private void ChildFormBalanceSheet_Load(object sender, EventArgs e)
{
financialStatementModelBindingSource.DataSource = FinancialStatementDao.GetFinancialStatements();
diagram = (XYDiagram)BalanceChart.Diagram;
BalanceChart.Animate();
}
/// <summary>
/// Perform initializing
/// </summary>
protected override void OnLoad(EventArgs e)
{
base.OnLoad(e);
if (CompactMode)
{
InfoPanel.Visible = false;
BalanceChart.Visible = false;
LblProgress.Visible = true;
ChbAutoscan.Visible = false;
Width = 300;
Height = 95;
TopMost = true;
StartLoading();
}
else
{
LblProgress.Visible = false;
ChbAutoscan.Visible = true;
BalanceChart.SetChartData();
Width = 460;
Height = 540;
if (!_isTickDataFile)
{
Height -= _infoRowHeight;
}
}
}
/// <summary>
/// Resets parameters and recalculates the strategy.
/// </summary>
private void ResetStrategyParameters()
{
for (int param = 0; param < _parameters; param++)
{
int point = AParameter[param].Point;
string stringFormat = "{0:F" + point + "}";
double value = _initialValues[param];
AParameter[param].Value = value;
AlblParameterValue[param].Text = string.Format(stringFormat, value);
}
int lastSlot = -1;
for (int param = 0; param < _parameters; param++)
{
if (AParameter[param].Type != OptimizerParameterType.Indicator)
{
continue;
}
if (AParameter[param].SlotNumber == lastSlot)
{
continue;
}
lastSlot = AParameter[param].SlotNumber;
CalculateIndicator(lastSlot);
}
Backtester.Calculate();
Backtester.CalculateAccountStats();
BalanceChart.SetChartData();
BalanceChart.InitChart();
BalanceChart.Invalidate();
_isStartegyChanged = false;
}
/// <summary>
/// Updates the chart and info panel.
/// </summary>
private void ShowScanningResult()
{
BalanceChart.SetChartData();
BalanceChart.InitChart();
BalanceChart.Invalidate();
InfoPanel.Invalidate();
ChbAutoscan.Visible = true;
ChbTickScan.Visible = Configs.UseTickData || _isTickDataFile;
}
/// <summary>
/// Menu ShowPriceLineOnClick.
/// </summary>
protected override void ShowPriceLineOnClick(object sender, EventArgs e)
{
var toolStripMenuItem = (ToolStripMenuItem)sender;
Configs.ShowPriceChartOnAccountChart = toolStripMenuItem.Checked;
BalanceChart.SetChartData();
BalanceChart.InitChart();
BalanceChart.Invalidate();
}
// Updates the balance chart.
private void UpdateBalanceChart()
{
if (!_isChartRecalculation)
{
return;
}
BalanceChart.SetChartData();
BalanceChart.InitChart();
BalanceChart.Invalidate();
}
/// <summary>
/// This event handler deals with the results of the background operation.
