@Override
public List<TimePointStats> start(UserOutput output) {
Thread.currentThread().setName("Main engine execution thread");
double result = 1;
initPopulation();
TimePoint timePoint = new TimePoint(engineSettings.startTimePoint);
List<TimePointStats> timePointStats = new ArrayList<>();
while (engineSettings.endTimePoint.compareTo(timePoint) >= 0) {
TimePointStats stat = executeTimePoint(timePoint);
if (stat != null) {
timePointStats.add(stat);
result *= (stat.getPercentEarned() / 100 + 1);
profitRecorder.recordProfit(stat.getPercentEarned());
output.reportProfitForTimePoint(timePoint, (result - 1) * 100, stat.getPercentEarned());
Debug.d("Time:", timePoint, "Percent earned so far:", (result - 1) * 100);
}
timePoint = timePoint.next();
}
if (!engineSettings.executionOnly) {
savePopulation();
}
Debug.d(
"Profit:",
profitRecorder.getProfit(),
"Drawdown:",
profitRecorder.getMaxDrawdown(),
"Profit / DD:",
profitRecorder.getProfit() / profitRecorder.getMaxDrawdown());
return timePointStats;
}
private void printPercentEarned(DataSetName name, Double actualChange, Prediction prediction) {
double percent;
if (prediction == Prediction.OUT) {
Debug.d("No position");
return;
}
if (prediction.isCorrect(actualChange)) percent = Math.abs(actualChange);
else percent = -Math.abs(actualChange);
Debug.d("Profit for", name, percent);
}
private void savePopulation() {
String dirName = getSavedPopulationDirName();
File dirFile = new File(dirName);
if (!dirFile.exists() && !dirFile.mkdirs()) {
Debug.d("Unable to create directory", dirName);
} else {
population.savePopulation(dirName);
}
}
private static void checkShowPopulation(Parameters parameters) {
String value = parameters.getValue("showPopulation");
if (value != null) {
try {
showPopulation(value);
} catch (IllegalAccessException e) {
Debug.d(e);
}
System.exit(0);
}
}
private TimePointStats executeTimePoint(TimePoint timePoint) {
List<ProgramData> programDataList = data.prepareProgramDataList(timePoint);
if (programDataList.isEmpty()) return null;
Debug.d("Starting TimePoint:", timePoint);
TimePointResult timePointResult =
timePointExecutor.execute(
timePoint, programDataList, population, !engineSettings.executionOnly);
TimePointStats timePointStats = TimePointStats.getNewStats(timePoint);
for (DataSetResult dataSetResult : timePointResult.listDataSetResults()) {
Prediction prediction = dataSetResult.getCumulativePrediction();
Debug.d("Prediction for:", dataSetResult.getName(), prediction);
Double actualChange = data.getActualChange(dataSetResult.getName(), timePoint);
if (!actualChange.isNaN()) {
Debug.d("Actual change:", actualChange);
printPercentEarned(dataSetResult.getName(), actualChange, prediction);
timePointStats.update(dataSetResult.getName(), actualChange, prediction);
}
}
if (!engineSettings.executionOnly) {
updatePopulation();
}
Debug.d("Finished TimePoint:", timePoint);
return timePointStats;
}
