thaond / truetrade

Automatically exported from code.google.com/p/truetrade
0 stars 0 forks source link

Support optimizer over 1-2 parameters #32

Closed GoogleCodeExporter closed 9 years ago

GoogleCodeExporter commented 9 years ago
Initial goal is to support a brute-force optimizer over two variable (could
offer more, but it may take a long time to execute).

Optimization should only be available to those strategies which define
parameters.  The optimizer should understand select the default value and
envelope it on either side with a given number of steps but allow the user
to change the step size, start and end values.  If these values exceed a
given number, a warning should be presented.

Would like a confirmation dialog which estimates the execution time,
something like:

Execution will take approximately:
  1 sec/trial  = 42 sec
  5 sec/trial  = 2.5 min
  20 sec/trial = 10 min
Do you wish to proceed?

For the simple output, a table listing the details of the execution should
be sufficient, if users can sort on all columns.  Would like to consider
graphical representations which plot the two parameters on the X,Y axis and
another variable is plotted using colour or relief (Z-axis).

Optimization involving 3+ values or any batch with a large number of trials
could use a genetic algorithm.  Defer this functionality for a later
enhancement.

I have some wizard dialogs which gather the parameter information and am
working on adding functionality.

Original issue reported on code.google.com by tyrotra...@gmail.com on 8 May 2007 at 3:19

GoogleCodeExporter commented 9 years ago
Completed.  Graphical analysis is separated out into its own issue.

Original comment by tyrotra...@gmail.com on 24 May 2007 at 7:25