/// </summary>
private void BgWorkerRunWorkerCompleted(object sender, RunWorkerCompletedEventArgs e)
{
Backtester.Calculate();
Backtester.CalculateAccountStats();
BalanceChart.SetChartData();
BalanceChart.InitChart();
BalanceChart.Invalidate();
if (!e.Cancelled && Configs.PlaySounds)
{
SystemSounds.Exclamation.Play();
}
_isOptimizing = false;
BtnCancel.Enabled = true;
BtnAccept.Enabled = true;
BtnOptimize.Text = Language.T("Optimize");
ProgressBar.Value = 1;
if (PnlParams.Visible)
{
for (int i = 0; i <= (int)OptimizerButtons.ResetStrategy; i++)
{
AOptimizerButtons[i].Enabled = true;
}
}
for (int i = 0; i < _parameters; i++)
{
AlblParameterValue[i].Text = GetParameterText(i);
}
foreach (Control control in PnlParams.Controls)
{
control.Enabled = true;
}
foreach (Control control in PnlLimitations.Controls)
{
control.Enabled = true;
}
foreach (Control control in PnlSettings.Controls)
{
control.Enabled = true;
}
if (ChbOptimizerWritesReport.Checked)
{
SaveReport();
}
Cursor = Cursors.Default;
}
/// <summary>
/// Out of Sample
/// </summary>
private void ChbOutOfSampleCheckedChanged(object sender, EventArgs e)
{
_isOOS = ChbOutOfSample.Checked;
_barOOS = Data.Bars - Data.Bars * (int)NUDOutOfSample.Value / 100 - 1;
BalanceChart.IsOOS = _isOOS;
BalanceChart.OOSBar = _barOOS;
BalanceChart.SetChartData();
BalanceChart.InitChart();
BalanceChart.Invalidate();
}
/// <summary>
/// This event handler deals with the results of the background operation
/// </summary>
private void BgWorkerRunWorkerCompleted(object sender, RunWorkerCompletedEventArgs e)
{
if (!e.Cancelled && Configs.PlaySounds)
{
SystemSounds.Exclamation.Play();
}
RestoreFromBest();
Backtester.Calculate();
Backtester.CalculateAccountStats();
BalanceChart.SetChartData();
BalanceChart.InitChart();
BalanceChart.Invalidate();
StrategyField.Enabled = true;
RebuildStrategyLayout(_strategyBest);
_isGenerating = false;
BtnAccept.Enabled = true;
BtnCancel.Enabled = true;
foreach (Control control in PnlCommon.Controls)
{
control.Enabled = true;
}
foreach (Control control in PnlLimitations.Controls)
{
control.Enabled = true;
}
foreach (Control control in PnlSettings.Controls)
{
control.Enabled = true;
}
IndicatorsField.UnBlockIndicatorChange();
TsbtLockAll.Enabled = true;
TsbtUnlockAll.Enabled = true;
TsbtLinkAll.Enabled = true;
TsbtOverview.Enabled = true;
TsbtStrategyInfo.Enabled = true;
BtnGenerate.Text = Language.T("Generate");
ProgressBar.Style = ProgressBarStyle.Blocks;
Cursor = Cursors.Default;
}
private void UpdateChart()
{
BalanceChart.SetChartData();
BalanceChart.InitChart();
BalanceChart.Invalidate();
}
/// <summary>
/// Optimize all the checked parameters
/// </summary>
private void OptimizeParams(BackgroundWorker worker, DoWorkEventArgs e)
{
int bestBalance = (_isOOS ? Backtester.Balance(_barOOS) : Backtester.NetBalance);
// First Optimization Cycle
for (int round = 0; round < _checkedParams && _isOptimizing; round++)
{
if (worker.CancellationPending)
{
break;
}
int param = _aiChecked[round];
var min = (double)AnudParameterMin[param].Value;
var max = (double)AnudParameterMax[param].Value;
var step = (double)AnudParameterStep[param].Value;
for (double value = min; value <= max; value += step)
{
if (worker.CancellationPending)
{
break;
}
AParameter[param].Value = value;
if (AParameter[param].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(AParameter[param].SlotNumber);
}
Backtester.Calculate();
Backtester.CalculateAccountStats();
if (ChbOptimizerWritesReport.Checked)
{
FillInReport();
}
int balance = _isOOS ? Backtester.Balance(_barOOS) : Backtester.NetBalance;
if (balance > bestBalance && IsLimitationsFulfilled())
{
bestBalance = balance;
AParameter[param].BestValue = value;
ShowParamBestValue(param);
BalanceChart.SetChartData();
BalanceChart.InitChart();
BalanceChart.Invalidate();
_isStartegyChanged = true;
SetStrategyToGeneratorHistory();
}
// Report progress as a percentage of the total task.
