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Update fitness stagnation and fitness calculation based on score

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This commit is contained in:
cryptooda
2025-07-18 05:38:06 +07:00
parent 9c4b5b7877
commit a70b9f6e1a
1 changed files with 7 additions and 51 deletions
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58
src/Managing.Application/GeneticService.cs
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@@ -317,9 +317,12 @@ public class GeneticService : IGeneticService
GetCrossover(request.CrossoverMethod),
GetMutation(request.MutationMethod))
{
Termination = new GenerationNumberTermination(request.Generations),
Termination = new OrTermination(
new GenerationNumberTermination(request.Generations),
new FitnessStagnationTermination(15)
),
MutationProbability = (float)request.MutationRate,
CrossoverProbability = 0.7f, // Fixed crossover rate as in frontend
CrossoverProbability = 0.75f, // Fixed crossover rate as in frontend
TaskExecutor = new ParallelTaskExecutor
{
MinThreads = 4,
@@ -897,15 +900,6 @@ public class TradingBotFitness : IFitness
// Get current generation number (default to 0 if not available)
var currentGeneration = _geneticAlgorithm?.GenerationsNumber ?? 0;
// Log the indicators being tested (only in first few generations to avoid spam)
if (currentGeneration < 5)
{
var selectedIndicators = tradingBotChromosome.GetSelectedIndicators();
var indicatorNames = string.Join(", ", selectedIndicators.Select(i => i.Type.ToString()));
_logger.LogDebug("Generation {Generation}: Testing indicators: {Indicators}",
currentGeneration, indicatorNames);
}
// Run backtest
var backtest = _backtester.RunTradingBotBacktest(
config,
@@ -941,45 +935,7 @@ public class TradingBotFitness : IFitness
// Calculate base fitness from backtest score
var baseFitness = backtest.Score;
// Apply constraint penalty if needed (this will guide the GA toward valid solutions)
var constraintPenalty = CalculateConstraintPenalty(config);
// Return penalized fitness (constraint violations reduce fitness)
return baseFitness * constraintPenalty;
}
/// <summary>
/// Calculates a penalty factor for constraint violations (1.0 = no penalty, < 1.0 = penalty)
/// </summary>
private double CalculateConstraintPenalty(TradingBotConfig config)
{
var takeProfit = Convert.ToDouble(config.MoneyManagement.TakeProfit);
var stopLoss = Convert.ToDouble(config.MoneyManagement.StopLoss);
// Check 1.1:1 risk-reward ratio constraint
var minStopLoss = Math.Max(0.2, takeProfit / 1.1);
var maxStopLoss = takeProfit - 0.1;
// If stop loss is within valid range, no penalty
if (stopLoss >= minStopLoss && stopLoss <= maxStopLoss)
{
return 1.0;
}
// Calculate penalty based on how far outside the valid range the stop loss is
var violation = 0.0;
if (stopLoss < minStopLoss)
{
violation = (minStopLoss - stopLoss) / minStopLoss;
}
else if (stopLoss > maxStopLoss)
{
violation = (stopLoss - maxStopLoss) / maxStopLoss;
}
// Apply penalty: 0.5 for severe violations, 0.8 for minor violations
var penalty = Math.Max(0.5, 1.0 - (violation * 0.5));
return penalty;
// Return base fitness (no penalty for now)
return baseFitness;
}
}