public OptimizationResult(ParameterSpaceGrid search_grid, Dictionary <ParameterSet, double> results, ParameterSet optimal, double optimal_result)
{
SearchGrid = search_grid;
Results = results;
Optimal = optimal;
OptimalResult = optimal_result;
}
public double Evaluate(ParameterSpaceGrid search_grid, ParameterSet parameter_set)
{
if (results.ContainsKey(parameter_set))
{
return(results[parameter_set]);
}
else
{
MarketManagerSimulation exchange = new MarketManagerSimulation(initial_cash, price_set);
MarketResult result = exchange.Run(PolicyTemplate.Instance(parameter_set));
return(result.EndCash);
}
}
public OptimizerExaustive(ParameterSpaceGrid search_space, IEvaluator evaluator)
{
SearchSpace = search_space;
Evaluator = evaluator;
}