| public GetData ( int indexDeviation, int parmIndex ) : double | ||
| indexDeviation | int | |
| parmIndex | int | |
| return | double | |
/// <summary>
/// Sets the chart parameters
/// </summary>
public void InitChart(Over_optimization_Data_Table table)
{
this.table = table;
// Chart Title
chartTitle = table.Name;
font = new Font(Font.FontFamily, 9);
captionHeight = (float)Math.Max(font.Height, 18);
rectfCaption = new RectangleF(0, 0, ClientSize.Width, captionHeight);
stringFormatCaption = new StringFormat();
stringFormatCaption.Alignment = StringAlignment.Center;
stringFormatCaption.LineAlignment = StringAlignment.Center;
stringFormatCaption.Trimming = StringTrimming.EllipsisCharacter;
stringFormatCaption.FormatFlags = StringFormatFlags.NoWrap;
brushFore = new SolidBrush(LayoutColors.ColorChartFore);
penGrid = new Pen(LayoutColors.ColorChartGrid);
penGrid.DashStyle = DashStyle.Dash;
penGrid.DashPattern = new float [] { 4, 2 };
penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption), border);
devSteps = table.CountDeviationSteps;
percentDev = (devSteps - 1) / 2;
parameters = table.CountStrategyParams;
if (parameters == 0)
{
return;
}
double minValue = double.MaxValue;
double maxValue = double.MinValue;
for (int param = 0; param < parameters; param++)
{
double min = double.MaxValue;
double max = double.MinValue;
for (int dev = 0; dev < devSteps; dev++)
{
int index = percentDev - dev;
double value = table.GetData(index, param);
if (min > value)
{
min = value;
}
if (max < value)
{
max = value;
}
}
if (minValue > min)
{
minValue = min;
}
if (maxValue < max)
{
maxValue = max;
}
}
maximum = (int)Math.Round(maxValue + 0.1 * Math.Abs(maxValue));
minimum = (int)Math.Round(minValue - 0.1 * Math.Abs(minValue));
int roundStep = Math.Abs(minimum) > 1 ? 10 : 1;
minimum = (int)(Math.Floor(minimum / (float)roundStep) * roundStep);
if (Math.Abs(maximum - minimum) < 1)
{
maximum = minimum + 1;
}
YTop = (int)captionHeight + 2 * space + 1;
YBottom = ClientSize.Height - 2 * space - 1 - border - space - Font.Height;
Graphics g = CreateGraphics();
labelWidth = (int)Math.Max(g.MeasureString(minimum.ToString(), font).Width, g.MeasureString(maximum.ToString(), font).Width);
g.Dispose();
labelWidth = Math.Max(labelWidth, 30);
XLeft = border + 3 * space;
XRight = ClientSize.Width - border - 2 * space - labelWidth;
XScale = (XRight - XLeft) / (float)(devSteps - 1);
XMiddle = (int)(XLeft + percentDev * XScale);
countLabels = (int)Math.Max((YBottom - YTop) / 20, 2);
delta = (float)Math.Max(Math.Round((maximum - minimum) / (float)countLabels), roundStep);
step = (int)Math.Ceiling(delta / roundStep) * roundStep;
countLabels = (int)Math.Ceiling((maximum - minimum) / (float)step);
maximum = minimum + countLabels * step;
YScale = (YBottom - YTop) / (countLabels * (float)step);
apntParameters = new PointF[parameters][];
for (int param = 0; param < parameters; param++)
{
apntParameters[param] = new PointF[devSteps];
for (int dev = 0; dev < devSteps; dev++)
{
int index = percentDev - dev;
apntParameters[param][dev].X = XLeft + dev * XScale;
apntParameters[param][dev].Y = (float)(YBottom - (table.GetData(index, param) - minimum) * YScale);
}
}
}
/// <summary>
/// Calculates Data Tables.
/// </summary>
void CalculateStatsTables(int percentDeviation, int countParam)
{
string unit = " " + Configs.AccountCurrency;
string[] tableNames = new string[]
{
Language.T("Account balance") + unit,
Language.T("Profit per day") + unit,
Language.T("Maximum drawdown") + unit,
Language.T("Gross profit") + unit,
Language.T("Gross loss") + unit,
Language.T("Executed orders"),
Language.T("Traded lots"),
Language.T("Time in position") + " %",
Language.T("Sent orders"),
Language.T("Charged spread") + unit,
Language.T("Charged rollover") + unit,
Language.T("Winning trades"),
Language.T("Losing trades"),
Language.T("Win/loss ratio"),
Language.T("Max equity drawdown") + " %"
};
tablesCount = tableNames.Length;
tableReport = new Over_optimization_Data_Table[tablesCount];
for (int t = 0; t < tableNames.Length; t++)
{
tableReport[t] = new Over_optimization_Data_Table(percentDeviation, countParam);
tableReport[t].Name = tableNames[t];
}
int parNumber = 0;
bool isBGWorkCanceled = false;
for (int slot = 0; slot < Data.Strategy.Slots && !isBGWorkCanceled; slot++)
{
for (int numParam = 0; numParam < 6 && !isBGWorkCanceled; numParam++)
{
if (Data.Strategy.Slot[slot].IndParam.NumParam[numParam].Enabled && parNumber < countParam)
{
for (int index = percentDeviation; index >= -percentDeviation && !isBGWorkCanceled; index--)
{
isBGWorkCanceled = bgWorker.CancellationPending;
Data.Strategy.Slot[slot].IndParam.NumParam[numParam].Value = tableParameters.GetData(index, parNumber);
CalculateIndicator(slot);
Backtester.Calculate();
Backtester.CalculateAccountStats();
double[] statValues = new double[]
{
Backtester.NetMoneyBalance,
Backtester.MoneyProfitPerDay,
Backtester.MaxMoneyDrawdown,
Backtester.GrossMoneyProfit,
Backtester.GrossMoneyLoss,
Backtester.ExecutedOrders,
Backtester.TradedLots,
Backtester.TimeInPosition,
Backtester.SentOrders,
Backtester.TotalChargedMoneySpread,
Backtester.TotalChargedMoneyRollOver,
Backtester.WinningTrades,
Backtester.LosingTrades,
Backtester.WinLossRatio,
Backtester.MoneyEquityPercentDrawdown
};
for (int tn = 0; tn < tablesCount; tn++)
{
tableReport[tn].SetData(index, parNumber, statValues[tn]);
}
// Report progress as a percentage of the total task.
