public void notifyStatus(String msg, String url, double perc)
{
if (TradeSystemActionsTextbox.InvokeRequired)
{
try
{
DelegateNotifyStatus method = notifyStatus;
this.Invoke(method, new object[] { msg, url, perc });
}
catch (ObjectDisposedException) { }
}
else
{
if (msg.Equals("TradeSystemAction"))
{
TradeSystemActionsTextbox.AppendText(url + "\n");
}
else if (msg.Equals("TradeSystemDBPurge"))
{
HeartBeat();
}
}
}
private void TradeSystemActionsRun_Click(object sender, EventArgs e)
{
TradeSystemActionsTextbox.Clear();
sim_results = null;
sim_done = 0;
if (!first_run)
{
first_run = false;
db.Clear();
db.ImportCSVDir(CSV_Dirname);
}
int RunN;
try { RunN = Int32.Parse(textBox1.Text); }
catch (Exception) { RunN = 1; }
try { InitLambda = Int32.Parse(initlambdaTextbox.Text); }
catch (Exception) { InitLambda = 1; }
try { MaxLambda = Int32.Parse(maxlambdaTextbox.Text); }
catch (Exception) { MaxLambda = InitLambda + 1; }
if (MaxLambda <= InitLambda)
{
MaxLambda = InitLambda + 1;
}
sim_done = 0;
textBox1.ReadOnly = true;
sim_results = new RunResults[RunN * MaxLambda];
maxlambdaTextbox.ReadOnly = true;
initlambdaTextbox.ReadOnly = true;
if (tradesystem_tasklist != null)
{
MessageBox.Show("Treads still running");
return;
}
tradesystem_tasklist = new LinkedList <TradeSystem>();
for (int k = InitLambda; k < MaxLambda; k++)
{
for (int i = 0; i < RunN; i++)
{
TradeSystem tss = null;
if (TradesystemTypeComboBox.SelectedItem.ToString().Equals("Random"))
{
if ((k == InitLambda) && (i == 0))
{
InitDB();
}
tss = new TradeSystemRandom(db, this);
}
else if (TradesystemTypeComboBox.SelectedItem.ToString().Equals("Analytic"))
{
if ((k == InitLambda) && (i == 0))
{
InitAnalytic();
}
tss = new TradeSystemAnalytic(db, this);
}
else if (TradesystemTypeComboBox.SelectedItem.ToString().Equals("Delu"))
{
if ((k == InitLambda) && (i == 0))
{
InitDelu();
}
tss = new TradeSystemDelu(db, this);
System.Threading.Thread.Sleep(1);
}
else if (TradesystemTypeComboBox.SelectedItem.ToString().Equals("Silly"))
{
if ((k == InitLambda) && (i == 0))
{
InitDB();
}
tss = new TradeSystemSilly(db, this);
}
else if (TradesystemTypeComboBox.SelectedItem.ToString().Equals("Neural"))
{
double[] prova = new double[100];
for (int zz = 0; zz < prova.Length; zz++)
{
prova[zz] = zz;
}
double[] prova1 = TI.calculate_mm(prova, 30);
double[] prova11 = TI.calculate_mm_base(prova, 30, 1);
double[] prova2 = TI.calculate_mm_base_new(prova, 30, 1);
double[] prova3 = TI.calculate_emm(prova, 30, 0.5);
double[] prova33 = TI.calculate_mm_base(prova, 30, 2);
double[] prova4 = TI.calculate_mm_base_new(prova, 30, 2);
System.Console.WriteLine(prova1[99] + " " + prova11[99] + " " + prova2[99]);
System.Console.WriteLine(prova3[99] + " " + prova33[99] + " " + prova4[99]);
/*
* StreamWriter SW = null;
* try { SW = new StreamWriter("test"); }
* catch (Exception) { SW = null; }
*
*
* for(int z=0;z<vals.Length;z++)
* SW.WriteLine(vals[z] + " " + oldmean[z] + " " + newmean[z]);
*/
if ((k == InitLambda) && (i == 0))
{
InitDB();
}
tss = new TradeSystemRandom(db, this);
}
else
{
continue;
}
// try { tss.InitialCapital = Double.Parse(textBoxInitialCapital.Text); }
