private async Task _runTest(CancellationToken ct)
{
IsBusy = true;
TickProcessor tickPro = new TickProcessor(Leverage, StartBalance);
if (_summaryWin == null)
{
_summaryWin = new SummaryWin();
}
else
{
_summaryWin.Reset();
}
_summaryWin.Show();
try {
_setProgress();
using (AlgoService algo = new AlgoService(_onMessage, TickFilePath))
{
switch (AlgoType)
{
case 0:
await algo.InitHybrid(CompleteHour, ExitLev, ObserWin, ExitLev2, Threshold1, Threshold2);
break;
case 1:
await algo.InitDayRange(CompleteHour, ExitLev);
break;
case 2:
await algo.InitBollinger(ObserWin, ExitLev2, Threshold1, Threshold2);
break;
}
_setProgress();
List <Tick> ticks = await Util.ReadTickCsv(TickFilePath, StartDate, EndDate, ct);
await _runTicks(ticks, algo, tickPro, ct);
}
}
catch (OperationCanceledException)
{
//
}
catch (Exception e) {
throw;
}
finally{
IsBusy = false;
}
}
private async Task _runOptimize(CancellationToken ct)
{
IsBusy = true;
try
{
_setProgress();
using (AlgoService algo = new AlgoService(_onMessage, TickFilePath))
{
switch (AlgoType)
{
case 0:
await algo.InitHybrid(CompleteHour, ExitLev, ObserWin, ExitLev2, Threshold1, Threshold2);
break;
case 1:
await algo.InitDayRange(CompleteHour, ExitLev);
break;
case 2:
await algo.InitBollinger(ObserWin, ExitLev2, Threshold1, Threshold2);
break;
}
int backNoDays = Convert.ToInt32((EndDate.Date - StartDate.Date).TotalDays);
await algo.Optimize(EndDate, backNoDays, 128, 512);
}
}
catch (OperationCanceledException)
{
//
}
catch (Exception e)
{
throw;
}
finally
{
IsBusy = false;
}
}
private async Task _runTicks(List <Tick> ticks, AlgoService algo, TickProcessor tickPro,
CancellationToken ct)
{
await Task.Factory.StartNew(() =>
{
var lastOptimizeDate = StartDate;
for (int i = 0; i < ticks.Count; i++)
{
if (ct.IsCancellationRequested == true)
{
ct.ThrowIfCancellationRequested();
}
Tick tick = ticks[i];
//if (RunTestWithOptimizer &&
// tick.Time.Date.AddDays(0 - OptimizeInterval) > lastOptimizeDate &&
// tick.Time.Date.AddDays(0 - OptimizeLookback) > StartDate)
//{
// //TODO new algo instance need to be created here
// //algo.Optimize(tick.Time.Date, AlgoType,
// // CompleteHour, EntryLev, ExitLev,
// // CompleteHour2, EntryLev2, ExitLev2, OptimizeLookback).Wait(ct);
// algo.ResetAlgoParams();
// lastOptimizeDate = tick.Time.Date;
//}
bool isClosePos = false;
double riskLev = -1;
var signal = algo.OnTick(tick, out isClosePos, out riskLev, SL);
tickPro.OnTick(tick, signal, isClosePos, riskLev);
if (i % 100 == 0)
{
_setProgress(i * 100 / ticks.Count);
}
}
_setProgress(100);
}, ct);
}
public RootViewModel(
AlgoService algoService,
Func <EditorTabViewModel> editorTabFactory,
IEventAggregator eventAggregator,
IIOService ioService,
ILogger <RootViewModel> logger,
IMapFactory mapFactory,
Func <NewFileDialogViewModel> newFileDialogFactory,
IWindowManager windowManager)
{
_editorTabFactory = editorTabFactory;
_eventAggregator = eventAggregator;
_ioService = ioService;
_logger = logger;
_mapFactory = mapFactory;
_newFileDialogFactory = newFileDialogFactory;
_windowManager = windowManager;
_algoService = algoService;
Algos = _algoService.DisplayNames;
SelectedAlgo = Algos.Keys.FirstOrDefault();
_eventAggregator.Subscribe(this);
}
private async Task _runOptimize(CancellationToken ct)
{
IsBusy = true;
try
{
_setProgress();
using (AlgoService algo = new AlgoService(_onMessage, TickFilePath))
{
switch (AlgoType)
{
case 0:
await algo.InitHybrid(CompleteHour, ExitLev, ObserWin, ExitLev2, Threshold1, Threshold2);
break;
case 1:
await algo.InitDayRange(CompleteHour, ExitLev);
break;
case 2:
await algo.InitBollinger(ObserWin, ExitLev2, Threshold1, Threshold2);
break;
}
int backNoDays = Convert.ToInt32((EndDate.Date - StartDate.Date).TotalDays);
await algo.Optimize(EndDate, backNoDays, 128, 512);
}
}
catch (OperationCanceledException)
{
//
}
catch (Exception e)
{
throw;
}
finally
{
IsBusy = false;
}
}
private async Task _runTicks(List<Tick> ticks, AlgoService algo, TickProcessor tickPro,
CancellationToken ct)
{
await Task.Factory.StartNew(() =>
{
var lastOptimizeDate = StartDate;
for (int i = 0; i < ticks.Count; i++)
{
if (ct.IsCancellationRequested == true)
{
ct.ThrowIfCancellationRequested();
}
Tick tick = ticks[i];
//if (RunTestWithOptimizer &&
// tick.Time.Date.AddDays(0 - OptimizeInterval) > lastOptimizeDate &&
// tick.Time.Date.AddDays(0 - OptimizeLookback) > StartDate)
//{
// //TODO new algo instance need to be created here
// //algo.Optimize(tick.Time.Date, AlgoType,
// // CompleteHour, EntryLev, ExitLev,
// // CompleteHour2, EntryLev2, ExitLev2, OptimizeLookback).Wait(ct);
// algo.ResetAlgoParams();
// lastOptimizeDate = tick.Time.Date;
//}
bool isClosePos = false;
double riskLev = -1;
var signal = algo.OnTick(tick, out isClosePos, out riskLev, SL);
tickPro.OnTick(tick, signal, isClosePos, riskLev);
if(i % 100 == 0)
_setProgress(i*100/ticks.Count);
}
_setProgress(100);
}, ct);
}
private async Task _runTest(CancellationToken ct) {
IsBusy = true;
TickProcessor tickPro = new TickProcessor(Leverage, StartBalance);
if (_summaryWin == null)
{
_summaryWin = new SummaryWin();
}
else
{
_summaryWin.Reset();
}
_summaryWin.Show();
try {
_setProgress();
using (AlgoService algo = new AlgoService(_onMessage, TickFilePath))
{
switch (AlgoType)
{
case 0:
await algo.InitHybrid(CompleteHour, ExitLev, ObserWin, ExitLev2, Threshold1, Threshold2);
break;
case 1:
await algo.InitDayRange(CompleteHour, ExitLev);
break;
case 2:
await algo.InitBollinger(ObserWin, ExitLev2, Threshold1, Threshold2);
break;
}
_setProgress();
List<Tick> ticks = await Util.ReadTickCsv(TickFilePath, StartDate, EndDate, ct);
await _runTicks(ticks, algo, tickPro, ct);
}
}
catch (OperationCanceledException)
{
//
}
catch(Exception e) {
throw;
}
finally{
IsBusy = false;
}
}
