BruteForceOptimizer
StockSharp.Algo.Strategies.Optimization
The brute force optimizer of strategies.
Inherits: BaseOptimizer
Constructors
BruteForceOptimizer
public BruteForceOptimizer(IEnumerable<Security> securities, IEnumerable<Portfolio> portfolios, IStorageRegistry storageRegistry)bruteForceOptimizer = BruteForceOptimizer(securities, portfolios, storageRegistry)Initializes a new instance of the BruteForceOptimizer.
- securities
- Instruments, the operation will be performed with.
- portfolios
- Portfolios, the operation will be performed with.
- storageRegistry
- Market data storage.
BruteForceOptimizer
public BruteForceOptimizer(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IStorageRegistry storageRegistry)bruteForceOptimizer = BruteForceOptimizer(securityProvider, portfolioProvider, storageRegistry)Initializes a new instance of the BruteForceOptimizer.
- 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.
- storageRegistry
- Market data storage.
BruteForceOptimizer
public BruteForceOptimizer(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider, IStorageRegistry storageRegistry, StorageFormats storageFormat, IMarketDataDrive drive)bruteForceOptimizer = BruteForceOptimizer(securityProvider, portfolioProvider, exchangeInfoProvider, storageRegistry, storageFormat, drive)Initializes a new instance of the BruteForceOptimizer.
- 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.
Methods
RunAsync
public IAsyncEnumerable<ValueTuple<Strategy, IStrategyParam[]>> RunAsync(DateTime startTime, DateTime stopTime, IEnumerable<ValueTuple<Strategy, IStrategyParam[]>> strategies, CancellationToken cancellationToken)result = bruteForceOptimizer.RunAsync(startTime, stopTime, strategies, cancellationToken)Run optimization and yield completed iterations as they finish.
- startTime
- Date in history for starting the paper trading.
- stopTime
- Date in history to stop the paper trading (date is included).
- strategies
- The strategies and parameters used for optimization.
- cancellationToken
- Cancellation token.
Returns: Async enumerable of completed (strategy, parameters) pairs.
RunAsync
public IAsyncEnumerable<ValueTuple<Strategy, IStrategyParam[]>> RunAsync(DateTime startTime, DateTime stopTime, Func<IPortfolioProvider, ValueTuple<Strategy, IStrategyParam[]>?> tryGetNext, CancellationToken cancellationToken)result = bruteForceOptimizer.RunAsync(startTime, stopTime, tryGetNext, cancellationToken)Run optimization and yield completed iterations as they finish.
- 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.
- cancellationToken
- Cancellation token.
Returns: Async enumerable of completed (strategy, parameters) pairs.