/// <summary>
/// Returns a TradeRule generated with two indicators and a CompareType
/// </summary>
/// <param name="indicator1">The first indicator</param>
/// <param name="compareType">The comparison type</param>
/// <param name="indicator2">The last indicator</param>
/// <returns>Returns a new TradeRule object</returns>
public static TradeRule GenerateTradeRule(string indicator1, IndicatorCompareType compareType, string indicator2)
{
try
{
TradeRule tr = null;
switch (compareType)
{
case IndicatorCompareType.GT:
case IndicatorCompareType.LT:
case IndicatorCompareType.DOWN_XUNDER:
case IndicatorCompareType.UP_XOVER:
tr = new SimpleCompareTradeRule(indicator1, compareType, indicator2);
break;
/// **********************************************
/// GDBCup - More compares could be added here
/// **********************************************
default:
tr = null;
break;
}
return tr;
}
catch (TradeRuleException)
{
throw;
}
}
/// <summary>
/// Returns a TradeRule generated with two indicators and a CompareType
/// </summary>
/// <param name="indicator1">The first indicator</param>
/// <param name="compareType">The comparison type</param>
/// <param name="indicator2">The last indicator</param>
/// <returns>Returns a new TradeRule object</returns>
public static TradeRule GenerateTradeRule(string indicator1, IndicatorCompareType compareType, string indicator2)
{
try
{
TradeRule tr = null;
switch (compareType)
{
case IndicatorCompareType.GT:
case IndicatorCompareType.LT:
tr = new SimpleCompareTradeRule(indicator1, compareType, indicator2);
break;
case IndicatorCompareType.crossesAbove:
case IndicatorCompareType.crossesBelow:
tr = new CrossesCompareTradeRule(indicator1, compareType, indicator2);
break;
case IndicatorCompareType.positiveDiverge:
case IndicatorCompareType.negativeDiverge:
tr = new DivergeCompareTradeRule(indicator1, compareType, indicator2);
break;
default:
tr = null;
break;
}
return(tr);
}
catch (TradeRuleException)
{
throw;
}
}
/// <summary>
/// Randomizes the chromosome.
/// </summary>
public void Randomize()
{
TradeSystemChromosome newChrom = new TradeSystemChromosome(this.ChromosomeValue, this.indicatorHelper, size);
int i = 1;
Random rand = new Random();
string indicatorbuy1 = null;
string indicatorbuy2 = null;
IndicatorCompareType mixbuy = new IndicatorCompareType();
this.indicatorHelper.GetRandomIndicators(out indicatorbuy1, out mixbuy, out indicatorbuy2);
this.ChromosomeValue.BuyCondition.TradeRules.Add(TradeRuleFactory.GenerateTradeRule(indicatorbuy1, mixbuy, indicatorbuy2));
while (i < size && rand.Next(100) > 40)
{
string indicator1 = null;
string indicator2 = null;
IndicatorCompareType mix = new IndicatorCompareType();
this.ChromosomeValue.BuyCondition.RuleJoinTypes.Add(indicatorHelper.GetRandomRuleJoinType());
indicatorHelper.GetRandomIndicators(out indicator1, out mix, out indicator2);
this.ChromosomeValue.BuyCondition.TradeRules.Add(TradeRuleFactory.GenerateTradeRule(indicator1, mix, indicator2));
i++;
}
this.Clone();
this.newID();
}
private double Eval(IndicatorCompareType CompareType, double? indicator1, double? indicator2, double? previousIndicator1, double? previousIndicator2)
{
if (indicator1 == null || indicator2 == null)
return 0D;
switch (CompareType)
{
case IndicatorCompareType.GT:
return indicator1 > indicator2 ? 1D : 0D;
case IndicatorCompareType.LT:
return indicator1 < indicator2 ? 1D : 0D;
case IndicatorCompareType.UP_XOVER:
if (previousIndicator1 == null || previousIndicator2 == null)
return 0D;
return previousIndicator1 < previousIndicator2 && indicator1 > indicator2 ? 1D : 0D;
case IndicatorCompareType.DOWN_XUNDER:
if (previousIndicator1 == null || previousIndicator2 == null)
return 0D;
return previousIndicator1 > previousIndicator2 && indicator1 < indicator2 ? 1D : 0D;
}
return 0D;
}
/// <summary>
/// Initializes a new instance of the SimpleCompareTradeRule class.