_computedCycles++;
int percentComplete = 100 * _computedCycles / _cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > _progressPercent)
{
_progressPercent = percentComplete;
worker.ReportProgress(percentComplete);
}
}
AParameter[param].Value = AParameter[param].BestValue;
if (AParameter[param].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(AParameter[param].SlotNumber);
}
Backtester.Calculate();
Backtester.CalculateAccountStats();
}
if (worker.CancellationPending)
{
e.Cancel = true;
return;
}
if (_checkedParams < 2)
{
return;
}
// Counts the necessary round
int rounds = 0;
for (int i = 0; i < _checkedParams - 1; i++)
{
for (int j = 0; j < _checkedParams; j++)
{
if (i < j)
{
rounds++;
}
}
}
var aCP = new CoupleOfParams[rounds];
var aCPTemp = new CoupleOfParams[rounds];
rounds = 0;
for (int i = 0; i < _checkedParams - 1; i++)
{
for (int j = 0; j < _checkedParams; j++)
{
if (i < j)
{
aCPTemp[rounds].Param1 = _aiChecked[i];
aCPTemp[rounds].Param2 = _aiChecked[j];
aCPTemp[rounds].IsPassed = false;
rounds++;
}
}
}
// Shaking the parameters
for (int round = 0; round < rounds; round++)
{
int couple;
do
{
couple = _rand.Next(rounds);
} while (aCPTemp[couple].IsPassed);
aCPTemp[couple].IsPassed = true;
aCP[round] = aCPTemp[couple];
}
// The Optimization Cycle
for (int round = 0; round < rounds; round++)
{
if (worker.CancellationPending)
{
break;
}
int param1 = aCP[round].Param1;
int param2 = aCP[round].Param2;
bool isOneIndicator = (AParameter[param1].Type == OptimizerParameterType.Indicator &&
AParameter[param2].Type == OptimizerParameterType.Indicator &&
AParameter[param1].IndParam.IndicatorName ==
AParameter[param2].IndParam.IndicatorName);
var min1 = (double)AnudParameterMin[param1].Value;
var max1 = (double)AnudParameterMax[param1].Value;
var step1 = (double)AnudParameterStep[param1].Value;
var min2 = (double)AnudParameterMin[param2].Value;
var max2 = (double)AnudParameterMax[param2].Value;
var step2 = (double)AnudParameterStep[param2].Value;
for (double value1 = min1; value1 <= max1; value1 += step1)
{
if (worker.CancellationPending)
{
break;
}
if (!isOneIndicator)
{
AParameter[param1].Value = value1;
if (AParameter[param1].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(AParameter[param1].SlotNumber);
}
}
for (double value2 = min2; value2 <= max2; value2 += step2)
{
if (worker.CancellationPending)
{
break;
}
if (isOneIndicator)
{
AParameter[param1].Value = value1;
AParameter[param2].Value = value2;
if (AParameter[param1].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(AParameter[param1].SlotNumber);
}
}
else
{
AParameter[param2].Value = value2;
if (AParameter[param2].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(AParameter[param2].SlotNumber);
}
}
// Calculates the Strategy
Backtester.Calculate();
Backtester.CalculateAccountStats();
if (ChbOptimizerWritesReport.Checked)
{
FillInReport();
}
int balance = _isOOS ? Backtester.Balance(_barOOS) : Backtester.NetBalance;
if (balance > bestBalance && IsLimitationsFulfilled())
{
bestBalance = balance;
AParameter[param1].BestValue = value1;
AParameter[param2].BestValue = value2;
ShowParamBestValue(param1);
ShowParamBestValue(param2);
BalanceChart.SetChartData();
BalanceChart.InitChart();
BalanceChart.Invalidate();
_isStartegyChanged = true;
SetStrategyToGeneratorHistory();
}
// Report progress as a percentage of the total task.
_computedCycles++;
int percentComplete = 100 * _computedCycles / _cycles;
percentComplete = percentComplete > 100 ? 100 : percentComplete;
if (percentComplete > _progressPercent)
{
_progressPercent = percentComplete;
worker.ReportProgress(percentComplete);
}
}
}
AParameter[param1].Value = AParameter[param1].BestValue;
AParameter[param2].Value = AParameter[param2].BestValue;
if (isOneIndicator)
{
if (AParameter[param1].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(AParameter[param1].SlotNumber);
}
}
else
{
if (AParameter[param1].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(AParameter[param1].SlotNumber);
}
if (AParameter[param2].Type == OptimizerParameterType.Indicator)
{
CalculateIndicator(AParameter[param2].SlotNumber);
}
}
Backtester.Calculate();
Backtester.CalculateAccountStats();
}
if (worker.CancellationPending)
{
e.Cancel = true;
}
}
