public Account startContrarianSashine(int from, int to, int num_chrom, int num_generation, int search_period, int pl_check_period, bool write_result)
{
Account ac = new Account();
int last_str_changed_ind = from;
int last_str_num_trade = 0;
Chrome chro = new Chrome();
chro = getOptStrategy(from - search_period, from - 1, num_chrom, num_generation);
SIM sim = new SIM();
Account ac_best = sim.startContrarianSashine(from - search_period, from - 1, chro.Gene_exit_time_sec, chro.Gene_kairi_term, chro.Gene_entry_kairi, chro.Gene_rikaku_percentage, false);
int num_recalc = 0;
for (int i = from; i < to; i++)
{
var tdd = Strategy.contrarianSashine(ac, i, chro.Gene_exit_time_sec, chro.Gene_kairi_term, chro.Gene_entry_kairi, chro.Gene_rikaku_percentage);
if (tdd.position == "Exit_All")
{
ac.exitAllOrder(i);
}
else if (tdd.price_tracing_order)
{
if (tdd.position == "Long" || tdd.position == "Short")
{
ac.entryPriceTracingOrder(i, tdd.position, tdd.lot);
}
}
else
{
if (tdd.position == "Cancel" && tdd.cancel_index >= 0)
{
ac.cancelOrder(i, tdd.cancel_index);
}
else if (tdd.position == "Cancel_All")
{
ac.cancelAllOrders(i);
}
else if (tdd.position == "Cancel_PriceTracingOrder")
{
ac.cancelPriceTracingOrder(i);
}
else if (tdd.position == "Long" || tdd.position == "Short")
{
ac.entryOrder(i, tdd.position, tdd.price, tdd.lot);
}
}
if (checkUpdateStrategy(i, last_str_changed_ind, from, pl_check_period, last_str_num_trade, ac, ac_best))
{
ac.cancelAllOrders(i);
num_recalc++;
last_str_changed_ind = i;
last_str_num_trade = ac.num_trade;
chro = getOptStrategy(i - search_period, i, num_chrom, num_generation);
sim = new SIM();
Form1.Form1Instance.addListBox2("recalc=" + num_recalc);
ac_best = sim.startContrarianSashine(i - search_period, i, chro.Gene_exit_time_sec, chro.Gene_kairi_term, chro.Gene_entry_kairi, chro.Gene_rikaku_percentage, false);
ac.takeActionLog(i, "applied new strategy:num trade=" + ac_best.num_trade.ToString() + " :pl per min=" + ac_best.pl_per_min.ToString() + " :win rate=" + ac_best.win_rate.ToString());
}
ac.moveToNext(i);
Form1.Form1Instance.addListBox2(TickData.time[i] + ":total pl=" + Math.Round(ac.total_pl_log.Values.ToList()[ac.total_pl_log.Count - 1], 2) + " :num trade=" + ac.num_trade.ToString());
}
ac.lastDayOperation(to, write_result);
return(ac);
}
