Add progression and new method of selection/mutation/crossover
This commit is contained in:
@@ -314,6 +314,8 @@ public class BacktestController : BaseController
|
||||
request.Generations,
|
||||
request.MutationRate,
|
||||
request.SelectionMethod,
|
||||
request.CrossoverMethod,
|
||||
request.MutationMethod,
|
||||
request.ElitismPercentage,
|
||||
request.MaxTakeProfit,
|
||||
request.EligibleIndicators);
|
||||
|
||||
@@ -52,6 +52,16 @@ public class RunGeneticRequest
|
||||
/// </summary>
|
||||
public GeneticSelectionMethod SelectionMethod { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// The crossover method to use
|
||||
/// </summary>
|
||||
public GeneticCrossoverMethod CrossoverMethod { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// The mutation method to use
|
||||
/// </summary>
|
||||
public GeneticMutationMethod MutationMethod { get; set; }
|
||||
|
||||
/// <summary>
|
||||
/// The percentage of elite individuals to preserve (1-50)
|
||||
/// </summary>
|
||||
|
||||
@@ -22,6 +22,8 @@ public interface IGeneticService
|
||||
/// <param name="generations">The number of generations to evolve</param>
|
||||
/// <param name="mutationRate">The mutation rate (0.0 - 1.0)</param>
|
||||
/// <param name="selectionMethod">The selection method to use</param>
|
||||
/// <param name="crossoverMethod">The crossover method to use</param>
|
||||
/// <param name="mutationMethod">The mutation method to use</param>
|
||||
/// <param name="elitismPercentage">The percentage of elite individuals to preserve</param>
|
||||
/// <param name="maxTakeProfit">The maximum take profit percentage</param>
|
||||
/// <param name="eligibleIndicators">The list of eligible indicators</param>
|
||||
@@ -37,6 +39,8 @@ public interface IGeneticService
|
||||
int generations,
|
||||
double mutationRate,
|
||||
GeneticSelectionMethod selectionMethod,
|
||||
GeneticCrossoverMethod crossoverMethod,
|
||||
GeneticMutationMethod mutationMethod,
|
||||
int elitismPercentage,
|
||||
double maxTakeProfit,
|
||||
List<IndicatorType> eligibleIndicators);
|
||||
|
||||
@@ -24,4 +24,5 @@ public interface IMessengerService
|
||||
Task SendNewTopFundingRate(FundingRate newRate);
|
||||
Task SendFundingRateUpdate(FundingRate oldRate, FundingRate newRate);
|
||||
Task SendBacktestNotification(Backtest backtest);
|
||||
Task SendGeneticAlgorithmNotification(GeneticRequest request, double bestFitness, object? bestChromosome);
|
||||
}
|
||||
@@ -21,6 +21,7 @@ public class GeneticService : IGeneticService
|
||||
private readonly IGeneticRepository _geneticRepository;
|
||||
private readonly IBacktester _backtester;
|
||||
private readonly ILogger<GeneticService> _logger;
|
||||
private readonly IMessengerService _messengerService;
|
||||
|
||||
// Predefined parameter ranges for each indicator (matching backtestGenetic.tsx)
|
||||
public static readonly Dictionary<string, (double min, double max)> ParameterRanges = new()
|
||||
@@ -186,11 +187,13 @@ public class GeneticService : IGeneticService
|
||||
public GeneticService(
|
||||
IGeneticRepository geneticRepository,
|
||||
IBacktester backtester,
|
||||
ILogger<GeneticService> logger)
|
||||
ILogger<GeneticService> logger,
|
||||
IMessengerService messengerService)
|
||||
{
|
||||
_geneticRepository = geneticRepository;
|
||||
_backtester = backtester;
|
||||
_logger = logger;
|
||||
_messengerService = messengerService;
|
||||
}
|
||||
|
||||
public GeneticRequest CreateGeneticRequest(
|
||||
