public void RegistParam(string sparam, EParamType eParamType = EParamType.String)
{
dParams.Add(sparam, new AParam()
{
paramName = sparam, paramValue = "", eParamType = eParamType
});
}
public void RegistParam(string sparam, EParamType eParamType = EParamType.String, bool bSaveToDB = true, bool bSyncToClient = true)
{
dParams.Add(sparam, new AParam()
{
paramName = sparam, paramValue = "", eParamType = eParamType, bSyncToClient = bSyncToClient, bSaveToDB = bSaveToDB
});
}
public AParam(EParamType eParamType, string paramName, bool bSyncToClient, bool bSaveToDB)
{
this.eParamType = eParamType;
this.paramName = paramName;
this.bSyncToClient = bSyncToClient;
this.bSaveToDB = bSaveToDB;
}
private void LoadParameters()
{
this.parameters.Clear();
foreach (StrategyRunner strategyRunner in this.solutionRunner.Runners.Values)
{
if (strategyRunner.Enabled)
{
Strategy strategy = strategyRunner.Strategy;
Dictionary <string, OptimizationParameter> dictionary = new Dictionary <string, OptimizationParameter>();
this.parameters[strategyRunner.StrategyName] = dictionary;
foreach (FieldInfo fieldInfo in strategy.GetType().GetFields(BindingFlags.Instance | BindingFlags.Public | BindingFlags.NonPublic))
{
object[] customAttributes = fieldInfo.GetCustomAttributes(typeof(OpenQuant.API.OptimizationParameterAttribute), false);
if (customAttributes.Length > 0)
{
OpenQuant.API.OptimizationParameterAttribute parameterAttribute = customAttributes[0] as OpenQuant.API.OptimizationParameterAttribute;
if (!(fieldInfo.FieldType != typeof(int)) || !(fieldInfo.FieldType != typeof(float)) || (!(fieldInfo.FieldType != typeof(double)) || !(fieldInfo.FieldType != typeof(Decimal))))
{
EParamType type = (EParamType)0;
if (fieldInfo.FieldType == typeof(float) || fieldInfo.FieldType == typeof(double) || fieldInfo.FieldType == typeof(Decimal))
{
type = (EParamType)1;
}
OptimizationParameter optimizationParameter = new OptimizationParameter(strategyRunner.StrategyName, fieldInfo.Name, parameterAttribute.Start, parameterAttribute.Stop, parameterAttribute.Step, type);
dictionary[fieldInfo.Name] = optimizationParameter;
this.parameterList.Add(optimizationParameter);
}
}
}
}
}
}
public void SetParamType(int NParam, EParamType Type)
{
if (NParam + 1 > this.fNParam)
{
this.SetNParam(NParam + 1);
}
this.fParamType[NParam] = Type;
}
public void RegistParam(string sparam, EParamType eParamType = EParamType.String, bool bSaveToDB = true, bool bSyncToClient = true)
{
if (dParams.ContainsKey(sparam))
{
throw new Exception($"Already registered {sparam}");
}
dParams.Add(sparam, new AParam(eParamType, sparam, bSyncToClient, bSaveToDB));
}
public OptimizationParameter(string strategy, string name, double start, double stop, double step, EParamType type)
{
this.Strategy = strategy;
this.Type = type;
this.Name = name;
this.Start = start;
this.Stop = stop;
this.Step = step;
this.Enabled = true;
}
public void SetNParam(int NParam)
{
if (NParam <= this.fNParam)
{
return;
}
double[] numArray1 = new double[NParam];
EParamType[] eparamTypeArray = new EParamType[NParam];
string[] strArray = new string[NParam];
double[] numArray2 = new double[NParam];
double[] numArray3 = new double[NParam];
bool[] flagArray = new bool[NParam];
double[] numArray4 = new double[NParam];
int num = Math.Min(this.fNParam, NParam);
if (this.fNParam != 0)
{
for (int index = 0; index < num; ++index)
{
numArray1[index] = this.fParam[index];
eparamTypeArray[index] = this.fParamType[index];
strArray[index] = this.fParamName[index];
numArray2[index] = this.fLowerBound[index];
numArray3[index] = this.fUpperBound[index];
flagArray[index] = this.fIsParamFixed[index];
numArray4[index] = this.fSteps[index];
}
}
this.fParam = numArray1;
this.fParamType = eparamTypeArray;
this.fParamName = strArray;
this.fLowerBound = numArray2;
this.fUpperBound = numArray3;
this.fIsParamFixed = flagArray;
this.fSteps = numArray4;
for (int index = this.fNParam; index < NParam; ++index)
{
