/// <summary>
/// Calculates all the buys and sells against the dataset.
/// </summary>
/// <param name="indicatorLibraryAdapter">Moves through each row of the indicatorLibraryAdapter to find the buy and sell points.</param>
public void RunBacktest(TestData indicatorLibraryAdapter, Dictionary <DateTime, Dictionary <string, double> > ILA)
{
TradeCondition newbuyCondition = tradeSystem.BuyCondition;
indicatorLibraryAdapter.Restart();
DatePoint point = indicatorLibraryAdapter.GetStockPoint();
do
{
if (newbuyCondition.Eval(ILA, point))
{
occurance.Add(indicatorLibraryAdapter.GetStockPoint().PointDateTime);
}
point = indicatorLibraryAdapter.GetStockPoint();
} while (indicatorLibraryAdapter.MoveNext());
}
/// <summary>
/// Creates a new instance of the chromosome with the same values.
/// </summary>
/// <returns>A new instance of the chromosome with the same values.</returns>
internal TradeSystemChromosome Clone()
{
TradeCondition nBuy = new TradeCondition();
nBuy = this.ChromosomeValue.BuyCondition.Clone();
TradeSystemChromosome tc = new TradeSystemChromosome(
new TradeSystem(
nBuy),
this.indicatorHelper,
this.size);
tc.Capital = this.Capital;
tc.FitnessLosers = this.FitnessLosers;
tc.FitnessWinners = this.FitnessWinners;
tc.Fitness = this.Fitness;
tc.UniqueID = this.UniqueID;
tc.TradeTable = this.TradeTable;
return(tc);
}
private void LoadModel_Click(object sender, EventArgs e)
{
try
{
using (OpenFileDialog openFileDialog = new OpenFileDialog())
{
openFileDialog.InitialDirectory = ".";
openFileDialog.Filter = "XML Files|*.xml";
openFileDialog.RestoreDirectory = true;
openFileDialog.Title = "Load Buy Conditions";
if (openFileDialog.ShowDialog() == DialogResult.OK)
{
Stream newStream;
if ((newStream = openFileDialog.OpenFile()) != null)
{
System.Xml.Serialization.XmlSerializer reader = new System.Xml.Serialization.XmlSerializer(typeof(TradeCondition));
System.IO.StreamReader file = new System.IO.StreamReader(@openFileDialog.FileName);
condition = new TradeCondition();
condition = (TradeCondition)reader.Deserialize(file);
//BuyConditionControl.SetControlsToCondition(condition);
}
newStream.Close();
}
}
}
catch
{
MessageBox.Show("Trade Conditions have not been saved yet");
}
this.LoadBox.Text = "Data Upload Complete";
this.LoadBox.BackColor = Color.Blue;
}
private void RunGAButton_Click(object sender, EventArgs e)
{
this.progressBar2.Value = 0;
this.bestResults.Clear();
this.generationalBest.Clear();
if (TDD != null)
{
this.Cursor = Cursors.WaitCursor;
this.StopGA.Enabled = true;
//BackgroundWorker BGWkr = new BackgroundWorker();
//DoWorkEventArgs eve = new DoWorkEventArgs(sender);
//this.testData.Restart();
TradeCondition newBCond = new TradeCondition();
IndicatorHelper list = new IndicatorHelper(this.testData.IndicatorLocations.Keys.ToArray <string>());
IGeneticMutating mutant = new TradeConditionMutation((double)this.MutationRate.Value, list);
TradeSystem newSys = new TradeSystem(newBCond);
TradeSystemChromosome newchromosome = new TradeSystemChromosome(newSys, list, (int)this.ChromosomeSize.Value);
IGeneticBreeding newBreed = new RandomMultipleSplitBreeding();
FitnessTest fitTest = new FitnessTest((int)ThresholdValue.Value, (string)timeRange.SelectedValue);
IGeneticFitness newFitness = new BacktestFitness(this.testData, TDD, errorData, fitTest);
this.geneticAlgorithm = new GeneticAlgorithm((int)this.Chromosomes.Value, (int)this.NoGenerations.Value, (int)this.ChromosomeSize.Value, newSys, list, newBreed, mutant, newFitness);
this.backgroundWorkerRunGA.RunWorkerAsync(this.geneticAlgorithm);
}
}
