BruteForceOptimizer
StockSharp.Algo.Strategies.Optimization
The brute force optimizer of strategies.
Наследует: BaseOptimizer
Конструкторы
BruteForceOptimizer(IEnumerable<Security>, IEnumerable<Portfolio>, IStorageRegistry)
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(ISecurityProvider, IPortfolioProvider, IStorageRegistry)
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(ISecurityProvider, IPortfolioProvider, IExchangeInfoProvider, IStorageRegistry, StorageFormats, IMarketDataDrive)
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.
Методы
RunAsync(DateTime, DateTime, IEnumerable<ValueTuple<Strategy, IStrategyParam[]>>, CancellationToken) : IAsyncEnumerable<ValueTuple<Strategy, IStrategyParam[]>>
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.
Возвращает: Async enumerable of completed (strategy, parameters) pairs.
RunAsync(DateTime, DateTime, Func<IPortfolioProvider, ValueTuple?<Strategy, IStrategyParam[]>>, CancellationToken) : IAsyncEnumerable<ValueTuple<Strategy, IStrategyParam[]>>
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.
Возвращает: Async enumerable of completed (strategy, parameters) pairs.