_chart, List <double> nn_threshold) { Console.WriteLine("Started Multi SIM"); var chromos = new Gene2[best_chrom_log_id.Count]; var ga = new GA(0); for (int i = 0; i < best_chrom_log_id.Count; i++) { chromos[i] = ga.readWeights(best_chrom_log_id[i], true); } var title = "Combined PL Ratio - " + from.ToString() + " - " + to.ToString() + ", dt:" + MarketData.Dt[from].ToString() + " - " + MarketData.Dt[to - 1]; return(ga.sim_ga_multi_chromo(from, to, max_amount, chromos.ToList(), title, display_chart, nn_threshold)); }
private static SimAccount doSim(int from, int to, int max_amount, int sim_type, int best_island_id, bool display_chart, double nn_threshold) { Console.WriteLine("Started Read Weight SIM"); var ga = new GA(0); var chromo = ga.readWeights(best_island_id, false); if (sim_type == 0) { return(ga.sim_ga_limit(from, to, max_amount, chromo, from.ToString() + " - " + to.ToString() + ", dt:" + MarketData.Dt[from].ToString() + " - " + MarketData.Dt[to - 1] + ", Best Island=" + best_island_id.ToString(), display_chart)); } else { return(ga.sim_ga_market_limit(from, to, max_amount, chromo, from.ToString() + " - " + to.ToString() + ", dt:" + MarketData.Dt[from].ToString() + " - " + MarketData.Dt[to - 1] + ", Best Island=" + best_island_id.ToString(), display_chart, nn_threshold)); } }