this.fParamType[index] = EParamType.Float;
this.fParamName[index] = "";
this.fLowerBound[index] = double.NegativeInfinity;
this.fUpperBound[index] = double.PositiveInfinity;
this.fIsParamFixed[index] = false;
this.fSteps[index] = 0.0;
}
this.fNParam = NParam;
}
//根据名字 解析类型
public void ParseParamType()
{
if (mType.EndsWith("[]")) //数组
{
switch (mType)
{
case "byte[]":
mParamType = EParamType.eParamType_Byte_Array;
mArrayType = "byte";
break;
case "short[]":
mParamType = EParamType.eParamType_Short_Array;
mArrayType = "short";
break;
case "ushort[]":
mParamType = EParamType.eParamType_UShort_Array;
mArrayType = "ushort";
break;
case "int[]":
mParamType = EParamType.eParamType_Int_Array;
mArrayType = "int";
break;
case "uint[]":
mParamType = EParamType.eParamType_UInt_Array;
mArrayType = "uint";
break;
case "long[]":
mParamType = EParamType.eParamType_Long_Array;
mArrayType = "long";
break;
case "ulong[]":
mParamType = EParamType.eParamType_ULong_Array;
mArrayType = "ulong";
break;
case "string[]":
mParamType = EParamType.eParamType_String_Array;
mArrayType = "string";
break;
default:
mParamType = EParamType.eParamType_OtherData_Array;
mArrayType = mType.Replace("[]", "");
break;
}
}
else //普通数据
{
switch (mType)
{
case "byte": mParamType = EParamType.eParamType_Byte; break;
case "short": mParamType = EParamType.eParamType_Short; break;
case "ushort": mParamType = EParamType.eParamType_UShort; break;
case "int": mParamType = EParamType.eParamType_Int; break;
case "uint": mParamType = EParamType.eParamType_UInt; break;
case "long": mParamType = EParamType.eParamType_Long; break;
case "ulong": mParamType = EParamType.eParamType_ULong; break;
case "string": mParamType = EParamType.eParamType_String; break;
default: mParamType = EParamType.eParamType_OtherData; break;
}
}
}
protected void RegisterParam(EParamType eParamType, string paramName, bool bSyncToClient = true, bool bSaveToDB = true)
{
dParams.Add(paramName, new AParam(eParamType, paramName, bSyncToClient, bSaveToDB));
}
public CustomParam( EParamType eType , string paramName )
{
m_type = eType;
m_paramName = paramName;
}
public void SetParamType(int NParam, EParamType Type)
{
if (NParam + 1 > this.fNParam)
this.SetNParam(NParam + 1);
this.fParamType[NParam] = Type;
}
public void SetNParam(int NParam)
{
if (NParam <= this.fNParam)
return;
double[] numArray1 = new double[NParam];
EParamType[] eparamTypeArray = new EParamType[NParam];
string[] strArray = new string[NParam];
double[] numArray2 = new double[NParam];
double[] numArray3 = new double[NParam];
bool[] flagArray = new bool[NParam];
double[] numArray4 = new double[NParam];
int num = Math.Min(this.fNParam, NParam);
if (this.fNParam != 0)
{
for (int index = 0; index < num; ++index)
{
numArray1[index] = this.fParam[index];
eparamTypeArray[index] = this.fParamType[index];
strArray[index] = this.fParamName[index];
numArray2[index] = this.fLowerBound[index];
numArray3[index] = this.fUpperBound[index];
flagArray[index] = this.fIsParamFixed[index];
numArray4[index] = this.fSteps[index];
}
}
this.fParam = numArray1;
this.fParamType = eparamTypeArray;
this.fParamName = strArray;
this.fLowerBound = numArray2;
this.fUpperBound = numArray3;
this.fIsParamFixed = flagArray;
this.fSteps = numArray4;
for (int index = this.fNParam; index < NParam; ++index)
{
this.fParamType[index] = EParamType.Float;
this.fParamName[index] = "";
this.fLowerBound[index] = double.NegativeInfinity;
this.fUpperBound[index] = double.PositiveInfinity;
this.fIsParamFixed[index] = false;
this.fSteps[index] = 0.0;
}
this.fNParam = NParam;
}
public OptimizationParameter(string strategy, string name, double start, double stop, double step, EParamType type)
{
this.Strategy = strategy;
this.Type = type;
this.Name = name;
this.Start = start;
this.Stop = stop;
this.Step = step;
this.Enabled = true;
}
public string mfParseFX_Parameter(string buf, EParamType eType, string szName) => throw new NotImplementedException();
