public OptimizationParameterSet Optimize(Strategy strategy, InstrumentList instruments, OptimizationUniverse universe, int bunch = -1) { if (universe.Count == 0) { Console.WriteLine("Optimization failed, universe is empty"); return(new OptimizationParameterSet()); } EventCount = 0; _stopwatch.Start(); throw new NotImplementedException(); _stopwatch.Stop(); var max = universe.OrderBy(u => u.Objective).Last(); Console.WriteLine($"Best Objective {max} Objective = {max.Objective}"); Console.WriteLine("Optimization done"); Console.WriteLine( $"Processed {EventCount} events in {Elapsed} msec - {EventCount/(Elapsed*1000d)} event/sec"); return(max); }
private void Optimize(Strategy strategy, InstrumentList instruments, OptimizationUniverse universe, int nFrameworks, int nStrategies) { throw new NotImplementedException(); }
public OptimizationParameterSet Optimize(Strategy strategy, OptimizationUniverse universe = null) { return(this.optimizer?.Optimize(strategy, universe)); }
public OptimizationParameterSet Optimize(Scenario scenario, OptimizationUniverse universe = null) { return(this.optimizer?.Optimize(scenario)); }
public virtual OptimizationParameterSet Optimize(Strategy strategy, OptimizationUniverse universe = null) { return(null); }