@@ -204,6 +207,8 @@ public class GeneticService : IGeneticService
|
||||
int generations,
|
||||
double mutationRate,
|
||||
GeneticSelectionMethod selectionMethod,
|
||||
GeneticCrossoverMethod crossoverMethod,
|
||||
GeneticMutationMethod mutationMethod,
|
||||
int elitismPercentage,
|
||||
double maxTakeProfit,
|
||||
List<IndicatorType> eligibleIndicators)
|
||||
@@ -220,6 +225,8 @@ public class GeneticService : IGeneticService
|
||||
Generations = generations,
|
||||
MutationRate = mutationRate,
|
||||
SelectionMethod = selectionMethod,
|
||||
CrossoverMethod = crossoverMethod,
|
||||
MutationMethod = mutationMethod,
|
||||
ElitismPercentage = elitismPercentage,
|
||||
MaxTakeProfit = maxTakeProfit,
|
||||
EligibleIndicators = eligibleIndicators,
|
||||
@@ -307,8 +314,8 @@ public class GeneticService : IGeneticService
|
||||
population,
|
||||
fitness,
|
||||
GetSelection(request.SelectionMethod),
|
||||
new UniformCrossover(),
|
||||
GetMutation(request.MutationRate))
|
||||
GetCrossover(request.CrossoverMethod),
|
||||
GetMutation(request.MutationMethod))
|
||||
{
|
||||
Termination = new GenerationNumberTermination(request.Generations),
|
||||
MutationProbability = (float)request.MutationRate,
|
||||
@@ -330,9 +337,7 @@ public class GeneticService : IGeneticService
|
||||
{
|
||||
generationCount = ga.GenerationsNumber;
|
||||
|
||||
// Update progress every 5 generations
|
||||
if (generationCount % 5 == 0)
|
||||
{
|
||||
// Update progress every generation
|
||||
var bestFitness = ga.BestChromosome?.Fitness ?? 0;
|
||||
request.CurrentGeneration = generationCount;
|
||||
request.BestFitnessSoFar = bestFitness;
|
||||
@@ -350,7 +355,6 @@ public class GeneticService : IGeneticService
|
||||
}
|
||||
|
||||
UpdateGeneticRequest(request);
|
||||
}
|
||||
|
||||
// Check for cancellation
|
||||
if (cancellationToken.IsCancellationRequested)
|
||||
@@ -403,6 +407,16 @@ public class GeneticService : IGeneticService
|
||||
|
||||
UpdateGeneticRequest(request);
|
||||
|
||||
// Send notification about the completed genetic algorithm
|
||||
try
|
||||
{
|
||||
await _messengerService.SendGeneticAlgorithmNotification(request, bestFitness, bestChromosome);
|
||||
}
|
||||
catch (Exception notificationEx)
|
||||
{
|
||||
_logger.LogWarning(notificationEx, "Failed to send genetic algorithm notification for request {RequestId}", request.RequestId);
|
||||
}
|
||||
|
||||
return new GeneticAlgorithmResult
|
||||
{
|
||||
BestFitness = bestFitness,
|
||||
@@ -429,16 +443,48 @@ public class GeneticService : IGeneticService
|
||||
{
|
||||
return selectionMethod switch
|
||||
{
|
||||
GeneticSelectionMethod.Tournament => new TournamentSelection(),
|
||||
GeneticSelectionMethod.Elite => new EliteSelection(),
|
||||
GeneticSelectionMethod.Roulette => new RouletteWheelSelection(),
|
||||
GeneticSelectionMethod.FitnessWeighted => new RankSelection(), // Use rank selection as approximation
|
||||
GeneticSelectionMethod.StochasticUniversalSampling => new StochasticUniversalSamplingSelection(),
|
||||
GeneticSelectionMethod.Tournament => new TournamentSelection(),
|
||||
GeneticSelectionMethod.Truncation => new TruncationSelection(),
|
||||
_ => new TournamentSelection()
|
||||
};
|
||||
}
|
||||
|
||||
private IMutation GetMutation(double mutationRate)
|
||||
private ICrossover GetCrossover(GeneticCrossoverMethod crossoverMethod)
|
||||
{
|
||||
return new UniformMutation(true);
|
||||
return crossoverMethod switch
|
||||
{
|
||||
