public TradeSystem(TradeSystem tsys)
{
this.db = tsys.db;
this.posdb = tsys.posdb;
this.form = tsys.form;
max_investment = tsys.max_investment;
lambda = tsys.lambda;
begin_lambda = tsys.BeginLambda;
}
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();
}
}
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();
}
}
}
}
}