Class BruteForceOptimizer

Namespace

StockSharp.Algo.Strategies.Optimization

Assembly

StockSharp.Algo.dll

The brute force optimizer of strategies.

public class BruteForceOptimizer : BaseOptimizer, IPersistable, ILogReceiver, ILogSource, IDisposable

Inheritance

object

Disposable

BaseLogSource

BaseLogReceiver

BaseOptimizer

BruteForceOptimizer

Implements

IPersistable

ILogReceiver

ILogSource

IDisposable

Derived

BatchEmulation

Inherited Members

BaseOptimizer.AllocateAdapterCache()

BaseOptimizer.AllocateStorageCache()

BaseOptimizer.FreeAdapterCache(MarketDataStorageCache)

BaseOptimizer.FreeStorageCache(MarketDataStorageCache)

BaseOptimizer.OnStart()

BaseOptimizer.Suspend()

BaseOptimizer.Resume()

BaseOptimizer.Stop()

BaseOptimizer.DisposeManaged()

BaseOptimizer.RaiseStopped()

BaseOptimizer.TryNextRun(DateTime, DateTime, Func<IPortfolioProvider, (Strategy strategy, IStrategyParam[] parameters)?>, MarketDataStorageCache, MarketDataStorageCache, Action)

BaseOptimizer.StorageSettings

BaseOptimizer.EmulationSettings

BaseOptimizer.AdapterCache

BaseOptimizer.StorageCache

BaseOptimizer.SecurityProvider

BaseOptimizer.PortfolioProvider

BaseOptimizer.ExchangeInfoProvider

BaseOptimizer.IsCancelled

BaseOptimizer.State

BaseOptimizer.StopOnSubscriptionError

BaseOptimizer.StateChanged

BaseOptimizer.TotalProgressChanged

BaseOptimizer.SingleProgressChanged

BaseOptimizer.StrategyInitialized

BaseOptimizer.ConnectorInitialized

BaseLogReceiver.LogVerbose(string, params object[])

BaseLogReceiver.LogDebug(string, params object[])

BaseLogReceiver.LogInfo(string, params object[])

BaseLogReceiver.LogWarning(string, params object[])

BaseLogReceiver.LogError(string, params object[])

BaseLogReceiver.LogError(Exception)

BaseLogSource.RaiseLog(LogMessage)

BaseLogSource.ToString()

BaseLogSource.Load(SettingsStorage)

BaseLogSource.Save(SettingsStorage)

BaseLogSource.Id

BaseLogSource.Name

BaseLogSource.Parent

BaseLogSource.LogLevel

BaseLogSource.CurrentTime

BaseLogSource.IsRoot

BaseLogSource.ParentRemoved

BaseLogSource.Log

Disposable.Dispose()

Disposable.DisposeNative()

Disposable.ThrowIfDisposeStarted()

Disposable.ThrowIfDisposed()

Disposable.IsDisposed

Disposable.IsDisposeStarted

Disposable.Disposed

object.GetType()

object.MemberwiseClone()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Extension Methods

TraderHelper.AddOrderErrorLog(ILogReceiver, Order, string, Func<string>)

TraderHelper.AddOrderInfoLog(ILogReceiver, Order, string, Func<string>)

AsyncHelper.FromResult<TValue>(TValue)

AsyncHelper.ToCompleteSource<TValue>(TValue)

CompareHelper.IsDefault<T>(T)

CompareHelper.IsRuntimeDefault<T>(T)

Converter.TypedTo<TFrom, TTo>(TFrom)

DelegateHelper.AddDelegate<TDelegate>(TDelegate, TDelegate)

DelegateHelper.GetInvocationList<TDelegate>(TDelegate)

DelegateHelper.RemoveAllDelegates<TDelegate>(TDelegate)

DelegateHelper.RemoveDelegate<TDelegate>(TDelegate, TDelegate)

DisposableHelper.MakeDisposable<T>(T, Action<T>)

Enumerator.IsDefined<T>(T)

Enumerator.SplitMask<T>(T)

NullableHelper.Convert<T, TResult>(T, Func<T, TResult>, Func<TResult>)

NullableHelper.IsNull<T>(T)

NullableHelper.IsNull<T>(T, bool)

TupleHelper.ToValues<T>(T)

TypeHelper.CheckOnNull<T>(T, string)

TypeHelper.DoDispose<TSource>(TSource)

