BaseOptimizer — StockSharp 文档

构造函数

BaseOptimizer(ISecurityProvider, IPortfolioProvider, IExchangeInfoProvider, IStorageRegistry, StorageFormats, IMarketDataDrive)

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.

属性

AdapterCache : MarketDataStorageCache

AdapterCache.

EmulationSettings : OptimizerSettings

Emulation settings.

ExchangeInfoProvider : IExchangeInfoProvider

IExchangeInfoProvider

IsPaused : bool

Whether optimization is currently paused.

PortfolioProvider : IPortfolioProvider

IPortfolioProvider

SecurityProvider : ISecurityProvider

ISecurityProvider

StopOnSubscriptionError : bool

StopOnSubscriptionError

StorageCache : MarketDataStorageCache

StorageCache.

StorageSettings : StorageCoreSettings

Storage settings.

方法

AllocateAdapterCache() : MarketDataStorageCache

Allocate AdapterCache.

返回值: AdapterCache

AllocateStorageCache() : MarketDataStorageCache

Allocate StorageCache.

返回值: StorageCache

CompleteChannel()

Complete the channel so RunAsync enumeration ends.

DisposeManaged()

Release resources.

FreeAdapterCache(MarketDataStorageCache)

Free AdapterCache.

cache: AdapterCache

FreeStorageCache(MarketDataStorageCache)

Free StorageCache.

cache: StorageCache

InitializeRunAsync(int, 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() : Task

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

返回值: Task

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

Yield results from channel reader.

Resume() : Task

Resume paused optimization.

返回值: Task

TryNextRunAsync(DateTime, DateTime, Func<IPortfolioProvider, ValueTuple?<Strategy, IStrategyParam[]>>, MarketDataStorageCache, MarketDataStorageCache, CancellationToken) : ValueTask<bool>

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.

事件

ConnectorInitialized : Action<Connector>

Init Connector. Called before Connect.

SingleProgressChanged : Action<Strategy, IStrategyParam[], int>

The event of single progress change.

StrategyInitialized : Action<Strategy, IStrategyParam[]>

Strategy initialized event.