Summary:
This script is used for optimizing the portfolio script parameters using the Brute Force optimization algorithm.

                    
#region Namespaces using System; using System.IO; using System.Linq; using System.Collections.Generic; #endregion namespace ScriptCode { /// <summary> /// Optimization algorithm scripts are used to select the script parameter values to be used in the next optimization runs. /// </summary> public partial class MyOptimizationAlgorithm : OptimizationAlgorithmScriptBase // NEVER CHANGE THE CLASS NAME { #region Variables // Variables Content #endregion #region OnInitialize /// <summary> /// This function is used for accepting the script parameters and for initializing the script prior to all other function calls. /// Once the script is assigned to a desktop, its parameter values can be specified by the user. /// </summary> /// -------------------------------------------------------------------------------------------------- /// PLEASE USE THE SCRIPT WIZARD (CTRL+W) TO ADD, EDIT AND REMOVE THE SCRIPT PARAMETERS /// -------------------------------------------------------------------------------------------------- /// YOU MUST SET A PARAM TAG FOR EACH PARAMETER ACCEPTED BY THIS FUNCTION. /// ALL PARAM TAGS SHOULD BE SET IN THE 'OnInitialize' REGION, RIGHT ABOVE THE 'OnInitialize' FUNCTION. /// THE ORDER OF THE TAGS MUST MATCH THE ORDER OF THE ACTUAL PARAMETERS. /// REQUIRED ATTRIBUTES: /// (1) name: The exact parameter name. /// (2) type: The type of data to collect from the user: /// Set to "Integer" when the data type is 'int' /// Set to "IntegerArray" when the data type is 'int[]' /// Set to "DateTime" when the data type is 'long' /// Set to "DateTimeArray" when the data type is 'long[]' /// Set to "Boolean" when the data type is 'bool' /// Set to "BooleanArray" when the data type is 'bool[]' /// Set to "Double" when the data type is 'double' /// Set to "DoubleArray" when the data type is 'double[]' /// Set to "String" when the data type is 'string' /// Set to "StringArray" when the data type is 'string[]' /// OPTIONAL ATTRIBUTES: /// (3) default: The default parameter value is only valid when the type is Integer, Boolean, Double, String or an API Type. /// (4) min: The minimum parameter value is only valid when the type is Integer or Double. /// (5) max: The maximum parameter value is only valid when the type is Integer or Double. /// EXAMPLE: <param name="" type="" default="" min="" max="">Enter the parameter description here.</param> /// -------------------------------------------------------------------------------------------------- public void OnInitialize() { // OnInitialize Content } #endregion #region OnSelectNextOptimizationVectors /// <summary> /// This function is called in order to select the next optimization vectors to be processed. /// The function may be called multiple times in a row before the OnUpdateOptimizationVector function is called. /// </summary> /// <returns type="IntegerArray">The indexes of the next optimization vectors to process.</returns> public override int[] OnSelectNextOptimizationVectors() { // Get the number of cores available. int numberOfCores = (int) OptimizationProcessorCount(); // Create for holding whether vectors have already been selected. Dictionary<int, bool> exists = new Dictionary<int, bool>(); // Create for holding the requested optimization vectors. List<int> optimizationVectors = new List<int>(); // Iterate over all of the optimization vectors. for (int i = 0; i < OptimizationVectorCount() && optimizationVectors.Count < numberOfCores; i++) { // Check whether the optimization vector hasn't been processed and it hasn't yet been selected. if (!OptimizationVectorIsProcessed(i) && !exists.ContainsKey(i)) { // Add the optimization vector to the list of vectors to process. optimizationVectors.Add(i); // Set the vector index as already existing in the list. exists.Add(i, true); } } return optimizationVectors.ToArray(); } #endregion #region OnGetMaxVectors /// <summary> /// This function is called to get the number of optimization vectors that the algorithm will /// select and run if the optimization process runs to completion. /// </summary> /// <returns type="Integer">The maximum number of optimization vectors to be run.</returns> public override int OnGetMaxVectors() { return OptimizationVectorCount(); } #endregion #region OnUpdateOptimizationVector /// <summary> /// This function is called to notify the optimization algorithm that a vector has been processed. /// </summary> /// <param name="vectorIndex" type="Integer">The vector index of the optimization vector that has been processed</param> public override void OnUpdateOptimizationVector(int vectorIndex) { // OnUpdateOptimizationVector Content } #endregion #region OnShutdown /// <summary> /// This function is called when the script is shutdown. /// </summary> public override void OnShutdown() { // OnShutdown Content } #endregion } }

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