BaseOptimizer

StockSharp.Algo.Strategies.Optimization

Optimizador de bases de estrategias.

Hereda de: BaseLogReceiver

Constructores

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

Inicia una nueva instancia de la BaseOptimizer.

securityProvider
El proveedor de información sobre instrumentos.
portfolioProvider
El portafolio que se utilizará para registrar pedidos. Si no se da valor, se creará la cartera con nombre predeterminado Simulator.
exchangeInfoProvider
Intercambios y proveedores de juntas comerciales.
storageRegistry
Almacenamiento de datos de mercado.
storageFormat
El formato de los datos del mercado. Binary se utiliza por defecto.
drive
El almacenamiento que se utiliza por defecto. Por defecto, DefaultDrive se utiliza.

Propiedades

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

AdapterCache.

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

Ajustes de emulación.

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

IExchangeInfoProvider

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

Ya sea que la optimización se detenga actualmente.

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

Ajustes de almacenamiento.

Métodos

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

Asignar AdapterCache@.

Devuelve: AdapterCache

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

Asignar StorageCache@.

Devuelve: StorageCache

CancelRun
protected void CancelRun()
baseOptimizer.CancelRun()

Cancel the current optimization run and let its producers drain.

CompleteChannel
protected void CompleteChannel()
baseOptimizer.CompleteChannel()

Completa el canal para que RunAsyncs termine la enumeración.

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

Libera recursos.

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

Gratis AdapterCache.

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

Gratis StorageCache.

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

Iniciar canal, gestor de lotes y conectar CTS para RunAsync.

totalIterations
Número total de iteraciones (o int.MaxValue si no se conoce).
cancellationToken
Cancelación externa token.
Pause
public Task Pause()
result = baseOptimizer.Pause()

Optimización de pausas. Las nuevas iteraciones no comenzarán hasta que se llame Resume, y las pruebas de respaldo que ya están funcionando se suspenden para que el progreso se detenga rápidamente.

Devuelve: Tareas

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

Rendimiento de resultados del lector de canales.

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

Reanuda la optimización pausada.

Devuelve: Tareas

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.

Eventos

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

Init Connector@. Llamado antes de Conectarse.

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

El evento de un solo cambio de progreso.

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

Acto inicial de estrategia.