GeneticCrossoverMethod.AlternatingPosition => new AlternatingPositionCrossover(),
|
||||
GeneticCrossoverMethod.CutAndSplice => new CutAndSpliceCrossover(),
|
||||
GeneticCrossoverMethod.Cycle => new CycleCrossover(),
|
||||
GeneticCrossoverMethod.OnePoint => new OnePointCrossover(),
|
||||
GeneticCrossoverMethod.OrderBased => new OrderBasedCrossover(),
|
||||
GeneticCrossoverMethod.Ordered => new OrderedCrossover(),
|
||||
GeneticCrossoverMethod.PartiallyMapped => new PartiallyMappedCrossover(),
|
||||
GeneticCrossoverMethod.PositionBased => new PositionBasedCrossover(),
|
||||
GeneticCrossoverMethod.ThreeParent => new ThreeParentCrossover(),
|
||||
GeneticCrossoverMethod.TwoPoint => new TwoPointCrossover(),
|
||||
GeneticCrossoverMethod.Uniform => new UniformCrossover(),
|
||||
GeneticCrossoverMethod.VotingRecombination => new VotingRecombinationCrossover(),
|
||||
_ => new UniformCrossover()
|
||||
};
|
||||
}
|
||||
|
||||
private IMutation GetMutation(GeneticMutationMethod mutationMethod)
|
||||
{
|
||||
return mutationMethod switch
|
||||
{
|
||||
GeneticMutationMethod.Displacement => new DisplacementMutation(),
|
||||
GeneticMutationMethod.FlipBit => new FlipBitMutation(),
|
||||
GeneticMutationMethod.Insertion => new InsertionMutation(),
|
||||
GeneticMutationMethod.PartialShuffle => new PartialShuffleMutation(),
|
||||
GeneticMutationMethod.ReverseSequence => new ReverseSequenceMutation(),
|
||||
GeneticMutationMethod.Twors => new TworsMutation(),
|
||||
GeneticMutationMethod.Uniform => new UniformMutation(true),
|
||||
_ => new UniformMutation(true)
|
||||
};
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -176,6 +176,19 @@ public class MessengerService : IMessengerService
|
||||
}
|
||||
}
|
||||
|
||||
public async Task SendGeneticAlgorithmNotification(GeneticRequest request, double bestFitness, object? bestChromosome)
|
||||
{
|
||||
try
|
||||
{
|
||||
var message = BuildGeneticAlgorithmMessage(request, bestFitness, bestChromosome);
|
||||
await _webhookService.SendMessage(message, "2775292276");
|
||||
}
|
||||
catch (Exception e)
|
||||
{
|
||||
Console.WriteLine($"Failed to send genetic algorithm notification: {e.Message}");
|
||||
}
|
||||
}
|
||||
|
||||
private string BuildBacktestConfigMessage(Backtest backtest)
|
||||
{
|
||||
var config = backtest.Config;
|
||||
@@ -263,4 +276,42 @@ public class MessengerService : IMessengerService
|
||||
|
||||
return message;
|
||||
}
|
||||
|
||||
private string BuildGeneticAlgorithmMessage(GeneticRequest request, double bestFitness, object? bestChromosome)
|
||||
{
|
||||
var duration = request.CompletedAt.HasValue
|
||||
? request.CompletedAt.Value - request.CreatedAt
|
||||
: TimeSpan.Zero;
|
||||
|
||||
var indicators = request.EligibleIndicators.Any()
|
||||
? string.Join(", ", request.EligibleIndicators.Select(i => i.ToString()))
|
||||
: "N/A";
|
||||
|
||||
if (request.EligibleIndicators.Count > 5)
|
||||
{
|
||||
indicators += $" (+{request.EligibleIndicators.Count - 5} more)";
|
||||
}
|
||||
|
||||
var message = $"🧬 Genetic Algorithm Completed! 🧬\n\n" +
|
||||
$"🔹 Symbol: {request.Ticker}\n" +
|
||||
$"⏱️ Timeframe: {request.Timeframe}\n" +
|
||||
$"👥 Population: {request.PopulationSize}\n" +
|
||||
$"🔄 Generations: {request.Generations}\n" +
|
||||
$"🎯 Selection: {request.SelectionMethod}\n" +
|
||||
$"🔀 Crossover: {request.CrossoverMethod}\n" +
|
||||
$"🧬 Mutation: {request.MutationMethod}\n" +
|
||||
$"🧩 Indicators: {indicators}\n" +
|
||||
