private void doGA()
{
TickData.readTickData(0);
GA ga = new GA();
ga.startGA(20, 30, TickData.time.Count - 6000000, TickData.time.Count - 4000000, true);
}
private void gaForMultiplePeriod()
{
TickData.readTickData(0);
int start = 5000000;
int slide = 100000;
int opt_term = 60000;
int test_term = 12500;
using (StreamWriter sw = new StreamWriter("./multi ga.csv", false, Encoding.Default))
{
sw.WriteLine("from,to,best pl per min,best total pl,best num trade per hour,best win rate,pl per min,total pl,win rate,total perfoamnce,pl_per_min_P,profit_factor_P,num_trade_per_hour_P");
for (int i = 0; i < 10; i++)
{
GA ga = new GA();
int from = TickData.time.Count - start + (i * slide);
int to = TickData.time.Count - start + opt_term + (i * slide);
Form1.Form1Instance.setLabel3("#" + i.ToString() + ":doing for " + from.ToString() + " - " + to.ToString());
var chro = ga.startGA(20, 50, from, to, false);
SIM s = new SIM();
var ac = s.startContrarianSashine(from, to, chro.Gene_exit_time_sec, chro.Gene_kairi_term, chro.Gene_entry_kairi, chro.Gene_rikaku_percentage, false);
var ac2 = s.startContrarianSashine(to, to + test_term, chro.Gene_exit_time_sec, chro.Gene_kairi_term, chro.Gene_entry_kairi, chro.Gene_rikaku_percentage, false);
VerifyChrome vc = new VerifyChrome();
var res = vc.verifyBestChrome(chro, from, to);
sw.WriteLine(TickData.time[from].ToString() + "," + TickData.time[to].ToString() + "," + ac.pl_per_min.ToString() + "," + ac.total_pl_log.Values.ToList()[ac.total_pl_log.Values.ToList().Count - 1].ToString() + "," + ac.num_trade.ToString() + "," + ac.win_rate.ToString() +
"," + ac2.pl_per_min.ToString() + "," + ac2.total_pl_log.Values.ToList()[ac2.total_pl_log.Values.ToList().Count - 1].ToString() + "," + ac2.win_rate.ToString()
+ "," + res["total performance"].ToString() + ", " + res["pl_per_min"].ToString() + "," + res["profit_factor"].ToString() + "," + res["num_trade_per_hour"]);
Form1.Form1Instance.addListBox2("#" + i.ToString() + ", total performance:" + res["total performance"].ToString() + ", pl_per_min_P:" + res["pl_per_min"].ToString() + ", profit_factor_P:" + res["profit_factor"].ToString()
+ ", num_trade_per_hour_P:" + res["num_trade_per_hour"].ToString());
}
}
Form1.Form1Instance.setLabel3("Completed all calc");
}
private void gaIsland2()
{
TickData.readTickData(0);
using (StreamWriter sw = new StreamWriter("./multi ga.csv", false, Encoding.Default))
{
int opt_period = 420000;
int sim_period = 180000;
int slide = 100000;
sw.WriteLine("pl per min,num trade,vola,fired[0],fired[1],fired[2],pl per min,num trade,vola,fired[0],fired[1],fired[2]");
for (int i = 0; i < 30; i++)
{
var gim = new GAIslandMaster2();
int from = TickData.price.Count - 6000000 + i * slide;
int to = from + opt_period;
var chro = gim.startGA(from, to, 3, 15, 15, 3, 0.05, 10, 30, 10, 10, false);
var s = new SIM2();
var ac = s.startContrarianTrendFollowSashine(from, to, chro, false, false);
Form1.Form1Instance.addListBox2(i.ToString() + " - " + "GA period - pl per min=" + Math.Round(ac.pl_per_min, 2) + ",num trade=" + Math.Round(ac.num_trade_per_hour, 2) + ", vola=" + Math.Round(ac.total_pl_vola, 2) + ", fired box num=" + ac.fired_box_ind_num[0] + " : " + ac.fired_box_ind_num[1] + " : " + ac.fired_box_ind_num[2]);
s = new SIM2();
var ac2 = s.startContrarianTrendFollowSashine(to, to + sim_period, chro, true, false);
//var ac2 = s.startContrarianTrendFollowSashine(from, to, chro, true, false);
