public override void Run() { MulticoreOptimizer optimizer = new MulticoreOptimizer(); OptimizationUniverse universe = new OptimizationUniverse(); for (int length1 = 2; length1 < 14; length1++) { for (int length2 = length1 + 1; length2 < 28; length2++) { OptimizationParameterSet parameter = new OptimizationParameterSet(); parameter.Add("Length1", length1); parameter.Add("Length2", length2); parameter.Add("Bar", (long)60); universe.Add(parameter); } } strategy = new SMACrossover(framework, "strategy "); Instrument instrument1 = InstrumentManager.Instruments["AAPL"]; Instrument instrument2 = InstrumentManager.Instruments["MSFT"]; InstrumentList instruments = new InstrumentList(); instruments.Add(instrument1); instruments.Add(instrument2); DataSimulator.DateTime1 = new DateTime(2013, 12, 01); DataSimulator.DateTime2 = new DateTime(2013, 12, 31); optimizer.Optimize(strategy, instruments, universe, 100); }
public override void Run() { MulticoreOptimizer optimizer = new MulticoreOptimizer(); OptimizationUniverse universe = new OptimizationUniverse(); for (int length1 = 2; length1 < 14; length1++) for (int length2 = length1 + 1; length2 < 28; length2++) { OptimizationParameterSet parameter = new OptimizationParameterSet(); parameter.Add("Length1", length1); parameter.Add("Length2", length2); parameter.Add("Bar", (long)60); universe.Add(parameter); } strategy = new SMACrossover(framework, "strategy "); Instrument instrument1 = InstrumentManager.Instruments["AAPL"]; Instrument instrument2 = InstrumentManager.Instruments["MSFT"]; InstrumentList instruments = new InstrumentList(); instruments.Add(instrument1); instruments.Add(instrument2); DataSimulator.DateTime1 = new DateTime(2013, 12, 01); DataSimulator.DateTime2 = new DateTime(2013, 12, 31); optimizer.Optimize(strategy, instruments, universe, 100); }