private void StartBackTesting(IStrategySetting set)
{
button.Text = string.Concat("Estimated Back Testing Time is ", pro.Rate(Estimate.Count, count).ToString("N0"), " Minutes.");
button.ForeColor = Color.Maroon;
checkBox.ForeColor = Color.DarkRed;
checkBox.Text = "BackTesting";
new Transmit(asset.Account, set.Capital);
string path = Path.Combine(Application.StartupPath, @"..\Log\", DateTime.Now.Hour > 23 || DateTime.Now.Hour < 9 ? DateTime.Now.AddDays(-1).ToString("yyMMdd") : DateTime.Now.ToString("yyMMdd"));
InterLink = false;
List <Specify> list = new List <Specify>(131072);
foreach (string str in Estimate)
{
string[] temp = str.Split('^');
list.Add(new Specify
{
ShortTickPeriod = int.Parse(temp[0]),
ShortDayPeriod = int.Parse(temp[1]),
LongTickPeriod = int.Parse(temp[2]),
LongDayPeriod = int.Parse(temp[3]),
Reaction = int.Parse(temp[4]),
Hedge = int.Parse(temp[5]),
Base = int.Parse(temp[6]),
Sigma = int.Parse(temp[7]),
Percent = int.Parse(temp[8]),
Max = int.Parse(temp[9]),
Quantity = int.Parse(temp[10]),
Time = int.Parse(temp[11]),
Repository = options.Repository,
BasicAssets = set.Capital,
PathLog = path,
Strategy = str
});
}
EstimateCount = Estimate.Count;
Estimate = null;
GC.Collect();
Count = Process.GetCurrentProcess().Threads.Count;
new Task(() =>
{
Remaining remaining = new Remaining();
Parallel.ForEach(list, new ParallelOptions
{
MaxDegreeOfParallelism = (int)(Environment.ProcessorCount * 1.5)
},
new Action <Specify>((analysis) =>
{
new Analysize(remaining, analysis);
pro.ProgressBarValue++;
}));
list = null;
button.ForeColor = Color.Yellow;
SetMarketTick(GC.GetTotalMemory(true));
}).Start();
}
private void StartBackTesting(IStrategySetting set)
{
Max = set.EstimatedTime();
button.Text = string.Concat("Estimated Back Testing Time is ", pro.Rate(Max, count).ToString("N0"), " Minutes.");
button.ForeColor = Color.Maroon;
checkBox.ForeColor = Color.DarkRed;
checkBox.Text = "BackTesting";
new Transmit(asset.Account, set.Capital);
string path = string.Concat(Path.Combine(Application.StartupPath, @"..\"), @"\Log\", DateTime.Now.Hour > 23 || DateTime.Now.Hour < 9 ? DateTime.Now.AddDays(-1).ToString("yyMMdd") : DateTime.Now.ToString("yyMMdd"), @"\");
InterLink = false;
List <Specify> list = new List <Specify>(131072);
foreach (int hedge in set.Hedge)
{
foreach (int reaction in set.Reaction)
{
foreach (int sTick in set.ShortTick)
{
foreach (int sDay in set.ShortDay)
{
foreach (int lTick in set.LongTick)
{
foreach (int lDay in set.LongDay)
{
if (sTick < lTick && sDay < lDay)
{
list.Add(new Specify
{
Repository = options.Repository,
ShortTickPeriod = sTick,
ShortDayPeriod = sDay,
LongTickPeriod = lTick,
LongDayPeriod = lDay,
Reaction = reaction,
Hedge = hedge,
BasicAssets = set.Capital,
PathLog = path,
Strategy = string.Concat(sDay.ToString("D2"), '^', sTick.ToString("D2"), '^', lDay.ToString("D2"), '^', lTick.ToString("D2"), '^', reaction.ToString("D2"), '^', hedge.ToString("D2"))
});
}
}
}
}
}
}
}
GC.Collect();
Count = Process.GetCurrentProcess().Threads.Count;
new Task(() =>
{
Parallel.ForEach(list, new ParallelOptions
{
MaxDegreeOfParallelism = (int)(Environment.ProcessorCount * 1.5)
},
new Action <Specify>((analysis) =>
{
new Analysize(analysis);
pro.ProgressBarValue++;
}));
list.Clear();
button.ForeColor = Color.Ivory;
SetMarketTick(GC.GetTotalMemory(true));
}).Start();
}
private void StartBackTesting(IStrategySetting set)
{
Max = set.EstimatedTime();
button.Text = string.Concat("Estimated Back Testing Time is ", pro.Rate(Max, count).ToString("N0"), " Minutes.");
button.ForeColor = Color.Maroon;
checkBox.ForeColor = Color.DarkRed;
checkBox.Text = "BackTesting";
new Transmit(asset.Account, set.Capital);
string path = string.Concat(Path.Combine(Application.StartupPath, @"..\"), @"\Log\", DateTime.Now.Hour > 23 || DateTime.Now.Hour < 9 ? DateTime.Now.AddDays(-1).ToString("yyMMdd") : DateTime.Now.ToString("yyMMdd"), @"\");
IOptions options = new Options();
GC.Collect();
Count = Process.GetCurrentProcess().Threads.Count;
InterLink = false;
foreach (int hedge in set.Hedge)
{
foreach (int reaction in set.Reaction)
{
foreach (int sTick in set.ShortTick)
{
foreach (int sDay in set.ShortDay)
{
foreach (int lTick in set.LongTick)
{
foreach (int lDay in set.LongDay)
{
if (sTick >= lTick || sDay >= lDay)
{
Application.DoEvents();
continue;
}
new Task(() =>
{
new Analysize(new Specify
{
Repository = options.Repository,
ShortTickPeriod = sTick,
ShortDayPeriod = sDay,
LongTickPeriod = lTick,
LongDayPeriod = lDay,
Reaction = reaction,
Hedge = hedge,
BasicAssets = set.Capital,
PathLog = path,
Strategy = string.Concat(sDay.ToString("D2"), '^', sTick.ToString("D2"), '^', lDay.ToString("D2"), '^', lTick.ToString("D2"), '^', reaction.ToString("D2"), '^', hedge.ToString("D2"))
});
if (Max <= ++pro.ProgressBarValue && InterLink == false)
{
button.ForeColor = Color.Ivory;
SetMarketTick(GC.GetTotalMemory(true));
}
}).Start();
Application.DoEvents();
}
}
}
}
}
}
}
