Table of Contents

Class GeneticSettings

Namespace
StockSharp.Algo.Strategies.Optimization
Assembly
StockSharp.Algo.dll

Genetic settings.

public class GeneticSettings : NotifiableObject, IPersistable
Inheritance
GeneticSettings
Implements
IPersistable
Extension Methods

Constructors

GeneticSettings() 

public GeneticSettings()

Properties

Crossover

GeneticSharp.ICrossover

[Display(ResourceType = typeof(LocalizedStrings), Name = "Crossover", Description = "CrossoverDesc", GroupName = "General", Order = 8)]
public Type Crossover { get; set; }

Property Value

Type

CrossoverProbability

GeneticSharp.GeneticAlgorithm.CrossoverProbability

[Display(ResourceType = typeof(LocalizedStrings), Name = "CrossoverProbability", Description = "CrossoverProbabilityDesc", GroupName = "General", Order = 5)]
public decimal CrossoverProbability { get; set; }

Property Value

decimal

Fitness

Fitness function formula. For example, 'PnL'.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Fitness", Description = "FitnessFormula", GroupName = "General", Order = 1)]
[FormulaEditor(typeof(GeneticSettings.FormulaVarsItemsSource))]
public string Fitness { get; set; }

Property Value

string

GenerationsMax

Maximum number of generations.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Generations", Description = "GenerationsMax", GroupName = "General", Order = 3)]
public int GenerationsMax { get; set; }

Property Value

int

GenerationsStagnation

The genetic algorithm will be terminate when the best chromosome's fitness has no change in the last generations specified.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Stagnation", Description = "StagnationDesc", GroupName = "General", Order = 3)]
public int GenerationsStagnation { get; set; }

Property Value

int

Mutation

GeneticSharp.IMutation

[Display(ResourceType = typeof(LocalizedStrings), Name = "Mutation", Description = "MutationDesc", GroupName = "General", Order = 7)]
public Type Mutation { get; set; }

Property Value

Type

MutationProbability

GeneticSharp.GeneticAlgorithm.MutationProbability

[Display(ResourceType = typeof(LocalizedStrings), Name = "MutationProbability", Description = "MutationProbabilityDesc", GroupName = "General", Order = 4)]
public decimal MutationProbability { get; set; }

Property Value

decimal

Population

The initial size of population.

[Display(ResourceType = typeof(LocalizedStrings), Name = "Population", Description = "PopulationDesc", GroupName = "General", Order = 1)]
public int Population { get; set; }

Property Value

int

PopulationMax

The maximum population.

[Display(ResourceType = typeof(LocalizedStrings), Name = "PopulationMax", Description = "PopulationMaxDesc", GroupName = "General", Order = 2)]
public int PopulationMax { get; set; }

Property Value

int

Reinsertion

GeneticSharp.IReinsertion

[Display(ResourceType = typeof(LocalizedStrings), Name = "Reinsertion", Description = "ReinsertionDesc", GroupName = "General", Order = 6)]
public Type Reinsertion { get; set; }

Property Value

Type

Selection

GeneticSharp.ISelection

[Display(ResourceType = typeof(LocalizedStrings), Name = "Selection", Description = "SelectionDesc", GroupName = "General", Order = 9)]
public Type Selection { get; set; }

Property Value

Type