public void roulettteSelectionNonElite(int current_generaiton, int elite_crossover_start_gen)
{
selected_chrom = new List <int>();
var ran = RandomProvider.getRandom();
List <double> board = new List <double>();
double sum = 0;
if (current_generaiton < elite_crossover_start_gen)
{
for (int i = 0; i < eva.Count; i++)
{
if (i != best_chrom_ind[best_chrom_ind.Count - 1])
{
sum += eva[i];
board.Add(sum);
}
}
}
else
{
for (int i = 0; i < eva.Count; i++)
{
sum += eva[i];
board.Add(sum);
}
}
//roulette select
if (current_generaiton < elite_crossover_start_gen)
{
for (int i = 0; i < eva.Count; i++)
{
if (i != best_chrom_ind[best_chrom_ind.Count - 1])
{
double roulette_v = ran.Next(0, Convert.ToInt32(Math.Truncate(sum) + 1));
for (int j = 1; j < board.Count; j++)
{
if (board[j - 1] < roulette_v && board[j] >= roulette_v)
{
selected_chrom.Add(j);
break;
}
}
if (0 <= roulette_v && board[0] >= roulette_v)
{
selected_chrom.Add(0);
}
}
else
{
selected_chrom.Add(best_chrom_ind[best_chrom_ind.Count - 1]);
}
}
}
else
{
for (int i = 0; i < eva.Count; i++)
{
double roulette_v = ran.Next(0, Convert.ToInt32(Math.Truncate(sum) + 1));
for (int j = 1; j < board.Count; j++)
{
if (board[j - 1] < roulette_v && board[j] >= roulette_v)
{
selected_chrom.Add(j);
break;
}
}
if (0 <= roulette_v && board[0] >= roulette_v)
{
selected_chrom.Add(0);
}
}
}
}
public static DecisionData2 contrarianSashine(Account2 ac, int i, Chrome2 chro, DecisionData2 pre_dd, bool no_trade_non_fired_box)
{
DecisionData2 dd = new DecisionData2();
double kairi = (TickData.price[i] - TickData.makairi_500[i]) / TickData.makairi_500[i];
var entry_signs = new int[chro.num_box]; //1:Long, -1:Short
string entry_sign = "";
int selected_box = -1;
for (int j = 0; j < chro.num_box; j++)
{
if (chro.gene_ceil_vola[j] >= TickData.vola_500[i] && chro.gene_floor_vola[j] <= TickData.vola_500[i] &&
chro.gene_ceil_avevol[j] >= TickData.ave_vol_500[i] && chro.gene_floor_avevol[j] <= TickData.ave_vol_500[i])
{
if (kairi >= chro.gene_entry_kairi[j])
{
entry_signs[j] = (chro.gene_kirikae[j]) ? -1 : 1;
}
else if (kairi <= chro.gene_entry_kairi[j])
{
entry_signs[j] = (chro.gene_kirikae[j]) ? 1 : -1;
}
}
}
//prohibit trade using non fired box in GA period
if (no_trade_non_fired_box)
{
for (int j = 0; j < chro.box_fired_num.Length; j++)
{
entry_signs[j] = (chro.box_fired_num[j] < 3) ? 0 : entry_signs[j];
}
}
bool flg = true;
string s = "";
if (pre_dd.fired_box_ind >= 0)
{
if (entry_signs[pre_dd.fired_box_ind] == 1)
{
s = "Long";
}
else if (entry_signs[pre_dd.fired_box_ind] == -1)
{
s = "Short";
}
if (s == pre_dd.position)
{
selected_box = pre_dd.fired_box_ind;
entry_sign = s;
flg = false;
}
}
if (flg)
{
var r = RandomProvider.getRandom();
if (entry_signs.Sum() > 0)
{
entry_sign = "Long";
var selections = entry_signs.Select((p, ind) => new { Content = p, Index = ind })
.Where(ano => ano.Content == 1)
.Select(ano => ano.Index).ToList();
selected_box = selections[r.Next(0, selections.Count)];
}
else if (entry_signs.Sum() < 0)
{
entry_sign = "Short";
var selections = entry_signs.Select((p, ind) => new { Content = p, Index = ind })
.Where(ano => ano.Content == -1)
.Select(ano => ano.Index).ToList();
selected_box = selections[r.Next(0, selections.Count)];
}
if (selected_box >= 0)
{
entry_sign = (entry_signs[selected_box] == 1) ? "Long" : "Short";
}
}
if (entry_sign != "")
{
if (ac.holding_position == "None" && ac.price_tracing_order_flg == false)
{
dd = makeDDForEntryPriceTracingOrder(i, entry_sign, true, 0.05, selected_box);
}
else if (ac.holding_position != "None" && entry_sign != ac.holding_position && ac.price_tracing_order_flg && ac.cancel_all_orders == false)
{
dd = makeDDForEntryPriceTracingOrder(i, "Cancel_PriceTracingOrder", false, 0, selected_box);
}
else if (ac.holding_position != "None" && entry_sign != ac.holding_position && ac.price_tracing_order_flg == false && ac.cancel_all_orders == false)
{
dd = makeDDForEntryPriceTracingOrder(i, entry_sign, true, ac.ave_holding_lot + 0.05, selected_box);
}
else if (entry_sign == ac.holding_position && ac.unexe_position.Count == 0)
{
dd.position = (entry_sign == "Long") ? "Short" : "Long";
dd.cancel_index = -1;
dd.price_tracing_order = false;
dd.price = (ac.holding_position == "Long") ? Math.Round(ac.ave_holding_price * (1 + chro.gene_rikaku_percentage[selected_box])) : Math.Round(ac.ave_holding_price * (1 - chro.gene_rikaku_percentage[selected_box]));
dd.lot = ac.ave_holding_lot;
}
else if ((TickData.time[i] - ac.last_entry_time).TotalSeconds >= chro.gene_exit_time_sec[selected_box])
{
dd = makeDDForEntryPriceTracingOrder(i, (ac.holding_position == "Long") ? "Short" : "Long", true, ac.ave_holding_lot, selected_box);
}
/*else if (entry_sign == ac.holding_position && ac.unexe_position.Count == 0 && (TickData.time[i] - ac.last_entry_time).TotalSeconds >= chro.gene_exit_time_sec[selected_box])
* {
* dd = makeDDForEntryPriceTracingOrder(i, (ac.holding_position == "Long") ? "Short" : "Long", true, ac.ave_holding_lot, selected_box);
* }*/
}
else if (ac.holding_position != "None")
{
// dd.position = "Exit_All";
}
//if (dd.fired_box_ind != -1) chro.box_fired_num[dd.fired_box_ind]++; -> count in sim class
return(dd);
}
public double getRikakuPercentageGene()
{
var r = RandomProvider.getRandom();
return(Convert.ToDouble(r.Next(5, 151)) / 10000.0);
}
public double getEntryKairiGene()
{
var r = RandomProvider.getRandom();
return(Convert.ToDouble(r.Next(5, 151)) / 10000.0);
}
public int getKairiTermGene()
{
var r = RandomProvider.getRandom();
return(r.Next(3, 601));
}
public int getExitTimeSecGene()
{
var r = RandomProvider.getRandom();
return(r.Next(3, 601));
}