/// </summary>
/// <param name="indicator1">First indicator.</param>
/// <param name="compareType">Type of comparison.</param>
/// <param name="indicator2">Second indicator.</param>
public DivergeCompareTradeRule(string indicator1, IndicatorCompareType compareType, string indicator2)
: base(indicator1, compareType, indicator2)
{
}
/// <summary>
/// Get a set of 2 random indicators and a compare type.
/// </summary>
/// <param name="indicator1">The first random indicator.</param>
/// <param name="compareType">The compare type for the indicator set.</param>
/// <param name="indicator2">The second random indicator.</param>
public void GetRandomIndicators(out string indicator1, out IndicatorCompareType compareType, out string indicator2)
{
indicator1 = this.GetRandomIndicator();
compareType = this.GetRandomCompareType();
indicator2 = this.GetRandomIndicator(indicator1, compareType);
}
/// <summary>
/// Gets a second indicator that can be used with the given indicator and compare type.
/// </summary>
/// <param name="indicator">Indicator to compare to.</param>
/// <param name="compareType">Compare type for the indicators.</param>
/// <returns>A random indicator to caompare with indicator and compareType.</returns>
private string GetRandomIndicator(string indicator, IndicatorCompareType compareType)
{
int num;
double floatingNum;
if (indicator.StartsWith("Open", true, null) ||
indicator.StartsWith("High", true, null) ||
indicator.StartsWith("Low", true, null) ||
indicator.StartsWith("Close", true, null) ||
indicator.StartsWith("EMA", true, null))
{
return this.indicatorsGroupA[this.rand.Next(this.indicatorsGroupA.Length)];
}
/// *********************************************
/// GDBCup - Replace SomeIndicatorName with an Indicator name
/// *********************************************
else if (indicator.StartsWith("SomeIndicatorName", true, null))
{
/// *********************************************
/// GDBCup - Code is needed here
/// *********************************************
return "someString"; /// Revise once coded up
}
else if (indicator.StartsWith("AnotherSomeIndicatorName", true, null))
{
/// *********************************************
/// GDBCup - Code is needed here
/// *********************************************
return "someString"; /// Revise once coded up
}
else if (indicator.StartsWith("AnotherSomeIndicatorName", true, null))
{
/// *********************************************
/// GDBCup - Code is needed here
/// *********************************************
return "someString"; /// Revise once coded up
}
else if (indicator.StartsWith("AnotherSomeIndicatorName", true, null))
{
/// *********************************************
/// GDBCup - Code is needed here
/// *********************************************
return "someString"; /// Revise once coded up
}
else if (indicator.StartsWith("AnotherSomeIndicatorName", true, null))
{
/// *********************************************
/// GDBCup - Code is needed here
/// *********************************************
return "someString"; /// Revise once coded up
}
else if (indicator.StartsWith("AnotherSomeIndicatorName", true, null))
{
/// *********************************************
/// GDBCup - Code is needed here
/// *********************************************
return "someString"; /// Revise once coded up
}
else if (indicator.StartsWith("AnotherSomeIndicatorName", true, null))
{
/// *********************************************
/// GDBCup - Code is needed here
/// *********************************************
return "someString"; /// Revise once coded up
}
else
{
/// *********************************************
/// GDBCup - Code is needed here
/// *********************************************
return "someString"; /// Revise once coded up
}
}
/// <summary>
/// Get a set of 2 random indicators and a compare type.
/// </summary>
/// <param name="indicator1">The first random indicator.</param>
/// <param name="compareType">The compare type for the indicator set.</param>
/// <param name="indicator2">The second random indicator.</param>
public void GetRandomIndicators(out string indicator1, out IndicatorCompareType compareType, out string indicator2)
{
indicator1 = this.GetRandomIndicator();
compareType = this.GetRandomCompareType();
indicator2 = this.GetRandomIndicator(indicator1, compareType);
}
public string mutateIndicator(string indicator1, IndicatorCompareType compareType)
{
string newindicator2 = this.GetRandomIndicator(indicator1, compareType);
return(newindicator2);
}
/// <summary>
/// Gets a second indicator that can be used with the given indicator and compare type.
