public NelderMid(
MKT_Point startPoint,
Func<float, float, float> fn,
SquarePoint[] bounds,
MktIterationMode iterationMode)
{
this.startPoint = startPoint;
this.fn = fn;
_points = new List<MKT_Point>();
this.bounds = bounds;
currentPoints = new MKT_Point[3];
maxPoints = iterationMode == MktIterationMode.Full ? 75 : 6;
}
public HyperCubeWrapper(Func<float,float,float> fn, SquarePoint[] bounds, MktIterationMode iterationMode)
{
this.config = new ShlpHyperCubeConfig
{
Fn = fn,
DeltaSideLenth = 1.1f,
InnerPointsCount = 5,
SideLength = 1,
IterationCount = 15,
Bounds = bounds,
IterationMode = iterationMode
};
}
public HyperCube(
SquarePoint startpoint,
float sideLength,
float deltaSideLenth,
int iterationCount,
int innerPointsCount,
SquarePoint[] bounds,
MktIterationMode iterationMode,
bool isDebugMode = false)
{
this.deltaSideLength = deltaSideLenth;
this.startPoint = startpoint;
this.sideLength = sideLength;
this.iterationCount = iterationMode == MktIterationMode.Full ? iterationCount : 2;
this.innerPointsCount = innerPointsCount;
this.isDebugMode = isDebugMode;
this.bounds = bounds;
}
public ShlpHyperCube(
SquarePoint startpoint,
float sideLength,
float deltaSideLenth,
int iterationCount,
int innerPointsCount,
SquarePoint[] bounds,
Func<float, float, float> fn,
MktIterationMode iterationMode)
: base(startpoint,
sideLength,
deltaSideLenth,
iterationCount,
innerPointsCount,
bounds,
iterationMode,
false)
{
this.fn = fn;
}
private IShlpWrapper GetShlp(MktIterationMode iterationMode)
{
var type = RandomHelper.Random(1, 10);
return type % 2 == 0
? (IShlpWrapper)new NelderMidWrapper(GlobalSettings.Fn, GlobalSettings.GetBounds(), iterationMode)
: new HyperCubeWrapper(GlobalSettings.Fn, GlobalSettings.GetBounds(), iterationMode);
}
private static IShlpWrapper GetShlp(int code, MktIterationMode iterationMode)
{
var type = (ShlpType)code;
switch (type)
{
case ShlpType.HyperCube:
return new HyperCubeWrapper(GlobalSettings.Fn, GlobalSettings.GetBounds(), iterationMode);
case ShlpType.NelderMid:
return new NelderMidWrapper(GlobalSettings.Fn, GlobalSettings.GetBounds(), iterationMode);
default:
return null;
}
}
public NelderMidWrapper(Func<float, float, float> fn, SquarePoint[] bounds, MktIterationMode iterationMode)
{
this.fn = fn;
this.bounds = bounds;
this.iterationMode = iterationMode;
}
