BaseOptimizer

BaseOptimizer

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

baseOptimizer = BaseOptimizer(securityProvider, portfolioProvider, exchangeInfoProvider, storageRegistry, storageFormat, drive)

Initializes a new instance of the BaseOptimizer.

securityProvider

The provider of information about instruments.

portfolioProvider

The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.

exchangeInfoProvider

Exchanges and trading boards provider.

storageRegistry

Market data storage.

storageFormat

The format of market data. Binary is used by default.

drive

The storage which is used by default. By default, DefaultDrive is used.

AdapterCache

public MarketDataStorageCache AdapterCache { get; set; }

value = baseOptimizer.AdapterCache
baseOptimizer.AdapterCache = value

AdapterCache.

EmulationSettings

public OptimizerSettings EmulationSettings { get; }

value = baseOptimizer.EmulationSettings

Emulation settings.

ExchangeInfoProvider

public IExchangeInfoProvider ExchangeInfoProvider { get; }

value = baseOptimizer.ExchangeInfoProvider

IExchangeInfoProvider

IsPaused

public bool IsPaused { get; }

value = baseOptimizer.IsPaused

Whether optimization is currently paused.

PortfolioProvider

public IPortfolioProvider PortfolioProvider { get; }

value = baseOptimizer.PortfolioProvider

IPortfolioProvider

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

Storage settings.

AllocateAdapterCache

protected internal MarketDataStorageCache AllocateAdapterCache()

result = baseOptimizer.AllocateAdapterCache()

Allocate AdapterCache.

Returns: AdapterCache

AllocateStorageCache

protected internal MarketDataStorageCache AllocateStorageCache()

result = baseOptimizer.AllocateStorageCache()

Allocate StorageCache.

Returns: StorageCache

CompleteChannel

protected void CompleteChannel()

baseOptimizer.CompleteChannel()

Complete the channel so RunAsync enumeration ends.

DisposeManaged

protected override void DisposeManaged()

baseOptimizer.DisposeManaged()

Release resources.

FreeAdapterCache

protected internal void FreeAdapterCache(MarketDataStorageCache cache)

baseOptimizer.FreeAdapterCache(cache)

Free AdapterCache.

cache

AdapterCache

FreeStorageCache

protected internal void FreeStorageCache(MarketDataStorageCache cache)

baseOptimizer.FreeStorageCache(cache)

Free StorageCache.

cache

StorageCache

InitializeRunAsync

protected void InitializeRunAsync(int totalIterations, CancellationToken cancellationToken)

baseOptimizer.InitializeRunAsync(totalIterations, cancellationToken)

Initialize channel, batch manager, and linked CTS for RunAsync.

totalIterations

Total number of iterations (or int.MaxValue if unknown).

cancellationToken

External cancellation token.

Pause

public Task Pause()

result = baseOptimizer.Pause()

Pause optimization. New iterations won't start until Resume is called, and the backtests that are already running are suspended so progress halts promptly.

Returns: Task

ReadResultsAsync

protected IAsyncEnumerable<ValueTuple<Strategy, IStrategyParam[]>> ReadResultsAsync(CancellationToken cancellationToken)

result = baseOptimizer.ReadResultsAsync(cancellationToken)

Yield results from channel reader.

Resume

public Task Resume()

result = baseOptimizer.Resume()

Resume paused optimization.

Returns: Task

TryNextRunAsync

protected internal ValueTask<bool> TryNextRunAsync(DateTime startTime, DateTime stopTime, Func<IPortfolioProvider, 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.

ConnectorInitialized

public event Action<Connector> ConnectorInitialized

baseOptimizer.ConnectorInitialized += handler

Init Connector. Called before Connect.

SingleProgressChanged

public event Action<Strategy, IStrategyParam[], int> SingleProgressChanged

baseOptimizer.SingleProgressChanged += handler

The event of single progress change.

StrategyInitialized

public event Action<Strategy, IStrategyParam[]> StrategyInitialized

baseOptimizer.StrategyInitialized += handler

Strategy initialized event.