Class OptimizerGrid

Exhaustive grid optimizer. This optimizer iterate through all possible parameter combinations in a brute-force fashion. Individual iterations are executed in parallel, as far as possible.

Inheritance
System.Object
OptimizerGrid
Inherited Members
System.Object.Equals(System.Object)
System.Object.Equals(System.Object, System.Object)
System.Object.GetHashCode()
System.Object.GetType()
System.Object.MemberwiseClone()
System.Object.ReferenceEquals(System.Object, System.Object)
System.Object.ToString()
Namespace: TuringTrader.Simulator
Assembly: TuringTrader.Simulator.dll
Syntax
public class OptimizerGrid

Constructors

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OptimizerGrid(IAlgorithm, Boolean)

Crearte and initialize new grid optimizer instance.

Declaration
public OptimizerGrid(IAlgorithm masterInstance, bool verbose = true)
Parameters
Type Name Description
IAlgorithm masterInstance

algorithm to optimize
System.Boolean verbose

show progress information

Fields

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MasterInstance

Master instance of algorithm to optimize.

Declaration
public IAlgorithm MasterInstance
Field Value
Type Description
IAlgorithm
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Results

Return list of optimization results.

Declaration
public List<OptimizerResult> Results
Field Value
Type Description
System.Collections.Generic.List<OptimizerResult>

Properties

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Progress

Progress of optimization as a double between 0 and 100.

Declaration
public double Progress { get; }
Property Value
Type Description
System.Double

Methods

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NumIterations(IAlgorithm)

Number of optimizer iterations

Declaration
public static int NumIterations(IAlgorithm algo)
Parameters
Type Name Description
IAlgorithm algo

algorithm to optimize
Returns
Type Description
System.Int32

of iterations
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ResultsToExcel(String)

Export optimizer results to Excel.

Declaration
public void ResultsToExcel(string excelPath)
Parameters
Type Name Description
System.String excelPath
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Run(Nullable<DateTime>, Nullable<DateTime>)

Run optimization.

Declaration
public void Run(DateTime? startTime = null, DateTime? endTime = null)
Parameters
Type Name Description
System.Nullable<System.DateTime> startTime

optimization start time
System.Nullable<System.DateTime> endTime

optimization end time
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SetParametersFromResult(OptimizerResult)

Set master instance to parameters from optimzation result.

Declaration
public void SetParametersFromResult(OptimizerResult result)
Parameters
Type Name Description
OptimizerResult result

optimization result