TypeHelper.ToScope<T>(T, bool)

NetworkHelper.Format<T>(T, bool)

PersistableHelper.TrySerialize<T>(T, out SettingsStorage)

XamlHelper.CopyToClipboard<T>(T)

Paths.SerializeToString<T>(T, bool)

Paths.Serialize<T>(T, bool)

Paths.Serialize<T>(T, string, bool)

CompareHelper.Compare(object, object)

Converter.To(object, Type)

Converter.To<T>(object)

Enumerator.GetAttributeOfType<TAttribute>(object)

Enumerator.IsEnumBrowsable(object)

Enumerator.SplitMask2(object)

TypeHelper.HasProperty(object, string)

EntityPropertyHelper.GetPropValue(object, string, Func<object, string, object>, IDictionary<string, object>)

Extensions.GetBasicProperties(object, int)

Extensions.GetDisplayName(object)

Extensions.GetFieldDescription(object)

Extensions.GetFieldDisplayName(object)

Extensions.GetFieldIcon(object)

JsonHelper.ToJson(object, bool)

JsonHelper.ToJson(object, bool, JsonSerializerSettings)

PersistableHelper.ToStorage(object, bool)

EditorExtensions.ToItemsSource(object, Type, bool?, ListSortDirection?, Func<IItemsSourceItem, bool>, Func<object, string>, Func<object, string>)

XamlHelper.EnsureUIThread(object)

XamlHelper.ShowModel<TWindow>(object, DependencyObject)

XamlHelper.WpfCast<T>(object)

VirtualPropertyRegistry.TryGetVirtualValue(object, string, out object)

Constructors

BruteForceOptimizer(ISecurityProvider, IPortfolioProvider, IStorageRegistry)

Initializes a new instance of the BruteForceOptimizer.

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

Parameters

securityProvider ISecurityProvider

The provider of information about instruments.

portfolioProvider IPortfolioProvider

The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.

storageRegistry IStorageRegistry

Market data storage.

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

Initializes a new instance of the BruteForceOptimizer.

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

Parameters

securityProvider ISecurityProvider

The provider of information about instruments.

portfolioProvider IPortfolioProvider

The portfolio to be used to register orders. If value is not given, the portfolio with default name Simulator will be created.

exchangeInfoProvider IExchangeInfoProvider

Exchanges and trading boards provider.

storageRegistry IStorageRegistry

Market data storage.

storageFormat StorageFormats

The format of market data. Binary is used by default.

drive IMarketDataDrive

The storage which is used by default. By default, DefaultDrive is used.

BruteForceOptimizer(IEnumerable<Security>, IEnumerable<Portfolio>, IStorageRegistry)

Initializes a new instance of the BruteForceOptimizer.

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

Parameters

securities IEnumerable<Security>

Instruments, the operation will be performed with.

portfolios IEnumerable<Portfolio>

Portfolios, the operation will be performed with.

storageRegistry IStorageRegistry

Market data storage.

Methods

GetProgress()

Get progress value. 0..100 or null if progress is unknown.

protected override int? GetProgress()

Returns

int?

Operation result.

Start(DateTime, DateTime, IEnumerable<(Strategy strategy, IStrategyParam[] parameters)>, int)

Start optimization.

public void Start(DateTime startTime, DateTime stopTime, IEnumerable<(Strategy strategy, IStrategyParam[] parameters)> strategies, int iterationCount)

Parameters

startTime DateTime

Date in history for starting the paper trading.

stopTime DateTime

Date in history to stop the paper trading (date is included).

strategies IEnumerable<(Strategy strategy, IStrategyParam[] parameters)>

The strategies and parameters used for optimization.

iterationCount int

Iteration count.

Start(DateTime, DateTime, Func<IPortfolioProvider, (Strategy strategy, IStrategyParam[] parameters)?>, int)

Start optimization.

public void Start(DateTime startTime, DateTime stopTime, Func<IPortfolioProvider, (Strategy strategy, IStrategyParam[] parameters)?> tryGetNext, int iterationCount)

Parameters

startTime DateTime

Date in history for starting the paper trading.

stopTime DateTime

Date in history to stop the paper trading (date is included).

tryGetNext Func<IPortfolioProvider, (Strategy strategy, IStrategyParam[] parameters)?>

Handler to try to get next strategy object.

iterationCount int

Iteration count.