// catch (Exception) { tss.InitialCapital = 0; }
try { tss.MaxInvestment = Double.Parse(textBox2.Text); }
catch (Exception) { tss.MaxInvestment = 0; }
tss.AdvancedStatistics = checkBox2.Checked;
tss.ScatterPlot = checkBox1.Checked;
tss.BeginLambda = InitLambda;
tss.Lambda = k;
tradesystem_tasklist.AddLast(tss);
}
}
time_start = DateTime.Now;
int thread_num = Math.Min(max_threads, tradesystem_tasklist.Count);
for (int i = 0; i < thread_num; i++)
{
tradesystem_tasklist.ElementAt(i).run();
}
}
private void ManageResults()
{
double[] ops_good = new double[MaxLambda];
double[] ops_good_gain = new double[MaxLambda];
double[] ops_bad = new double[MaxLambda];
double[] ops_bad_gain = new double[MaxLambda];
double[] ops_very_good = new double[MaxLambda];
double[] ops_very_bad = new double[MaxLambda];
double[] ops_tot = new double[MaxLambda];
double[] delta_t = new double[MaxLambda];
double[] total_gain = new double[MaxLambda];
double[] total_investment = new double[MaxLambda];
double[] title_good_tot = new double[MaxLambda];
double[] title_good_bad = new double[MaxLambda];
double[] time_day_good_tot = new double[MaxLambda];
double[] time_day_good_bad = new double[MaxLambda];
double[] time_week_good_tot = new double[MaxLambda];
double[] time_week_good_bad = new double[MaxLambda];
double[] time_month_good_tot = new double[MaxLambda];
double[] time_month_good_bad = new double[MaxLambda];
double[] INDEX = new double[MaxLambda];
for (int i = 0; i < MaxLambda; i++)
{
ops_good[i] = 0;
ops_good_gain[i] = 0;
ops_bad[i] = 0;
ops_bad_gain[i] = 0;
ops_very_good[i] = 0;
ops_very_bad[i] = 0;
ops_tot[i] = 0;
delta_t[i] = 0;
total_gain[i] = 0;
total_investment[i] = 0;
title_good_tot[i] = 0;
title_good_bad[i] = 0;
time_day_good_tot[i] = 0;
time_day_good_bad[i] = 0;
time_week_good_tot[i] = 0;
time_week_good_bad[i] = 0;
time_month_good_tot[i] = 0;
time_month_good_bad[i] = 0;
INDEX[i] = 0;
}
for (int i = 0; i < TotSim; i++)
{
int index = sim_results[i].lambda;
ops_good[index] += sim_results[i].ops_good;
ops_good_gain[index] += sim_results[i].ops_good_gain;
ops_bad[index] += sim_results[i].ops_bad;
ops_bad_gain[index] += sim_results[i].ops_bad_gain;
ops_very_good[index] += sim_results[i].ops_very_good;
ops_very_bad[index] += sim_results[i].ops_very_bad;
ops_tot[index] += sim_results[i].ops_tot;
delta_t[index] += sim_results[i].delta_t;
total_gain[index] += sim_results[i].total_gain;
total_investment[index] += sim_results[i].total_investment;
title_good_tot[index] += sim_results[i].title_good_tot;
title_good_bad[index] += sim_results[i].title_good_bad;
time_day_good_tot[index] += sim_results[i].time_day_good_tot;
time_day_good_bad[index] += sim_results[i].time_day_good_bad;
time_week_good_tot[index] += sim_results[i].time_week_good_tot;
time_week_good_bad[index] += sim_results[i].time_week_good_bad;
time_month_good_tot[index] += sim_results[i].time_month_good_tot;
time_month_good_bad[index] += sim_results[i].time_month_good_bad;
INDEX[index] += sim_results[i].INDEX;
}
for (int i = InitLambda; i < MaxLambda; i++)
{
ops_good[i] /= RunN;
ops_good_gain[i] /= RunN;
ops_bad[i] /= RunN;
