/// <summary>
/// Execute Strategy iteration to calculate Fitness
/// </summary>
/// <returns>Return Strategy's Fitness for current execution</returns>
public double ExecuteStrategy(double[] values)
{
try
{
_manualReset = new ManualResetEvent(false);
//convert all parameters to object.
object[] array = new object[values.Length];
for (int i = 0; i < values.Length; i++)
{
array[i] = values[i];
}
// Update Strategy Parameters
_tradeHubStrategy.SetParameters(array);
// Reset Statistics for current iteration
_statistics.ResetAllValues();
_orderExecutor.Clear();
// Start Strategy Execution
_tradeHubStrategy.Run();
// Wait for the strategy to execute
_manualReset.WaitOne();
// Clear subscription maps
_dataHandler.ClearMaps();
_tradeHubStrategy.ClearOrderMap();
// return current iterations risk
return(-1 * (double)_tradeHubStrategy.GetObjectiveFunctionValue());
}
catch (Exception exception)
{
_logger.Error(exception, _type.FullName, "ExecuteStrategy");
return(default(double));
}
}