/// </summary>
/// <param name="indicator">Indicator to compare to.</param>
/// <param name="compareType">Compare type for the indicators.</param>
/// <returns>A random indicator to caompare with indicator and compareType.</returns>
private string GetRandomIndicator(string indicator, IndicatorCompareType compareType)
{
int num;
num = this.rand.Next(this.indicatorsGroupA.Length);
while (indicatorsGroupA[num] == indicator)
{
num = this.rand.Next(this.indicatorsGroupA.Length);
}
return(this.indicatorsGroupA[num]);
/*
* else if (indicator.StartsWith("Schaff", true, null) ||
* indicator.StartsWith("RSI", true, null) ||
* indicator.StartsWith("Stochastics", true, null) ||
* indicator.StartsWith("Constant", true, null)||
* indicator.StartsWith("Aroon", true, null))
* {
* num = this.rand.Next(this.indicatorsGroupB.Length);
* while (indicatorsGroupB[num] == indicator)
* {
* num = this.rand.Next(this.indicatorsGroupB.Length);
* }
* return this.indicatorsGroupB[num];
* }
* else if (indicator.StartsWith("MACD", true, null))
* {
* num = this.rand.Next(this.indicatorsGroupC.Length);
* while (indicatorsGroupC[num] == indicator)
* {
* num = this.rand.Next(this.indicatorsGroupC.Length);
* }
* return this.indicatorsGroupC[num];
* }
* else if (indicator.StartsWith("Histogram", true, null)||
* indicator.StartsWith("Volume", true, null))
* {
* num = this.rand.Next(this.indicatorsGroupD.Length);
* while (indicatorsGroupD[num] == indicator)
* {
* num = this.rand.Next(this.indicatorsGroupD.Length);
* }
* return this.indicatorsGroupD[num];
* }
* else if (indicator.StartsWith("Chaikin", true, null) ||
* indicator.StartsWith("Force", true, null))
* {
* num = this.rand.Next(this.indicatorsGroupE.Length);
* while (indicatorsGroupE[num] == indicator)
* {
* num = this.rand.Next(this.indicatorsGroupE.Length);
* }
* return this.indicatorsGroupE[num];
* }
* else //if (indicator.StartsWith("Force", true, null))
* {
* num = this.rand.Next(this.indicatorsGroupF.Length);
* while (indicatorsGroupF[num] == indicator)
* {
* num = this.rand.Next(this.indicatorsGroupF.Length);
* }
* return this.indicatorsGroupF[num];
* }*/
}
/// <summary>
/// Initializes a new instance of the SimpleCompareTradeRule class.
/// </summary>
/// <param name="indicator1">First indicator.</param>
/// <param name="compareType">Type of comparison.</param>
/// <param name="indicator2">Second indicator.</param>
public SimpleCompareTradeRule(string indicator1, IndicatorCompareType compareType, string indicator2)
: base(indicator1, compareType, indicator2)
{
}
/// <summary>
/// Initializes a new instance of the TradeRule class.
/// </summary>
/// <param name="indicator1">First indicator.</param>
/// <param name="compareType">Type of comparison.</param>
/// <param name="indicator2">Second indicator.</param>
public TradeRule(string indicator1, IndicatorCompareType compareType, string indicator2)
{
this.IndicatorName1 = indicator1;
this.CompareType = compareType;
this.IndicatorName2 = indicator2;
}
/// <summary>
/// Initializes a new instance of the SimpleCompareTradeRule class.
/// </summary>
/// <param name="indicator1">First indicator.</param>
/// <param name="compareType">Type of comparison.</param>
/// <param name="indicator2">Second indicator.</param>
public CrossesCompareTradeRule(string indicator1, IndicatorCompareType compareType, string indicator2)
: base(indicator1, compareType, indicator2)
{
}
/// <summary>
/// Initializes a new instance of the TradeRule class.
/// </summary>
/// <param name="indicator1">First indicator.</param>
/// <param name="compareType">Type of comparison.</param>
/// <param name="indicator2">Second indicator.</param>
public TradeRule(string indicator1, IndicatorCompareType compareType, string indicator2)
{
this.IndicatorName1 = indicator1;
this.CompareType = compareType;
this.IndicatorName2 = indicator2;
}