ops_bad_gain[i] /= RunN;
ops_very_good[i] /= RunN;
ops_very_bad[i] /= RunN;
ops_tot[i] /= RunN;
delta_t[i] /= RunN;
total_gain[i] /= RunN;
total_investment[i] /= RunN;
title_good_tot[i] /= RunN;
title_good_bad[i] /= RunN;
time_day_good_tot[i] /= RunN;
time_day_good_bad[i] /= RunN;
time_week_good_tot[i] /= RunN;
time_week_good_bad[i] /= RunN;
time_month_good_tot[i] /= RunN;
time_month_good_bad[i] /= RunN;
INDEX[i] /= RunN;
}
StreamWriter SW = null;
try { SW = new StreamWriter(simulationfilenameTextbox.Text); }
catch (Exception) { SW = null; }
for (int i = InitLambda; i < MaxLambda; i++)
{
TradeSystemActionsTextbox.AppendText("[" + i + "] PROFIT: " + ((int)(total_gain[i])) + "\n");
SW.Write(i + " "); // 1
SW.Write(total_gain[i] + " " + total_investment[i] + " "); // 2 3
SW.Write(ops_good[i] + " " + ops_bad[i] + " " + ops_tot[i] + " "); // 4 5 6
SW.Write(ops_good_gain[i] + " " + ops_bad_gain[i] + " "); // 7 8
SW.Write(ops_very_good[i] + " " + ops_very_bad[i] + " "); // 9 10
SW.Write(title_good_tot[i] + " " + time_day_good_bad[i] + " "); // 11 12
SW.Write(time_day_good_tot[i] + " " + time_day_good_bad[i] + " "); // 13 14
SW.Write(time_week_good_tot[i] + " " + time_week_good_bad[i] + " "); // 15 16
SW.Write(time_month_good_tot[i] + " " + time_month_good_bad[i] + " "); // 17 18
SW.Write(delta_t[i] + " "); // 19
SW.Write(INDEX[i] + " "); // 20
SW.WriteLine();
}
SW.Close();
}
public void notifySimulationStatus(String msg, TradeSystem t)
{
if (TradeSystemActionsTextbox.InvokeRequired)
{
try
{
DelegateSimulationStatus method = notifySimulationStatus;
this.Invoke(method, new object[] { msg, t });
}
catch (ObjectDisposedException) { }
}
else
{
if (msg.Equals("DONE"))
{
sim_results[sim_done++] = t.Results;
RunN = Int32.Parse(textBox1.Text);
TotSim = (int)((MaxLambda - InitLambda) * RunN);
int val0 = (int)(100 * sim_done / TotSim);
int val = val0 - progressBar1.Value;
progressBar1.Increment(val);
TradeSystemActionsTextbox.Clear();
double timeremaining = (TotSim - sim_done) * ((DateTime.Now - time_start).TotalSeconds) / (sim_done);
int min = (int)(timeremaining / 60);
int sec = (int)(timeremaining % 60);
if (min == 0)
{
TradeSystemActionsTextbox.AppendText("Time Remaining: " + sec + "''\n");
}
else
{
TradeSystemActionsTextbox.AppendText("Time Remaining: " + min + "' " + sec + "''\n");
}
if (sim_done == 1)
{
TradeSystemActionsTextbox.Clear();
TradeSystemActionsTextbox.AppendText("Time Remaining: -----\n");
}
if (sim_done == TotSim)
{
TradeSystemActionsTextbox.Clear();
sec = (int)((DateTime.Now - time_start).TotalSeconds);
min = (int)(sec / 60);
sec = (int)(sec % 60);
if (min == 0)
{
TradeSystemActionsTextbox.AppendText("Simulation Time: " + sec + "''\n");
}
else
{
TradeSystemActionsTextbox.AppendText("Simulation Time: " + min + "' " + sec + "''\n");
}
tradesystem_tasklist = null;
ManageResults();
FindSimulationFilename();
maxlambdaTextbox.ReadOnly = false;
initlambdaTextbox.ReadOnly = false;
textBox1.ReadOnly = false;
// SomeStuff();
}
else
{
int index = sim_done + max_threads - 1;
if (index < tradesystem_tasklist.Count)
{
tradesystem_tasklist.ElementAt(index).run();
}
}
}
}
}
