/// <summary>
/// Create parametter grid from meta.ParameterDefaultValues
/// </summary>
/// <param name="meta"></param>
protected void SetPara(StrategyMeta meta)
{
this.ShowMessage("");
this.myMeta = meta;
paramGrid.Rows.Clear();
string[] keys = meta.ParameterList.Keys;
object[] values = meta.ParameterList.Values;
for (int idx = 0; idx < keys.Length; idx++)
{
paramGrid.Rows.Add(keys[idx], values[idx]);
}
valueColumn.DefaultCellStyle.Format = "N" + meta.ParameterPrecision.ToString();
paraDescEd.Text = common.system.ToString(meta.ParameterDescriptions);
hintTextEd.Text = meta.Description + common.Consts.constCRLF + meta.URL;
}
public baseStrategyForm(StrategyMeta meta)
{
InitializeComponent();
SetPara(meta);
tabControl.SendToBack();
}
public void Execute()
{
#region 读取策略参数
//读取参数文件,将参数属性文件分成策略参数和回测参数
Properties fileprops = Properties.Load(FileUtils.GetDirectory() + "\\alpha.properties", Encoding.UTF8);
batchno = fileprops.Get <int>("backtest.batchno");
backteststrategyName = fileprops.Get <String>("backtest.strategy");
Dictionary <String, Properties> propSet = fileprops.Spilt();
backtestProps = propSet["backtest"];
strategyProps = propSet[backteststrategyName];
resultPath = FileUtils.GetDirectory(backtestProps.Get <String>("resultpath"));
backtestsetresultfilename = resultPath + batchno + ".result";
taskCount = backtestProps.Get <int>("taskcount");
if (taskCount <= 0)
{
taskCount = 1;
}
#endregion
#region 准备策略参数
//分解策略参数:tParams中的key是参数名，value是所有的值组合
List <String> tParamNames = new List <string>();
List <List <String> > tParamValues = new List <List <string> >();
List <String> keys = strategyProps.Keys;
foreach (String tKey in keys)
{
List <String> tValues = new List <string>();
String tvalue = strategyProps[tKey].ToString();
if (tvalue.Contains(","))
{
tValues.AddRange(tvalue.Split(','));
}
else
{
tValues.Add(tvalue);
}
int tIndex = tKey.IndexOf(".");
String key = tKey.Substring(tIndex + 1, tKey.Length - tIndex - 1);
tParamNames.Add(key);
tParamValues.Add(tValues);
}
//生成策略参数集
List <String>[] combinators = CollectionUtils.Combination <String>(tParamValues.ToArray());
List <Properties> instancePropSet = new List <Properties>();
for (int i = 0; i < combinators.Length; i++)
{
Properties p = new Properties();
instancePropSet.Add(p);
List <String> combinator = combinators[i];
for (int j = 0; j < combinator.Count; j++)
{
p.Put(tParamNames[j], combinator[j]);
}
}
logger.Info("准备策略参数：共有" + instancePropSet.Count.ToString() + "个参数组合");
#endregion
#region 生成任务
List <Task> tasks = new List <Task>();
List <Executor> executors = new List <Executor>();
int instanceCountPerTask = instancePropSet.Count / taskCount;
alpha = new StrategyMeta();
List <ExecuteParam> execParams = new List <ExecuteParam>();
for (int i = 0; i < instancePropSet.Count; i++)
{
int backtestxh = batchno + i + 1;//回测序号
//结果文件已经有了，跳过
String resultfilename = resultPath + backtestxh + ".result";
if (System.IO.File.Exists(resultfilename))
{
continue;
}
Properties instanceProp = instancePropSet[i];
Properties backtestProp = backtestProps.Clone();
backtestProp["serialno"] = backtestxh.ToString();
backtestProp["batchno"] = batchno.ToString();
execParams.Add(new ExecuteParam(backtestxh.ToString(), GetStrateParameterValues(instanceProp)));
if (execParams.Count >= instanceCountPerTask)
{
Executor executor = new Executor(execParams, resultPath, batchno.ToString());
executors.Add(executor);
execParams.Clear();
}
}
if (execParams.Count > 0)
{
Executor executor = new Executor(execParams, resultPath, batchno.ToString());
executors.Add(executor);
execParams.Clear();
}
#endregion
#region 执行任务
System.IO.File.WriteAllText(resultPath + batchno + ".result", alpha.GetBatchResultTitle());
logger.Info("准备执行任务．．．，(任务数=" + executors.Count.ToString() + ")");
executors.ForEach(x => tasks.Add(x.Go()));
Task.WaitAll(tasks.ToArray());
Console.Read();
#endregion
}
