BruteForceOptimizer

StockSharp.Algo.Strategies.Optimization

野蛮的力量优化了策略

构造函数

public BruteForceOptimizer(IEnumerable<Security> securities, IEnumerable<Portfolio> portfolios, IStorageRegistry storageRegistry)

bruteForceOptimizer = BruteForceOptimizer(securities, portfolios, storageRegistry)

初始化了 & ##BruteForceOptimizer+#的新实例.

securities: 仪器,操作会用。
portfolios: 组合,操作将与之进行。
storageRegistry: 市场数据存储.

BruteForceOptimizer

public BruteForceOptimizer(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IStorageRegistry storageRegistry)

bruteForceOptimizer = BruteForceOptimizer(securityProvider, portfolioProvider, storageRegistry)

初始化了 & ##BruteForceOptimizer+#的新实例.

securityProvider: 提供各种文书的信息。
portfolioProvider: 用于注册命令的组合。如果未给出值, 将创建默认名称模拟器的组合。
storageRegistry: 市场数据存储.

BruteForceOptimizer

public BruteForceOptimizer(ISecurityProvider securityProvider, IPortfolioProvider portfolioProvider, IExchangeInfoProvider exchangeInfoProvider, IStorageRegistry storageRegistry, StorageFormats storageFormat, IMarketDataDrive drive)

bruteForceOptimizer = BruteForceOptimizer(securityProvider, portfolioProvider, exchangeInfoProvider, storageRegistry, storageFormat, drive)

初始化了 & ##BruteForceOptimizer+#的新实例.

securityProvider: 提供各种文书的信息。
portfolioProvider: 用于注册命令的组合。如果未给出值, 将创建默认名称模拟器的组合。
exchangeInfoProvider: 交易所和交易委员会供应商。
storageRegistry: 市场数据存储.
storageFormat: 市场数据的格式。默认情况下使用二进制。
drive: 默认使用的存储。默认情况下, 使用 DefaultDrive 。

方法

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)

运行优化并完成重迭。

startTime: 历史上开始造纸交易的日期.
stopTime: 历史上停止纸币交易的日期(日期已列出).
strategies: 优化使用的策略和参数.
cancellationToken: 取消的代币。

返回值: 完成的(战略、参数)对的可模拟。

RunAsync

public IAsyncEnumerable<ValueTuple<Strategy, IStrategyParam[]>> RunAsync(DateTime startTime, DateTime stopTime, IAsyncEnumerable<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.

返回值: 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)

运行优化并完成重迭。

startTime: 历史上开始造纸交易的日期.
stopTime: 历史上停止纸币交易的日期(日期已列出).
tryGetNext: 汉德勒试图获得下一个策略对象.
cancellationToken: 取消的代币。

返回值: 完成的(战略、参数)对的可模拟。

RunAsync

public IAsyncEnumerable<ValueTuple<Strategy, IStrategyParam[]>> RunAsync(DateTime startTime, DateTime stopTime, Func<IPortfolioProvider, CancellationToken, ValueTask<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.

返回值: Async enumerable of completed (strategy, parameters) pairs.