$"📅 Period: {request.StartDate:yyyy-MM-dd} to {request.EndDate:yyyy-MM-dd}\n" +
|
||||
$"📈 Results:\n" +
|
||||
$"⭐ Best Fitness: {bestFitness:F4}\n" +
|
||||
$"⏱️ Duration: {duration.TotalMinutes:F1} minutes\n" +
|
||||
$"🆔 Request ID: {request.RequestId[..8]}...";
|
||||
|
||||
if (request.BestFitnessSoFar.HasValue && request.BestFitnessSoFar.Value > 0)
|
||||
{
|
||||
message += $"\n🏆 Best Fitness So Far: {request.BestFitnessSoFar.Value:F4}";
|
||||
}
|
||||
|
||||
return message;
|
||||
}
|
||||
}
|
||||
@@ -422,8 +422,43 @@ public static class Enums
|
||||
/// </summary>
|
||||
public enum GeneticSelectionMethod
|
||||
{
|
||||
Tournament,
|
||||
Elite,
|
||||
Roulette,
|
||||
FitnessWeighted
|
||||
StochasticUniversalSampling,
|
||||
Tournament,
|
||||
Truncation
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Crossover methods for genetic algorithm optimization
|
||||
/// </summary>
|
||||
public enum GeneticCrossoverMethod
|
||||
{
|
||||
AlternatingPosition,
|
||||
CutAndSplice,
|
||||
Cycle,
|
||||
OnePoint,
|
||||
OrderBased,
|
||||
Ordered,
|
||||
PartiallyMapped,
|
||||
PositionBased,
|
||||
ThreeParent,
|
||||
TwoPoint,
|
||||
Uniform,
|
||||
VotingRecombination
|
||||
}
|
||||
|
||||
/// <summary>
|
||||
/// Mutation methods for genetic algorithm optimization
|
||||
/// </summary>
|
||||
public enum GeneticMutationMethod
|
||||
{
|
||||
Displacement,
|
||||
FlipBit,
|
||||
Insertion,
|
||||
PartialShuffle,
|
||||
ReverseSequence,
|
||||
Twors,
|
||||
Uniform
|
||||
}
|
||||
}
|
||||
@@ -112,6 +112,18 @@ public class GeneticRequest
|
||||
[Required]
|
||||
public GeneticSelectionMethod SelectionMethod { get; set; } = GeneticSelectionMethod.Tournament;
|
||||
|
||||
/// <summary>
|
||||
/// The crossover method to use
|
||||
/// </summary>
|
||||
[Required]
|
||||
public GeneticCrossoverMethod CrossoverMethod { get; set; } = GeneticCrossoverMethod.Uniform;
|
||||
|
||||
/// <summary>
|
||||
/// The mutation method to use
|
||||
/// </summary>
|
||||
[Required]
|
||||
public GeneticMutationMethod MutationMethod { get; set; } = GeneticMutationMethod.Uniform;
|
||||
|
||||
/// <summary>
|
||||
/// The percentage of elite individuals to preserve (1-50)
|
||||
/// </summary>
|
||||
|
||||
@@ -20,6 +20,8 @@ namespace Managing.Infrastructure.Databases.MongoDb.Collections
|
||||
public int Generations { get; set; }
|
||||
public double MutationRate { get; set; }
|
||||
public GeneticSelectionMethod SelectionMethod { get; set; }
|
||||
public GeneticCrossoverMethod CrossoverMethod { get; set; }
|
||||
public GeneticMutationMethod MutationMethod { get; set; }
|
||||
public int ElitismPercentage { get; set; }
|
||||
public double MaxTakeProfit { get; set; }
|
||||
public List<IndicatorType> EligibleIndicators { get; set; } = new();
|
||||
|
||||
@@ -209,13 +209,18 @@ public static class MongoMappers
|
||||
Generations = dto.Generations,
|
||||
MutationRate = dto.MutationRate,
|
||||
SelectionMethod = dto.SelectionMethod,
|
||||
CrossoverMethod = dto.CrossoverMethod,
|
||||
MutationMethod = dto.MutationMethod,
|
||||
ElitismPercentage = dto.ElitismPercentage,
|
||||
MaxTakeProfit = dto.MaxTakeProfit,
|
||||
EligibleIndicators = dto.EligibleIndicators,
|
||||
BestFitness = dto.BestFitness,
|
||||
BestIndividual = dto.BestIndividual,
|
||||
ErrorMessage = dto.ErrorMessage,
|
||||
ProgressInfo = dto.ProgressInfo
|
||||
ProgressInfo = dto.ProgressInfo,
|
||||
BestChromosome = dto.BestChromosome,
|
||||
BestFitnessSoFar = dto.BestFitnessSoFar,
|
||||
