Class GeneticOptimizer

Namespace

StockSharp.Algo.Strategies.Optimization

Assembly

StockSharp.Algo.dll

The genetic optimizer of strategies.

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

Inheritance

object

Disposable

BaseLogSource

BaseLogReceiver

BaseOptimizer

GeneticOptimizer

Implements

IPersistable

ILogReceiver

ILogSource

IDisposable

Inherited Members

BaseOptimizer.AllocateAdapterCache()

BaseOptimizer.AllocateStorageCache()

BaseOptimizer.FreeAdapterCache(MarketDataStorageCache)

BaseOptimizer.FreeStorageCache(MarketDataStorageCache)

BaseOptimizer.OnStart()

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

GeneticOptimizer(ISecurityProvider, IPortfolioProvider, IStorageRegistry)

Initializes a new instance of the GeneticOptimizer.

public GeneticOptimizer(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.

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

Initializes a new instance of the GeneticOptimizer.

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

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.

Properties

Settings

GeneticSettings

public GeneticSettings Settings { get; }

Property Value

GeneticSettings

Methods

GetProgress()

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

protected override int? GetProgress()

Returns

int?

Operation result.

Resume()

To resume the optimization.

public override void Resume()

Start(DateTime, DateTime, Strategy, IEnumerable<(IStrategyParam param, object from, object to, object step, IEnumerable values)>, Func<Strategy, decimal>, ISelection, ICrossover, IMutation)

Start optimization.

[CLSCompliant(false)]
public void Start(DateTime startTime, DateTime stopTime, Strategy strategy, IEnumerable<(IStrategyParam param, object from, object to, object step, IEnumerable values)> parameters, Func<Strategy, decimal> calcFitness = null, ISelection selection = null, ICrossover crossover = null, IMutation mutation = null)

Parameters

startTime DateTime

Date in history for starting the paper trading.

stopTime DateTime

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

strategy Strategy

Strategy.

parameters IEnumerable<(IStrategyParam param, object from, object to, object step, IEnumerable values)>

Parameters used to generate chromosomes.

calcFitness Func<Strategy, decimal>

Calc fitness value function. If null the value from Fitness will be used.

selection ISelection

GeneticSharp.ISelection. If null the value from Selection will be used.

crossover ICrossover

GeneticSharp.ICrossover. If null the value from Crossover will be used.

mutation IMutation

GeneticSharp.IMutation. If null the value from Mutation will be used.

Stop()

To stop optimization.

public override void Stop()

Suspend()

To suspend the optimization.

public override void Suspend()