/// <summary>
/// 计算适应度
/// </summary>
/// <param name="individual"></param>
/// <returns></returns>
private double computeFitness(int serinalno, Properties individual)
{
Properties testParam = context.BacktestParam.Clone();
testParam["serialno"] = serinalno;
testParam["batchno"] = serinalno;;
IStrategyInstance instance = meta.CreateInstance(serinalno.ToString(), individual, "");
logger.Info("启动回测：...");
instance.Initilization();
TotalStat stat = instance.DoTest(context, testParam);
individual.Put("fitness", stat.TotalProfilt);
return(stat.TotalProfilt);
}
/// <summary>
/// 收到的是回测序号和回测参数
/// </summary>
/// <param name="args"></param>
static void Main(string[] args)
{
init();
//取得参数
if (args == null || args.Length <= 1 || args[0] == null || args[1] == null || args[0] == "" || args[1] == "")
{
logger.Info("启动失败，参数错误");
return;
}
backtestxh = args[0];
String paramStr = args[1];
//生成策略参数
alpha = new AlphaStrategy4();
strategyProps = new Properties();
List <String> paramnames = alpha.GetParameterNames();
String[] paramValueArray = paramStr.Split(',');
if (paramnames.Count != paramValueArray.Length)
{
logger.Info("启动失败，策略参数无效：" + paramStr);
return;
}
for (int i = 0; i < paramnames.Count; i++)
{
strategyProps.Put(paramnames[i], paramValueArray[i]);
}
//读取回测参数
Properties fileprops = Properties.Load(FileUtils.GetDirectory() + "\\alpha.properties", Encoding.UTF8);
Dictionary <String, Properties> propSet = fileprops.Spilt();
backtestProps = propSet["backtest"];
backtestProps["serialno"] = backtestxh.ToString();
//创建策略实例
IStrategyInstance instance = alpha.CreateInstance(backtestxh.ToString(), strategyProps);
//执行策略实例的回测
instance.Initilization();
instance.DoTest(new StrategyContext(), backtestProps);
}
public Task Go()
{
Task task = Task.Factory.StartNew(() =>
{
for (int i = 0; i < param.Count; i++)
{
//准备执行参数
log4net.ILog logger = log4net.LogManager.GetLogger(param[i].backtestxh.ToString());
//启动回测程序并等待结束
IStrategyInstance instance = meta.CreateInstance(param[i].backtestxh, param[i].instanceParam, instanceVersion);
logger.Info("启动回测：...");
instance.Initilization();
instance.DoTest(context, param[i].backtestProp);
String batchno = param[i].backtestProp.Get <String>("batchno");
String resultPath = param[i].backtestProp.Get <String>("resultpath");
resultPath = FileUtils.GetDirectory(resultPath);
String resultFile = resultPath + param[i].backtestxh + ".result";
String batchresultfile = resultPath + batchno + ".result";
if (System.IO.File.Exists(resultFile))
{
String[] content = System.IO.File.ReadAllLines(resultFile);
lock (batchResultFileLocker)
{
System.IO.File.AppendAllLines(batchresultfile, content);
}
logger.Info("合并回测结果：" + ((content == null || content.Length <= 0) ? "" : content[0]));
}
else
{
logger.Warn("没有找到执行结果");
}
}
});
return(task);
}