CurrentGeneration = dto.CurrentGeneration
|
||||
};
|
||||
}
|
||||
|
||||
@@ -239,13 +244,18 @@ public static class MongoMappers
|
||||
Generations = geneticRequest.Generations,
|
||||
MutationRate = geneticRequest.MutationRate,
|
||||
SelectionMethod = geneticRequest.SelectionMethod,
|
||||
CrossoverMethod = geneticRequest.CrossoverMethod,
|
||||
MutationMethod = geneticRequest.MutationMethod,
|
||||
ElitismPercentage = geneticRequest.ElitismPercentage,
|
||||
MaxTakeProfit = geneticRequest.MaxTakeProfit,
|
||||
EligibleIndicators = geneticRequest.EligibleIndicators,
|
||||
BestFitness = geneticRequest.BestFitness,
|
||||
BestIndividual = geneticRequest.BestIndividual,
|
||||
ErrorMessage = geneticRequest.ErrorMessage,
|
||||
ProgressInfo = geneticRequest.ProgressInfo
|
||||
ProgressInfo = geneticRequest.ProgressInfo,
|
||||
BestChromosome = geneticRequest.BestChromosome,
|
||||
BestFitnessSoFar = geneticRequest.BestFitnessSoFar,
|
||||
CurrentGeneration = geneticRequest.CurrentGeneration
|
||||
};
|
||||
}
|
||||
|
||||
|
||||
@@ -3771,6 +3771,8 @@ export interface GeneticRequest {
|
||||
generations: number;
|
||||
mutationRate: number;
|
||||
selectionMethod: GeneticSelectionMethod;
|
||||
crossoverMethod: GeneticCrossoverMethod;
|
||||
mutationMethod: GeneticMutationMethod;
|
||||
elitismPercentage: number;
|
||||
maxTakeProfit: number;
|
||||
eligibleIndicators: IndicatorType[];
|
||||
@@ -3793,9 +3795,36 @@ export enum GeneticRequestStatus {
|
||||
}
|
||||
|
||||
export enum GeneticSelectionMethod {
|
||||
Tournament = "Tournament",
|
||||
Elite = "Elite",
|
||||
Roulette = "Roulette",
|
||||
FitnessWeighted = "FitnessWeighted",
|
||||
StochasticUniversalSampling = "StochasticUniversalSampling",
|
||||
Tournament = "Tournament",
|
||||
Truncation = "Truncation",
|
||||
}
|
||||
|
||||
export enum GeneticCrossoverMethod {
|
||||
AlternatingPosition = "AlternatingPosition",
|
||||
CutAndSplice = "CutAndSplice",
|
||||
Cycle = "Cycle",
|
||||
OnePoint = "OnePoint",
|
||||
OrderBased = "OrderBased",
|
||||
Ordered = "Ordered",
|
||||
PartiallyMapped = "PartiallyMapped",
|
||||
PositionBased = "PositionBased",
|
||||
ThreeParent = "ThreeParent",
|
||||
TwoPoint = "TwoPoint",
|
||||
Uniform = "Uniform",
|
||||
VotingRecombination = "VotingRecombination",
|
||||
}
|
||||
|
||||
export enum GeneticMutationMethod {
|
||||
Displacement = "Displacement",
|
||||
FlipBit = "FlipBit",
|
||||
Insertion = "Insertion",
|
||||
PartialShuffle = "PartialShuffle",
|
||||
ReverseSequence = "ReverseSequence",
|
||||
Twors = "Twors",
|
||||
Uniform = "Uniform",
|
||||
}
|
||||
|
||||
export interface RunGeneticRequest {
|
||||
@@ -3808,6 +3837,8 @@ export interface RunGeneticRequest {
|
||||
generations?: number;
|
||||
mutationRate?: number;
|
||||
selectionMethod?: GeneticSelectionMethod;
|
||||
crossoverMethod?: GeneticCrossoverMethod;
|
||||
mutationMethod?: GeneticMutationMethod;
|
||||
elitismPercentage?: number;
|
||||
maxTakeProfit?: number;
|
||||
eligibleIndicators?: IndicatorType[] | null;
|
||||
|
||||
@@ -674,6 +674,8 @@ export interface GeneticRequest {
|
||||
generations: number;
|
||||
mutationRate: number;
|
||||
selectionMethod: GeneticSelectionMethod;
|
||||
crossoverMethod: GeneticCrossoverMethod;
|
||||
mutationMethod: GeneticMutationMethod;
|
||||
elitismPercentage: number;
|
||||
maxTakeProfit: number;
|
||||
eligibleIndicators: IndicatorType[];
|
||||
@@ -696,9 +698,36 @@ export enum GeneticRequestStatus {
|
||||
}
|
||||
|
||||