computedCycles++;
int percentComplete = Math.Min(100 * computedCycles / cycles, 100);
if (percentComplete > progressPercent)
{
progressPercent = percentComplete;
bgWorker.ReportProgress(percentComplete);
}
}
// Set default value
Data.Strategy.Slot[slot].IndParam.NumParam[numParam].Value = tableParameters.GetData(0, parNumber);
CalculateIndicator(slot);
parNumber++;
}
}
}
}
/// <summary>
/// Sets the chart parameters
/// </summary>
public void InitChart(Over_optimization_Data_Table table)
{
this.table = table;
// Chart Title
chartTitle = table.Name;
font = new Font(Font.FontFamily, 9);
captionHeight = (float)Math.Max(font.Height, 18);
rectfCaption = new RectangleF(0, 0, ClientSize.Width, captionHeight);
stringFormatCaption = new StringFormat();
stringFormatCaption.Alignment = StringAlignment.Center;
stringFormatCaption.LineAlignment = StringAlignment.Center;
stringFormatCaption.Trimming = StringTrimming.EllipsisCharacter;
stringFormatCaption.FormatFlags = StringFormatFlags.NoWrap;
brushFore = new SolidBrush(LayoutColors.ColorChartFore);
penGrid = new Pen(LayoutColors.ColorChartGrid);
penGrid.DashStyle = DashStyle.Dash;
penGrid.DashPattern = new float [] {4, 2};
penBorder = new Pen(Data.GetGradientColor(LayoutColors.ColorCaptionBack, -LayoutColors.DepthCaption), border);
devSteps = table.CountDeviationSteps;
percentDev = (devSteps - 1) / 2;
parameters = table.CountStrategyParams;
if (parameters == 0)
return;
double minValue = double.MaxValue;
double maxValue = double.MinValue;
for (int param = 0; param < parameters; param++)
{
double min = double.MaxValue;
double max = double.MinValue;
for (int dev = 0; dev < devSteps; dev++)
{
int index = percentDev - dev;
double value = table.GetData(index, param);
if (min > value) min = value;
if (max < value) max = value;
}
if (minValue > min) minValue = min;
if (maxValue < max) maxValue = max;
}
maximum = (int)Math.Round(maxValue + 0.1 * Math.Abs(maxValue));
minimum = (int)Math.Round(minValue - 0.1 * Math.Abs(minValue));
int roundStep = Math.Abs(minimum) > 1 ? 10 : 1;
minimum = (int)(Math.Floor(minimum / (float)roundStep) * roundStep);
if (Math.Abs(maximum - minimum) < 1) maximum = minimum + 1;
YTop = (int)captionHeight + 2 * space + 1;
YBottom = ClientSize.Height - 2 * space - 1 - border - space - Font.Height;
Graphics g = CreateGraphics();
labelWidth = (int)Math.Max(g.MeasureString(minimum.ToString(), font).Width, g.MeasureString(maximum.ToString(), font).Width);
g.Dispose();
labelWidth = Math.Max(labelWidth, 30);
XLeft = border + 3 *space;
XRight = ClientSize.Width - border - 2 * space - labelWidth;
XScale = (XRight - XLeft) / (float)(devSteps - 1);
XMiddle = (int)(XLeft + percentDev * XScale);
countLabels = (int)Math.Max((YBottom - YTop) / 20, 2);
delta = (float)Math.Max(Math.Round((maximum - minimum) / (float)countLabels), roundStep);
step = (int)Math.Ceiling(delta / roundStep) * roundStep;
countLabels = (int)Math.Ceiling((maximum - minimum) / (float)step);
maximum = minimum + countLabels * step;
YScale = (YBottom - YTop) / (countLabels * (float)step);
apntParameters = new PointF[parameters][];
for (int param = 0; param < parameters; param++)
{
apntParameters[param] = new PointF[devSteps];
for (int dev = 0; dev < devSteps; dev++)
{
int index = percentDev - dev;
apntParameters[param][dev].X = XLeft + dev * XScale;
apntParameters[param][dev].Y = (float)(YBottom - (table.GetData(index, param) - minimum) * YScale);
}
}
}
