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

object

OptimizerGrid

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Namespace: TuringTrader.Optimizer

Assembly: TuringTrader.Simulator.dll

Syntax

public class OptimizerGrid

Constructors

OptimizerGrid(IAlgorithm, bool)

Crearte and initialize new grid optimizer instance.

Declaration

public OptimizerGrid(IAlgorithm masterInstance, bool verbose = true)

Parameters

Type	Name	Description
IAlgorithm	masterInstance	algorithm to optimize
bool	verbose	show progress information

Fields

MasterInstance

Master instance of algorithm to optimize.

Declaration

public IAlgorithm MasterInstance

Field Value

Type	Description
IAlgorithm

Results

Return list of optimization results.

Declaration

public List<OptimizerResult> Results

Field Value

Type	Description
List<OptimizerResult>

Properties

Progress

Progress of optimization as a double between 0 and 100.

Declaration

public double Progress { get; }

Property Value

Type	Description
double

Methods

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
int	of iterations

ResultsToExcel(string)

Export optimizer results to Excel.

Declaration

public void ResultsToExcel(string excelPath)

Parameters

Type	Name	Description
string	excelPath

Run(DateTime?, DateTime?)

Run optimization.

Declaration

public void Run(DateTime? startTime = null, DateTime? endTime = null)

Parameters

Type	Name	Description
DateTime?	startTime	optimization start time
DateTime?	endTime	optimization end time

SetParametersFromResult(OptimizerResult)

Set master instance to parameters from optimzation result.

Declaration

public void SetParametersFromResult(OptimizerResult result)

Parameters

Type	Name	Description
OptimizerResult	result	optimization result