export enum GeneticSelectionMethod {
|
||||
Tournament = "Tournament",
|
||||
Elite = "Elite",
|
||||
Roulette = "Roulette",
|
||||
FitnessWeighted = "FitnessWeighted",
|
||||
StochasticUniversalSampling = "StochasticUniversalSampling",
|
||||
Tournament = "Tournament",
|
||||
Truncation = "Truncation",
|
||||
}
|
||||
|
||||
export enum GeneticCrossoverMethod {
|
||||
AlternatingPosition = "AlternatingPosition",
|
||||
CutAndSplice = "CutAndSplice",
|
||||
Cycle = "Cycle",
|
||||
OnePoint = "OnePoint",
|
||||
OrderBased = "OrderBased",
|
||||
Ordered = "Ordered",
|
||||
PartiallyMapped = "PartiallyMapped",
|
||||
PositionBased = "PositionBased",
|
||||
ThreeParent = "ThreeParent",
|
||||
TwoPoint = "TwoPoint",
|
||||
Uniform = "Uniform",
|
||||
VotingRecombination = "VotingRecombination",
|
||||
}
|
||||
|
||||
export enum GeneticMutationMethod {
|
||||
Displacement = "Displacement",
|
||||
FlipBit = "FlipBit",
|
||||
Insertion = "Insertion",
|
||||
PartialShuffle = "PartialShuffle",
|
||||
ReverseSequence = "ReverseSequence",
|
||||
Twors = "Twors",
|
||||
Uniform = "Uniform",
|
||||
}
|
||||
|
||||
export interface RunGeneticRequest {
|
||||
@@ -711,6 +740,8 @@ export interface RunGeneticRequest {
|
||||
generations?: number;
|
||||
mutationRate?: number;
|
||||
selectionMethod?: GeneticSelectionMethod;
|
||||
crossoverMethod?: GeneticCrossoverMethod;
|
||||
mutationMethod?: GeneticMutationMethod;
|
||||
elitismPercentage?: number;
|
||||
maxTakeProfit?: number;
|
||||
eligibleIndicators?: IndicatorType[] | null;
|
||||
|
||||
@@ -6,6 +6,8 @@ import useApiUrlStore from '../../app/store/apiStore'
|
||||
import {
|
||||
type Backtest,
|
||||
BacktestClient,
|
||||
GeneticCrossoverMethod,
|
||||
GeneticMutationMethod,
|
||||
type GeneticRequest,
|
||||
GeneticSelectionMethod,
|
||||
IndicatorType,
|
||||
@@ -52,6 +54,8 @@ interface GeneticBundleFormData {
|
||||
generations: number
|
||||
mutationRate: number
|
||||
selectionMethod: GeneticSelectionMethod
|
||||
crossoverMethod: GeneticCrossoverMethod
|
||||
mutationMethod: GeneticMutationMethod
|
||||
elitismPercentage: number
|
||||
maxTakeProfit: number
|
||||
eligibleIndicators: IndicatorType[]
|
||||
@@ -70,6 +74,7 @@ const BacktestGeneticBundle: React.FC = () => {
|
||||
const [isViewModalOpen, setIsViewModalOpen] = useState(false)
|
||||
const [backtests, setBacktests] = useState<Backtest[]>([])
|
||||
const [isLoadingBacktests, setIsLoadingBacktests] = useState(false)
|
||||
const [isFormCollapsed, setIsFormCollapsed] = useState(false)
|
||||
|
||||
// Form setup
|
||||
const {register, handleSubmit, watch, setValue, formState: {errors}} = useForm<GeneticBundleFormData>({
|
||||
@@ -83,6 +88,8 @@ const BacktestGeneticBundle: React.FC = () => {
|
||||
generations: 5,
|
||||
mutationRate: 0.3,
|
||||
selectionMethod: GeneticSelectionMethod.Tournament,
|
||||
crossoverMethod: GeneticCrossoverMethod.Uniform,
|
||||
mutationMethod: GeneticMutationMethod.Uniform,
|
||||
elitismPercentage: 10,
|
||||
maxTakeProfit: 2.0,
|
||||
eligibleIndicators: ALL_INDICATORS,
|
||||
@@ -139,6 +146,8 @@ const BacktestGeneticBundle: React.FC = () => {
|
||||
generations: data.generations,
|
||||
mutationRate: data.mutationRate,
|
||||
selectionMethod: data.selectionMethod,
|
||||
crossoverMethod: data.crossoverMethod,
|
||||
mutationMethod: data.mutationMethod,
|
||||
elitismPercentage: data.elitismPercentage,
|
||||
maxTakeProfit: data.maxTakeProfit,
|
||||
eligibleIndicators: selectedIndicators,
|
||||
