Demo 05: Running the Optimizer

This article needs to be rewritten for the v2 engine. In the meantime, check out the demo code below and the previous article for the v1 engine.

using System;
using System.Collections.Generic;
using System.IO;
using System.Linq;
using System.Text;
using System.Threading;
using System.Threading.Tasks;
using TuringTrader.Optimizer;
using TuringTrader.SimulatorV2;
using TuringTrader.SimulatorV2.Indicators;
using TuringTrader.SimulatorV2.Assets;

namespace TuringTrader.Demos
{
    public class Demo05_Optimizer : Algorithm
    {
        // these are the parameters to optimize. note that
        // we can optimize fields and properties alike
        [OptimizerParam(0, 90, 10)]
        public int X { get; set; } = 40;

        [OptimizerParam(0, 9, 1)]
        public int Y = 2;

        override public void Run()
        {
            // this is just a dummy for the algorithm's internal functionality.
            Thread.Sleep(250);

            // we can set the FitnessValue manually
            // as a default, TuringTrader will use the
            // return on maximum drawdown
            FitnessValue = X + Y;

            // avoid printing to the log while optimizing
            if (!IsOptimizing)
                Output.WriteLine("Run: {0}", OptimizerParamsAsString);
        }

        // dummy report - typically, we would create a pretty chart here
        public override void Report()
        {
            Output.WriteLine("Report: Fitness={0}", FitnessValue);
        }
    }
}