private void CheckNotSoSimplePSO() { const double spread = 0.00016; const double pip = spread/2; var configuration = new PSOConfiguration(11) {Spread = spread, BestPositionTimeout = 1000, NumOfParticles = 6000}; configuration.AddDataLimit(-20*pip, 20*pip, ""); configuration.AddDataLimit(17, 24, ""); configuration.AddDataLimit(1, 7, ""); configuration.AddDataLimit(4, 50, ""); configuration.AddDataLimit(8*spread, 48*spread, ""); configuration.AddDataLimit(8*spread, 48*spread, ""); configuration.AddDataLimit(100, 500, ""); configuration.AddDataLimit(4, 9, ""); configuration.AddDataLimit(3, 18, ""); configuration.AddDataLimit(5*spread, 10*spread, ""); configuration.AddDataLimit(3*spread, 15*spread, ""); optimizer = new PSOOptimizer(configuration);//TODO: Add fitness function (ie strategy definition) optimizer.Start(); }
private void CheckNotSoSimplePSO() { const double spread = 0.00016; const double pip = spread / 2; var configuration = new PSOConfiguration(11) { Spread = spread, BestPositionTimeout = 1000, NumOfParticles = 6000 }; configuration.AddDataLimit(-20 * pip, 20 * pip, ""); configuration.AddDataLimit(17, 24, ""); configuration.AddDataLimit(1, 7, ""); configuration.AddDataLimit(4, 50, ""); configuration.AddDataLimit(8 * spread, 48 * spread, ""); configuration.AddDataLimit(8 * spread, 48 * spread, ""); configuration.AddDataLimit(100, 500, ""); configuration.AddDataLimit(4, 9, ""); configuration.AddDataLimit(3, 18, ""); configuration.AddDataLimit(5 * spread, 10 * spread, ""); configuration.AddDataLimit(3 * spread, 15 * spread, ""); optimizer = new PSOOptimizer(configuration);//TODO: Add fitness function (ie strategy definition) optimizer.Start(); }