@@ -161,6 +170,8 @@ const BacktestGeneticBundle: React.FC = () => {
|
||||
setValue('generations', 5)
|
||||
setValue('mutationRate', 0.3)
|
||||
setValue('selectionMethod', GeneticSelectionMethod.Tournament)
|
||||
setValue('crossoverMethod', GeneticCrossoverMethod.Uniform)
|
||||
setValue('mutationMethod', GeneticMutationMethod.Uniform)
|
||||
setValue('elitismPercentage', 10)
|
||||
setValue('maxTakeProfit', 2.0)
|
||||
setSelectedIndicators(ALL_INDICATORS)
|
||||
@@ -228,13 +239,6 @@ const BacktestGeneticBundle: React.FC = () => {
|
||||
|
||||
// Table columns for genetic requests
|
||||
const geneticRequestsColumns = useMemo(() => [
|
||||
{
|
||||
Header: 'ID',
|
||||
accessor: 'requestId',
|
||||
Cell: ({value}: { value: string }) => (
|
||||
<span className="font-mono text-xs">{value.slice(0, 8)}...</span>
|
||||
),
|
||||
},
|
||||
{
|
||||
Header: 'Ticker',
|
||||
accessor: 'ticker',
|
||||
@@ -243,6 +247,49 @@ const BacktestGeneticBundle: React.FC = () => {
|
||||
Header: 'Timeframe',
|
||||
accessor: 'timeframe',
|
||||
},
|
||||
{
|
||||
Header: 'Progress',
|
||||
accessor: 'currentGeneration',
|
||||
Cell: ({value, row}: { value: number, row: any }) => {
|
||||
const generations = row.original.generations
|
||||
const currentGen = value || 0
|
||||
const percentage = generations > 0 ? Math.round((currentGen / generations) * 100) : 0
|
||||
|
||||
return (
|
||||
<div className="flex flex-col gap-1">
|
||||
<div className="text-xs">
|
||||
{currentGen} / {generations}
|
||||
</div>
|
||||
<progress
|
||||
className="progress progress-primary w-full h-2"
|
||||
value={percentage}
|
||||
max="100"
|
||||
/>
|
||||
</div>
|
||||
)
|
||||
},
|
||||
},
|
||||
{
|
||||
Header: 'Selection',
|
||||
accessor: 'selectionMethod',
|
||||
Cell: ({value}: { value: string }) => (
|
||||
<span className="text-xs">{value}</span>
|
||||
),
|
||||
},
|
||||
{
|
||||
Header: 'Crossover',
|
||||
accessor: 'crossoverMethod',
|
||||
Cell: ({value}: { value: string }) => (
|
||||
<span className="text-xs">{value}</span>
|
||||
),
|
||||
},
|
||||
{
|
||||
Header: 'Mutation',
|
||||
accessor: 'mutationMethod',
|
||||
Cell: ({value}: { value: string }) => (
|
||||
<span className="text-xs">{value}</span>
|
||||
),
|
||||
},
|
||||
{
|
||||
Header: 'Status',
|
||||
accessor: 'status',
|
||||
@@ -252,20 +299,6 @@ const BacktestGeneticBundle: React.FC = () => {
|
||||
</span>
|
||||
),
|
||||
},
|
||||
{
|
||||
Header: 'Created',
|
||||
accessor: 'createdAt',
|
||||
Cell: ({value}: { value: string }) => (
|
||||
<span>{new Date(value).toLocaleDateString()}</span>
|
||||
),
|
||||
},
|
||||
{
|
||||
Header: 'Completed',
|
||||
accessor: 'completedAt',
|
||||
Cell: ({value}: { value: string | null }) => (
|
||||
<span>{value ? new Date(value).toLocaleDateString() : '-'}</span>
|
||||
),
|
||||
},
|
||||
{
|
||||
Header: 'Actions',
|
||||
accessor: 'actions',
|
||||
@@ -301,14 +334,52 @@ const BacktestGeneticBundle: React.FC = () => {
|
||||
<div className="space-y-6">
|
||||
<div className="card bg-base-100 shadow-xl">
|
||||
<div className="card-body">
|
||||
<div className="flex justify-between items-center mb-4">
|
||||
<div>
|
||||
<h2 className="card-title">Genetic Algorithm Bundle</h2>
|
||||
<p className="text-sm text-gray-600 mb-4">
|
||||
<p className="text-sm text-gray-600">
|
||||
Create a genetic algorithm request that will be processed in the background.
|
||||
The algorithm will optimize trading parameters and indicator combinations.
