public List<TradeRule> GenerateTradeRuleForGroups(int size)
{
var dt = DateTime.Now;
int totalCount = 0;
List<RandomPicker> groupItemPicker = new List<RandomPicker>();
foreach (List<string> group in this.Groups)
{
groupItemPicker.Add(new RandomPicker(0, group.Count));
totalCount = totalCount + group.Count;
}
RandomPicker groupPicker = new RandomPicker(0, totalCount);
List<TradeRule> tradeRules = new List<TradeRule>();
int groupIndexer;
int selectedGroupIndex;
int indicator1Index;
int indicator2Index;
List<string> selectedGroup;
TradeRule tradeRule;
for (int i = 0; i < size; i++ )
{
groupIndexer = groupPicker.GetNextPick();
selectedGroupIndex = GetGroupIndex(groupIndexer);
selectedGroup = this.Groups[selectedGroupIndex];
indicator1Index = groupItemPicker[selectedGroupIndex].GetNextPick();
indicator2Index = groupItemPicker[selectedGroupIndex].GetNextPick();
tradeRule = TradeRuleFactory.GenerateTradeRule(selectedGroup[indicator1Index], GetJoinType(), selectedGroup[indicator2Index]);
tradeRules.Add(tradeRule);
}
var time = DateTime.Now.Subtract(dt).TotalMilliseconds;
return tradeRules;
}
private List<Chromosome> Breed(List<Chromosome> chromosomes)
{
if (chromosomes == null || !chromosomes.Any())
return chromosomes;
// Breed
List<Chromosome> returnList = new List<Chromosome>();
RandomPicker rp = new RandomPicker(0, chromosomes.Count);
double mutationRate = this.MutationRate;
int[] mutationIndex = Enumerable.Range(0, (int)this.MutationRate * chromosomes.Count).Select(val => rp.GetNextPick()).OrderBy(val => val).ToArray();
List<Chromosome> mutationChromosomes = Enumerable.Range(0, mutationIndex.Count()).Select(idx => chromosomes[mutationIndex[idx]]).ToList();
List<Chromosome> crossoverChromosomes = chromosomes.Where(chr => !mutationChromosomes.Contains(chr)).ToList();
Chromosome chromosome1;
Chromosome chromosome2;
for (int i = 0; i < mutationChromosomes.Count; i++)
{
chromosome1 = mutationChromosomes[i];
if (chromosome1.BuyCondition.TradeRules.Count > 1 && chromosome1.SellCondition.TradeRules.Count > 1 && i % 2 == 0)
{
returnList.Add(Chromosome.TweakJoinConditions(chromosome1));
}
else
{
returnList.Add(Chromosome.TweakRules(chromosome1, this.BuyRules, this.SellRules));
}
}
rp = new RandomPicker(0, crossoverChromosomes.Count);
for (int i = 0; i < crossoverChromosomes.Count; i = i + 2)
{
chromosome1 = crossoverChromosomes[rp.GetNextPick()];
chromosome2 = crossoverChromosomes[rp.GetNextPick()];
returnList = returnList.Concat(Chromosome.SwapChromosomes(chromosome1, chromosome2)).ToList();
}
return returnList;
}
public List<Chromosome> GeneratePopulation()
{
List<Chromosome> tradeChromosomes = new List<Chromosome>();
RandomPicker buyPicker = new RandomPicker(0, this.BuyRules.Count);
RandomPicker sellPicker = new RandomPicker(0, this.SellRules.Count);
Chromosome chromosome;
for (int popSize = 0; popSize < this.PopulationSize; popSize++)
{
if (!Proceed)
return tradeChromosomes;
chromosome = new Chromosome();
chromosome.BuyCondition = new TradeCondition();
chromosome.SellCondition = new TradeCondition();
int loopBuySize = rand.Next(this.MinSize, this.MaxSize + 1);
int loopSellSize = rand.Next(this.MinSize, this.MaxSize + 1);
int loopSize = Math.Max(loopBuySize, loopSellSize);
for (int i = 0; i < loopSize; i++)
{
if (i < loopBuySize)
{
chromosome.BuyCondition.TradeRules.Add(this.BuyRules[buyPicker.GetNextPick()]);
chromosome.BuyCondition.RuleJoinTypes.Add(GetRuleJoinType(i == loopBuySize - 1));
}
if (i < loopSellSize)
{
chromosome.SellCondition.TradeRules.Add(this.SellRules[sellPicker.GetNextPick()]);
chromosome.SellCondition.RuleJoinTypes.Add(GetRuleJoinType(i == loopSellSize - 1));
}
}
tradeChromosomes.Add(chromosome);
}
return tradeChromosomes;
}
