GeneticOptimizer
StockSharp.Algo.Strategies.Optimization
The genetic optimizer of strategies.
继承自: BaseOptimizer
构造函数
GeneticOptimizer(ISecurityProvider, IPortfolioProvider, IStorageRegistry, IFileSystem)
Initializes a new instance of the GeneticOptimizer.
- 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.
- fileSystem
- File system.
GeneticOptimizer(ISecurityProvider, IPortfolioProvider, IExchangeInfoProvider, IStorageRegistry, StorageFormats, IMarketDataDrive, IFileSystem)
Initializes a new instance of the GeneticOptimizer.
- 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.
- fileSystem
- File system.
GeneticOptimizer(ISecurityProvider, IPortfolioProvider, IExchangeInfoProvider, IStorageRegistry, StorageFormats, IMarketDataDrive, IFitnessFormulaProvider)
Initializes a new instance of the GeneticOptimizer.
- 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.
- formulaProvider
- Fitness formula provider.
属性
Settings : GeneticSettings
GeneticSettings
方法
HasRemainingIterations() : bool
Check if there are remaining iterations.
RunAsync(DateTime, DateTime, Strategy, IEnumerable<ValueTuple<IStrategyParam, object, object, object, IEnumerable>>, Func<Strategy, decimal>, ISelection, ICrossover, IMutation, 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).
- strategy
- Strategy.
- parameters
- Parameters used to generate chromosomes.
- calcFitness
- Calc fitness value function. If the value from Fitness will be used.
- selection
- ISelection. If the value from Selection will be used.
- crossover
- ICrossover. If the value from Crossover will be used.
- mutation
- IMutation. If the value from Mutation will be used.
- cancellationToken
- Cancellation token.
返回值: Async enumerable of completed (strategy, parameters) pairs.
TryConsumeIteration() : bool
Try to consume one iteration from the limit.
返回值: True if iteration was consumed, false if limit reached.