/// <summary>
/// Construct and initialize new optimizer param for algorithm. This is for internal
/// use by the optimizer and should not be called by user applications.
/// </summary>
/// <param name="algorithm">parent algorithm</param>
/// <param name="name">name of parameter</param>
public OptimizerParam(Algorithm algorithm, string name)
{
_algorithm = algorithm;
Name = name;
IsEnabled = false;
Type algoType = _algorithm.GetType();
PropertyInfo property = algoType.GetProperties()
.Where(p => p.Name == name)
.FirstOrDefault();
if (property != null)
{
_attribute = (OptimizerParamAttribute)property.GetCustomAttribute(typeof(OptimizerParamAttribute));
}
FieldInfo field = algoType.GetFields()
.Where(f => f.Name == name)
.FirstOrDefault();
if (_attribute == null && field != null)
{
_attribute = (OptimizerParamAttribute)field.GetCustomAttribute(typeof(OptimizerParamAttribute));
}
if (_attribute == null)
{
throw new Exception(string.Format("OptimizerParam: parameter {0} not found", name));
}
Start = _attribute.Start;
End = _attribute.End;
Step = _attribute.Step;
}
public DataSourceAlgorithm(Algorithm algo) : base(new Dictionary <DataSourceParam, string>())
{
_algo = algo;
Info[DataSourceParam.nickName]
= Info[DataSourceParam.nickName2]
= Info[DataSourceParam.ticker]
= Info[DataSourceParam.symbolAlgo]
= string.Format("algorithm:{0}{1}",
_algo.GetType().Name,
_algo.GetType().Name != _algo.Name ? ";" + _algo.Name : "");
Info[DataSourceParam.name] = _algo.Name;
// by default, we run the data source in sync, if it was
// instantiated from an algorithm instance
Info[DataSourceParam.allowSync] = "true";
}
public DataSourceAlgorithm(Algorithm algo) : base(new Dictionary <DataSourceParam, string>())
{
_algo = algo;
Info[DataSourceParam.nickName]
= Info[DataSourceParam.nickName2]
= Info[DataSourceParam.ticker]
= Info[DataSourceParam.symbolAlgo]
= string.Format("algorithm:{0}", _algo.GetType().Name);
Info[DataSourceParam.name] = _algo.Name;
}
/// <summary>
/// Retrieve all optimizable parameters for algorithm.
/// </summary>
/// <param name="algo">input algorithm</param>
/// <returns>optimizable parameters</returns>
public static IEnumerable <OptimizerParam> GetParams(Algorithm algo)
{
Type algoType = algo.GetType();
IEnumerable <PropertyInfo> properties = algoType.GetProperties()
.Where(p => Attribute.IsDefined(p, typeof(OptimizerParamAttribute)));
foreach (PropertyInfo property in properties)
{
yield return(new OptimizerParam(algo, property.Name));
}
IEnumerable <FieldInfo> fields = algoType.GetFields()
.Where(p => Attribute.IsDefined(p, typeof(OptimizerParamAttribute)));
foreach (FieldInfo field in fields)
{
yield return(new OptimizerParam(algo, field.Name));
}
yield break;
}
