public void RunSinglePeriodBruteForceTest(object objParam)
{
try
{
TestParameters testParam = objParam as TestParameters;
InputData inData = testParam.inData;
DateTime startDate = testParam.startDate;
DateTime endDate = testParam.endDate;
string outputPath = System.IO.Path.Combine(testParam.DefaultDirectory, inData.Symbol);
if (!System.IO.Directory.Exists(outputPath))
{
System.IO.Directory.CreateDirectory(outputPath);
}
List <StrategyParameter> listParams = testParam.OptimizationFunctionFactory.StratergyParameterRange.GetAllParameters();
using (System.IO.StreamWriter completionLog = new System.IO.StreamWriter(string.Format("{2}\\ProgressIS_{0}_{1}.txt", inData.Symbol, startDate.ToString("yyyyMMdd"), outputPath)))
{
List <KeyValuePair <StrategyParameter, StrategyResultStatistics> > listResult = new List <KeyValuePair <StrategyParameter, StrategyResultStatistics> >();
OptimizationFunctionIntND optTestFunction = testParam.OptimizationFunctionFactory.CreateOptimizationFunctionIntND(inData, startDate, EstimationFunctionType.RelativeStudent, new Account(10000000, 4));
bool IsCreateLogFiles = true;
foreach (StrategyParameter strategyParam in listParams)
{
StrategyResultStatistics sr;
double result;
if (IsCreateLogFiles)
{
optTestFunction.OptimizationFunction(strategyParam, out sr, outputPath);
IsCreateLogFiles = false;
}
else
{
result = optTestFunction.OptimizationFunction(strategyParam, out sr);
}
listResult.Add(new KeyValuePair <StrategyParameter, StrategyResultStatistics>(strategyParam, sr));
completionLog.WriteLine(listResult.Last().ToString());
completionLog.Flush();
}
IEnumerable <KeyValuePair <StrategyParameter, StrategyResultStatistics> > arrayResult =
listResult.OrderByDescending(p => p.Value.CalculateConfidenceIntervalLow);
using (System.IO.StreamWriter inSampleLog = new System.IO.StreamWriter(string.Format("{2}\\IS_{0}_{1}.txt", inData.Symbol, startDate.ToString("yyyyMMdd"), outputPath)))
{
DataContractSerializer ser = new DataContractSerializer(typeof(IEnumerable <KeyValuePair <StrategyParameter, StrategyResultStatistics> >));
ser.WriteObject(inSampleLog.BaseStream, arrayResult);
}
}
}
finally
{
semaphore.Release();
}
}
/// <summary>
/// Send the command to the undlerying socket
/// </summary>
/// <param name="command">The command to send</param>
public string SendCommand(Command command)
{
try
{
semaphoreCommands.WaitOne();
CheckForDisposed();
if (command == null)
{
throw new ArgumentNullException("command");
}
return(Dispatcher.Dispatch(command));
}
catch (Exception ex)
{
throw ex;
}
finally
{
semaphoreCommands.Release();
}
}