BaseOptimizer

StockSharp.Algo.Strategies.Optimization

Der Basis-Optimierer von Strategien.

Erbt von: BaseLogReceiver

Konstruktoren

BaseOptimizer
protected BaseOptimizer(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider, IStorageRegistry storageRegistry, StorageFormats storageFormat, IMarketDataDrive drive)
baseOptimizer = BaseOptimizer(securityProvider, portfolioProvider, exchangeInfoProvider, storageRegistry, storageFormat, drive)

Initialisiert eine neue Instanz von BaseOptimizer.

securityProvider
Der Anbieter von Informationen über Instrumente.
portfolioProvider
Das Portfolio, das zur Registrierung von Aufträgen verwendet wird. Wird der Wert nicht angegeben, wird das Portfolio mit dem Standardnamen Simulator erstellt.
exchangeInfoProvider
Börsen und Handelsbörsen Anbieter.
storageRegistry
Marktdatenspeicherung.
storageFormat
Binär wird standardmäßig verwendet.
drive
Standardmäßig wird der Speicher verwendet. Standardmäßig wird DefaultDrive verwendet.

Eigenschaften

AdapterCache
public MarketDataStorageCache AdapterCache { get; set; }
value = baseOptimizer.AdapterCache
baseOptimizer.AdapterCache = value

AdapterCache.

EmulationSettings
public OptimizerSettings EmulationSettings { get; }
value = baseOptimizer.EmulationSettings

Emulationseinstellungen.

ExchangeInfoProvider
public IExchangeInfoProvider ExchangeInfoProvider { get; }
value = baseOptimizer.ExchangeInfoProvider

IExchangeInfoProvider

IsPaused
public bool IsPaused { get; }
value = baseOptimizer.IsPaused

Ob die Optimierung derzeit angehalten wird.

PortfolioProvider
public IPortfolioProvider PortfolioProvider { get; }
value = baseOptimizer.PortfolioProvider

IPortfolioProvider

RunToken
protected CancellationToken RunToken { get; }
value = baseOptimizer.RunToken

Cancellation token for the current optimization run, including optimizer disposal and consumer cancellation.

SecurityProvider
public ISecurityProvider SecurityProvider { get; }
value = baseOptimizer.SecurityProvider

ISecurityProvider

StopOnSubscriptionError
public bool StopOnSubscriptionError { get; set; }
value = baseOptimizer.StopOnSubscriptionError
baseOptimizer.StopOnSubscriptionError = value

StopOnSubscriptionError

StorageCache
public MarketDataStorageCache StorageCache { get; set; }
value = baseOptimizer.StorageCache
baseOptimizer.StorageCache = value

StorageCache.

StorageSettings
public StorageCoreSettings StorageSettings { get; }
value = baseOptimizer.StorageSettings

Speichereinstellungen.

Methoden

AllocateAdapterCache
protected internal MarketDataStorageCache AllocateAdapterCache()
result = baseOptimizer.AllocateAdapterCache()

Allokate AdapterCache.

Rückgabe: AdapterCache

AllocateStorageCache
protected internal MarketDataStorageCache AllocateStorageCache()
result = baseOptimizer.AllocateStorageCache()

Allokate StorageCache.

Rückgabe: StorageCache

CancelRun
protected void CancelRun()
baseOptimizer.CancelRun()

Cancel the current optimization run and let its producers drain.

CompleteChannel
protected void CompleteChannel()
baseOptimizer.CompleteChannel()

Vervollständigen Sie den Kanal, so dass RunAsync @ Enumeration endet.

DisposeManaged
protected override void DisposeManaged()
baseOptimizer.DisposeManaged()

Ressourcen freigeben.

FreeAdapterCache
protected internal void FreeAdapterCache(MarketDataStorageCache cache)
baseOptimizer.FreeAdapterCache(cache)

Kostenlos AdapterCache.

cache
AdapterCache
FreeStorageCache
protected internal void FreeStorageCache(MarketDataStorageCache cache)
baseOptimizer.FreeStorageCache(cache)

Kostenlos StorageCache.

cache
StorageCache
InitializeRunAsync
protected void InitializeRunAsync(int totalIterations, CancellationToken cancellationToken)
baseOptimizer.InitializeRunAsync(totalIterations, cancellationToken)

Initialisieren Sie Kanal, Batch-Manager und verknüpfte CTS für RunAsync.

totalIterations
Gesamtzahl der Iterationen (oder int.MaxValue, falls unbekannt).
cancellationToken
Externes Stornierungs-Token.
Pause
public Task Pause()
result = baseOptimizer.Pause()

Optimierung Pausen. Neue Iterationen werden erst gestartet, wenn Resume aufgerufen wird, und die bereits laufenden Backtests werden ausgesetzt, so dass der Fortschritt sofort gestoppt wird.

Rückgabe: Aufgabe

ReadResultsAsync
protected IAsyncEnumerable<ValueTuple<Strategy, IStrategyParam[]>> ReadResultsAsync(CancellationToken cancellationToken)
result = baseOptimizer.ReadResultsAsync(cancellationToken)

Ergebnisse aus Channel Reader.

Resume
public Task Resume()
result = baseOptimizer.Resume()

Fortsetzung der pausierten Optimierung.

Rückgabe: Aufgabe

StopStartedConnector
private void StopStartedConnector(HistoryEmulationConnector connector)
baseOptimizer.StopStartedConnector(connector)

Disconnect a connector that is up, so its iteration reaches Stopped and signals the worker waiting on it. One that is already stopping gets there on its own.

TryNextRunAsync
protected internal ValueTask<bool> TryNextRunAsync(DateTime startTime, DateTime stopTime, Func<IPortfolioProvider, CancellationToken, ValueTask<ValueTuple<Strategy, IStrategyParam[]>?>> tryGetNext, MarketDataStorageCache adapterCache, MarketDataStorageCache storageCache, CancellationToken cancellationToken)
result = baseOptimizer.TryNextRunAsync(startTime, stopTime, tryGetNext, adapterCache, storageCache, cancellationToken)

Try start next iteration. Returns if iteration was started and completed, if no more iterations available.

startTime
Date in history for starting the paper trading.
stopTime
Date in history to stop the paper trading (date is included).
tryGetNext
Handler to try to get next strategy object.
adapterCache
AdapterCache
storageCache
StorageCache
cancellationToken
Cancellation token.

Ereignisse

ConnectorInitialized
public event Action<Connector> ConnectorInitialized
baseOptimizer.ConnectorInitialized += handler

Init Connector. Vor Connect aufgerufen.

SingleProgressChanged
public event Action<Strategy, IStrategyParam[], int> SingleProgressChanged
baseOptimizer.SingleProgressChanged += handler

Das Ereignis der einzelnen Fortschrittsänderung.

StrategyInitialized
public event Action<Strategy, IStrategyParam[]> StrategyInitialized
baseOptimizer.StrategyInitialized += handler

Strategie initialisiertes Ereignis.