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

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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

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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<T><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
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
int

of iterations
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ResultsToExcel(string)

Export optimizer results to Excel.

Declaration
public void ResultsToExcel(string excelPath)
Parameters
Type Name Description
string excelPath
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Run(DateTime?, DateTime?)

Run optimization.

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

optimization start time
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