public void EvaluateTest()
{
var originalHours = CurrentHours(_config);
OptimizerAppDomainManager.GetResults(AppDomain.CurrentDomain).Add("key", new Dictionary <string, decimal>()
{
{ "SharpeRatio", 123m }
});
//will not adapt on first result
Assert.AreEqual(originalHours, CurrentHours(_config));
_unit.Evaluate(Mock.Of <IChromosome>());
Assert.AreEqual(originalHours, CurrentHours(_config));
var fitness = _unit.Evaluate(Mock.Of <IChromosome>());
var actualHours = CurrentHours(_config);
//sharpe improved by 50%, period window should increase by 24 hours
Assert.AreEqual(72, Math.Round(actualHours));
actualHours = CurrentHours(_config);
fitness = _unit.Evaluate(Mock.Of <IChromosome>());
actualHours = CurrentHours(_config);
//50% again
Assert.AreEqual(108, Math.Round(actualHours));
}
public void SetUp()
{
_config = new OptimizerConfiguration
{
StartDate = new DateTime(2001, 1, 2),
EndDate = new DateTime(2001, 1, 3)
};
_unit = new Wrapper(_config, Mock.Of <IFitnessFilter>());
OptimizerAppDomainManager.Initialize();
}
private Dictionary<string, Dictionary<string, decimal>> GetResults()
{
if (ScenarioContext.Current.Get<OptimizerConfiguration>().UseSharedAppDomain)
{
return SingleAppDomainManager.GetResults();
}
else
{
return OptimizerAppDomainManager.GetResults();
}
}
public void WhenIOptimize()
{
if (!File.Exists(Path.Combine(AppDomain.CurrentDomain.BaseDirectory, "..\\..\\Optimization.Example.dll")))
{
File.Copy(Path.Combine(AppDomain.CurrentDomain.BaseDirectory, "Optimization.Example.dll"), Path.Combine(AppDomain.CurrentDomain.BaseDirectory, "..\\..\\Optimization.Example.dll"));
}
SpinWait.SpinUntil(() =>
{
try
{
File.Create(Path.Combine(AppDomain.CurrentDomain.BaseDirectory, "trace.txt"));
return(true);
}
catch (Exception)
{
return(false);
}
},
TimeSpan.FromSeconds(1));
Config.Set("algorithm-location", "../Optimization.Example/bin/debug/Optimization.Example.dll");
var config = ScenarioContext.Current.Get <OptimizerConfiguration>();
if (config.UseSharedAppDomain)
{
SingleAppDomainManager.Initialize();
config.AlgorithmTypeName = "ParameterizedSharedAppDomainAlgorithm";
}
else
{
OptimizerAppDomainManager.Initialize();
}
var manager = new MaximizerManager();
manager.Initialize(config, new SharpeMaximizer(config, new FitnessFilter()));
manager.Start();
}
