BaseOptimizer

BaseOptimizer

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

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

Inicializa uma nova instância do BaseOptimizer.

securityProvider

O fornecedor de informações sobre instrumentos.

portfolioProvider

A carteira a ser usada para registrar ordens. Se o valor não for dado, a carteira com o nome padrão Simulator será criada.

exchangeInfoProvider

Bolsas e conselhos de negociação provedor.

storageRegistry

Armazenamento de dados de mercado.

storageFormat

O formato dos dados do mercado. O binário é usado por padrão.

drive

O armazenamento que é usado por padrão. Por padrão, DefaultDrive é usado.

AdapterCache

public MarketDataStorageCache AdapterCache { get; set; }

value = baseOptimizer.AdapterCache
baseOptimizer.AdapterCache = value

AdapterCache.

EmulationSettings

public OptimizerSettings EmulationSettings { get; }

value = baseOptimizer.EmulationSettings

Configuração da emulação.

ExchangeInfoProvider

public IExchangeInfoProvider ExchangeInfoProvider { get; }

value = baseOptimizer.ExchangeInfoProvider

IExchangeInfoProvider

IsPaused

public bool IsPaused { get; }

value = baseOptimizer.IsPaused

Se a otimização está em pausa no momento.

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

Configuração do armazenamento.

AllocateAdapterCache

protected internal MarketDataStorageCache AllocateAdapterCache()

result = baseOptimizer.AllocateAdapterCache()

Alocar AdapterCache.

Retorna: AdapterCache

AllocateStorageCache

protected internal MarketDataStorageCache AllocateStorageCache()

result = baseOptimizer.AllocateStorageCache()

Alocar StorageCache.

Retorna: StorageCache

CancelRun

protected void CancelRun()

baseOptimizer.CancelRun()

Cancel the current optimization run and let its producers drain.

CompleteChannel

protected void CompleteChannel()

baseOptimizer.CompleteChannel()

Complete o canal para RunAsync enumeration ends.

DisposeManaged

protected override void DisposeManaged()

baseOptimizer.DisposeManaged()

Libertar recursos.

FreeAdapterCache

protected internal void FreeAdapterCache(MarketDataStorageCache cache)

baseOptimizer.FreeAdapterCache(cache)

Livre AdapterCache.

cache

AdapterCache

FreeStorageCache

protected internal void FreeStorageCache(MarketDataStorageCache cache)

baseOptimizer.FreeStorageCache(cache)

Livre StorageCache.

cache

StorageCache

InitializeRunAsync

protected void InitializeRunAsync(int totalIterations, CancellationToken cancellationToken)

baseOptimizer.InitializeRunAsync(totalIterations, cancellationToken)

Inicializar canal, gerenciador de lote e CTS vinculados para RunAsync.

totalIterations

Número total de iterações (ou int.MaxValuese desconhecido).

cancellationToken

Inscrição de cancelamento externa.

Pause

public Task Pause()

result = baseOptimizer.Pause()

Optimização de pausas. As novas iterações não começam até que o Retomar seja chamado, e os retrotestes que já estão em execução estão suspensos, de modo que o progresso para imediatamente.

Retorna: Tarefa

ReadResultsAsync

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

result = baseOptimizer.ReadResultsAsync(cancellationToken)

Rende resultados do leitor de canais.

Resume

public Task Resume()

result = baseOptimizer.Resume()

Retomar a otimização pausada.

Retorna: Tarefa

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.

ConnectorInitialized

public event Action<Connector> ConnectorInitialized

baseOptimizer.ConnectorInitialized += handler

Init Connector. Chamado antes de Conectar.

SingleProgressChanged

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

baseOptimizer.SingleProgressChanged += handler

O evento de mudança de progresso único.

StrategyInitialized

public event Action<Strategy, IStrategyParam[]> StrategyInitialized

baseOptimizer.StrategyInitialized += handler

Estratégia inicializada evento.