Form1.Form1Instance.addListBox2("SIM period - pl per min=" + Math.Round(ac2.pl_per_min, 2) + ",num trade=" + Math.Round(ac2.num_trade_per_hour, 2) + ", vola=" + Math.Round(ac2.total_pl_vola, 2) + ", fired box num=" + ac2.fired_box_ind_num[0] + " : " + ac2.fired_box_ind_num[1] + " : " + ac2.fired_box_ind_num[2]);
sw.WriteLine(Math.Round(ac.pl_per_min, 2) + "," + Math.Round(ac.num_trade_per_hour, 6) + "," + Math.Round(ac.total_pl_vola) + "," + ac.fired_box_ind_num[0] + "," + ac.fired_box_ind_num[1] + "," + ac.fired_box_ind_num[2] +
"," + Math.Round(ac2.pl_per_min, 2) + "," + Math.Round(ac2.num_trade_per_hour, 6) + "," + Math.Round(ac2.total_pl_vola) + "," + ac2.fired_box_ind_num[0] + "," + ac2.fired_box_ind_num[1] + "," + ac2.fired_box_ind_num[2]);
}
}
}
private void doContiGASim()
{
TickData.readTickData(0);
var sim = new SIMContinuousGA2();
sim.startContrarianSashine(TickData.price.Count - 5000000, TickData.price.Count - 4800000, 10, 7, 3, 7, 0.1, 3, 200000, true);
}
private void gaIsland()
{
TickData.readTickData(0);
GAIslandMaster gim = new GAIslandMaster();
gim.startGA(15, 100, 4, 0.01, 150, 10, 10, 10, TickData.price.Count - 5000000, TickData.price.Count - 4700000, false);
}
private void doSIm()
{
TickData.readTickData(0);
// s.startContrarianSashine(TickData.price.Count - 6000000, TickData.price.Count - 5000000, chro.Gene_exit_time_sec, chro.Gene_kairi_term, chro.Gene_entry_kairi, chro.Gene_rikaku_percentage, true);
SIM s = new SIM();
Chrome chro = new Chrome();
chro.readBestChromFile();
s.startContrarianSashine(TickData.price.Count - 4000000, TickData.price.Count - 3000000, chro.Gene_exit_time_sec, chro.Gene_kairi_term, chro.Gene_entry_kairi, chro.Gene_rikaku_percentage, true);
}
public static void WriteRowData(int numw)
{
TickData.initialize();
List <string> data = new List <string>();
using (System.IO.StreamReader sr = new System.IO.StreamReader("tick.csv", Encoding.UTF8, false))
{
try
{
Form1.Form1Instance.setLabel("reading data");
int num = 0;
foreach (var line in File.ReadLines("tick.csv"))
{
data.Add(line);
num++;
}
Form1.Form1Instance.setLabel("Copy " + data.Count.ToString() + " data to a new file.");
}
catch (Exception e)
{
System.Windows.Forms.MessageBox.Show(e.ToString());
}
}
using (StreamWriter sw = new StreamWriter("./tick data_new.csv", false, Encoding.Default))
{
try
{
Form1.Form1Instance.setLabel("writing data to a new file");
int n = 0;
for (int i = data.Count - numw; i < data.Count; i++)
{
sw.WriteLine(data[i]);
}
}
catch (Exception e)
{
System.Windows.Forms.MessageBox.Show(e.ToString());
}
}
}
public static void readTickData(int num_skip)
{
if (TickData.price == null)
{
TickData.initialize();
using (System.IO.StreamReader sr = new System.IO.StreamReader("tick.csv", Encoding.UTF8, false))
{
try
{
Form1.Form1Instance.setLabel("reading data");
int num = 0;
foreach (var line in File.ReadLines("tick.csv"))
{
if (num_skip <= num)
{
var e = line.Split(',');
TickData.time.Add(FromUnixTime(Convert.ToInt64(e[0])));
TickData.price.Add(Convert.ToDouble(e[1]));
TickData.volume.Add(Convert.ToDouble(e[2]));
}
num++;
}
Form1.Form1Instance.setLabel("Tick Data: from-" + time[0].ToString() + ", to-" + time[time.Count - 1].ToString() + ", Num=" + (num - num_skip).ToString());
}
catch (Exception e)
{
System.Windows.Forms.MessageBox.Show(e.ToString());
}
}
calcAveVolAll();
//calcSpeedAll();
calcVolaAll();
dcalcAllMaKairi();
//Histogram.calcTickCluster(0.33, 499, 100);
}
}
private void buttonTest_Click(object sender, EventArgs e)
{
TickData.WriteRowData(5000000);
}