public void SetFloatPropertyValue(FloatPropertyRange range, float value)
{
if (range.IndicatorType == StockIndicatorType.NONE)
{
if (range.Name == "BuyMargin")
{
this.BuyMargin = value;
}
else
if (range.Name == "SellMargin")
{
this.SellMargin = value;
}
else
{
throw new System.ArgumentException("Property " + range.Name + " doesn't exist in StockPersonality");
}
}
else
{
this.IndicatorDictionary[range.IndicatorType].Impact = value;
}
}
private void UpdateBestForValue(StockSerie stockSerie, FloatPropertyRange range, bool refreshGUI,
ref StockPortofolio bestPortofolio, ref StockPersonality bestPersonality, float currentValue)
{
stockSerie.StockAnalysis.StockPersonality.SetFloatPropertyValue(range, currentValue);
stockSerie.ResetSAREX();
//Console.WriteLine("Fixed Fee:" + this.simulationParameterControl.fixedFee + " Tax Rate:" + this.simulationParameterControl.taxRate);
StockPortofolio currentPortofolio = GenerateTradingSimulation(stockSerie, this.simulationParameterControl.StartDate, this.simulationParameterControl.EndDate.AddHours(18),
this.simulationParameterControl.amount, this.simulationParameterControl.reinvest,
this.simulationParameterControl.amendOrders, this.simulationParameterControl.supportShortSelling,
this.simulationParameterControl.fixedFee, this.simulationParameterControl.taxRate);
//if (generateReportCheckBox.Checked)
//{
// this.simulationParameterControl.Personality = currentPersonality;
// this.simulationParameterControl.GenerateReportLine("TuningReport_"+stockSerie.StockName+".csv", stockSerie, currentPortofolio);
//}
if ((bestPortofolio == null || bestPortofolio.TotalAddedValue < currentPortofolio.TotalAddedValue) && currentPortofolio.OrderList.Count != 0)
{
bestPersonality = stockSerie.StockAnalysis.StockPersonality.Clone();
//Console.WriteLine("new best" + bestPersonality.ToString());
//Console.WriteLine("new best" + currentPortofolio.ToString());
// Update new best portofolio
bestPortofolio = currentPortofolio;
// Refresh GUI
if (refreshGUI)
{
this.simulationParameterControl.Personality = bestPersonality;
}
}
if (!this.allStocksCheckBox.Checked)
{
if (this.progressBar.Value < this.progressBar.Maximum)
{
this.progressBar.Value++;
}
else
{
this.progressBar.Value = 0;
}
}
}
private List<FloatPropertyRange> SarexParamRangeListFromDialog(ref float indicatorSARAccelerationStepStep, ref float indicatorSARFastSwingFactorStep)
{
#region Validate input Parameters
// Validate input parameters
FloatPropertyRange accelerationStepRange = new FloatPropertyRange("IndicatorSARAccelerationStep", float.Parse(this.simulationParameterControl.accelerationStepMinTextBox.Text, StockAnalyzerForm.EnglishCulture),
float.Parse(this.simulationParameterControl.accelerationStepMaxTextBox.Text, StockAnalyzerForm.EnglishCulture),
float.Parse(this.simulationParameterControl.accelerationStepStepTextBox.Text, StockAnalyzerForm.EnglishCulture));
indicatorSARAccelerationStepStep = accelerationStepRange.Step;
FloatPropertyRange indicatorSARFastSwingFactorRange = new FloatPropertyRange("IndicatorSARFastSwingFactor", float.Parse(this.simulationParameterControl.fastSwingFactorMinTextBox.Text, StockAnalyzerForm.EnglishCulture),
float.Parse(this.simulationParameterControl.fastSwingFactorMaxTextBox.Text, StockAnalyzerForm.EnglishCulture),
float.Parse(this.simulationParameterControl.fastSwingFactorStepTextBox.Text, StockAnalyzerForm.EnglishCulture));
indicatorSARFastSwingFactorStep = indicatorSARFastSwingFactorRange.Step;
#endregion
// Build property range list
List<FloatPropertyRange> propertyRangeList = new List<FloatPropertyRange>();
propertyRangeList.Add(accelerationStepRange);
propertyRangeList.Add(indicatorSARFastSwingFactorRange);
return propertyRangeList;
}
private void TuneProperty(StockSerie stockSerie, FloatPropertyRange range, bool refreshGUI,
ref StockPortofolio bestPortofolio, ref StockPersonality bestPersonality)
{
float mediumValue = (range.Max + range.Min) / 2.0f;
float maxWidth = (range.Max - range.Min) / 2.0f;
UpdateBestForValue(stockSerie, range, refreshGUI, ref bestPortofolio, ref bestPersonality, mediumValue);
float precision = range.Step / -100.0f;
for (float currentWidth = range.Step; (maxWidth - currentWidth) > precision; currentWidth += range.Step)
{
UpdateBestForValue(stockSerie, range, refreshGUI, ref bestPortofolio, ref bestPersonality, mediumValue + currentWidth);
UpdateBestForValue(stockSerie, range, refreshGUI, ref bestPortofolio, ref bestPersonality, mediumValue - currentWidth);
}
}
private void UpdateBestForValue(StockSerie stockSerie, FloatPropertyRange range, bool refreshGUI,
ref float bestReturn, ref StockPersonality bestPersonality, float currentValue)
{
stockSerie.StockAnalysis.StockPersonality.SetFloatPropertyValue(range, currentValue);
stockSerie.ResetSAREX();
float currentReturn = stockSerie.CalculateSarReturn(StockDataType.SAREX_FOLLOWER_CUSTOM);
if ( currentReturn > bestReturn)
{
bestPersonality = stockSerie.StockAnalysis.StockPersonality.Clone();
bestReturn = currentReturn;
// Refresh GUI
if (refreshGUI)
{
this.simulationParameterControl.Personality = bestPersonality;
}
}
if (!this.allStocksCheckBox.Checked)
{
if (this.progressBar.Value < this.progressBar.Maximum)
{
this.progressBar.Value++;
}
else
{
this.progressBar.Value = 0;
}
}
}