|
||||
</p>
|
||||
</div>
|
||||
<button
|
||||
type="button"
|
||||
onClick={() => setIsFormCollapsed(!isFormCollapsed)}
|
||||
className="btn btn-sm btn-outline"
|
||||
>
|
||||
{isFormCollapsed ? 'Show Form' : 'Hide Form'}
|
||||
</button>
|
||||
</div>
|
||||
|
||||
<form onSubmit={handleSubmit(onSubmit)} className="space-y-4">
|
||||
<div className="grid grid-cols-1 md:grid-cols-2 gap-4">
|
||||
<form onSubmit={handleSubmit(onSubmit)} className={`space-y-4 ${isFormCollapsed ? 'hidden' : ''}`}>
|
||||
{isFormCollapsed && (
|
||||
<div className="space-y-4">
|
||||
<div className="bg-base-200 p-4 rounded-lg">
|
||||
<h4 className="font-semibold mb-2">Current Settings</h4>
|
||||
<div className="grid grid-cols-2 md:grid-cols-4 gap-2 text-sm">
|
||||
<div><strong>Ticker:</strong> {formValues.ticker}</div>
|
||||
<div><strong>Timeframe:</strong> {formValues.timeframe}</div>
|
||||
<div><strong>Population:</strong> {formValues.populationSize}</div>
|
||||
<div><strong>Generations:</strong> {formValues.generations}</div>
|
||||
<div><strong>Selection:</strong> {formValues.selectionMethod}</div>
|
||||
<div><strong>Crossover:</strong> {formValues.crossoverMethod}</div>
|
||||
<div><strong>Mutation:</strong> {formValues.mutationMethod}</div>
|
||||
<div><strong>Indicators:</strong> {selectedIndicators.length}</div>
|
||||
</div>
|
||||
</div>
|
||||
<div className="flex justify-center">
|
||||
<button
|
||||
type="button"
|
||||
onClick={handleSubmit(onSubmit)}
|
||||
disabled={isSubmitting}
|
||||
className="btn btn-primary"
|
||||
>
|
||||
{isSubmitting ? 'Creating...' : 'Create Request with Current Settings'}
|
||||
</button>
|
||||
</div>
|
||||
</div>
|
||||
)}
|
||||
<div className="grid grid-cols-1 md:grid-cols-3 gap-4">
|
||||
<div className="form-control">
|
||||
<label className="label">
|
||||
<span className="label-text">Ticker</span>
|
||||
@@ -418,9 +489,52 @@ const BacktestGeneticBundle: React.FC = () => {
|
||||
className="select select-bordered w-full"
|
||||
{...register('selectionMethod')}
|
||||
>
|
||||
<option value={GeneticSelectionMethod.Tournament}>Tournament Selection</option>
|
||||
<option value={GeneticSelectionMethod.Elite}>Elite Selection</option>
|
||||
<option value={GeneticSelectionMethod.Roulette}>Roulette Wheel</option>
|
||||
<option value={GeneticSelectionMethod.FitnessWeighted}>Fitness Weighted</option>
|
||||
<option value={GeneticSelectionMethod.StochasticUniversalSampling}>Stochastic Universal Sampling</option>
|
||||
<option value={GeneticSelectionMethod.Tournament}>Tournament Selection</option>
|
||||
<option value={GeneticSelectionMethod.Truncation}>Truncation Selection</option>
|
||||
</select>
|
||||
</div>
|
||||
|
||||
<div className="form-control">
|
||||
<label className="label">
|
||||
<span className="label-text">Crossover Method</span>
|
||||
</label>
|
||||
<select
|
||||
className="select select-bordered w-full"
|
||||
{...register('crossoverMethod')}
|
||||
>
|
||||
<option value={GeneticCrossoverMethod.AlternatingPosition}>Alternating Position (AP)</option>
|
||||
<option value={GeneticCrossoverMethod.CutAndSplice}>Cut and Splice</option>
|
||||
<option value={GeneticCrossoverMethod.Cycle}>Cycle (CX)</option>
|
||||
<option value={GeneticCrossoverMethod.OnePoint}>One-Point (C1)</option>
|
||||
<option value={GeneticCrossoverMethod.OrderBased}>Order-based (OX2)</option>
|
||||
<option value={GeneticCrossoverMethod.Ordered}>Ordered (OX1)</option>
|
||||
<option value={GeneticCrossoverMethod.PartiallyMapped}>Partially Mapped (PMX)</option>
|
||||
<option value={GeneticCrossoverMethod.PositionBased}>Position-based (POS)</option>
|
||||
<option value={GeneticCrossoverMethod.ThreeParent}>Three Parent</option>
|
||||
<option value={GeneticCrossoverMethod.TwoPoint}>Two-Point (C2)</option>
|
||||
<option value={GeneticCrossoverMethod.Uniform}>Uniform</option>
|
||||
<option value={GeneticCrossoverMethod.VotingRecombination}>Voting Recombination (VR)</option>
|
||||
</select>
|
||||
</div>
|
||||
|
||||
<div className="form-control">
|
||||
<label className="label">
|
||||
<span className="label-text">Mutation Method</span>
|
||||
</label>
|
||||
<select
|
||||
className="select select-bordered w-full"
|
||||
{...register('mutationMethod')}
|
||||
>
|
||||
<option value={GeneticMutationMethod.Displacement}>Displacement</option>
|
||||
<option value={GeneticMutationMethod.FlipBit}>Flip Bit</option>
|
||||
<option value={GeneticMutationMethod.Insertion}>Insertion</option>
|
||||
<option value={GeneticMutationMethod.PartialShuffle}>Partial Shuffle (PSM)</option>
|
||||
<option value={GeneticMutationMethod.ReverseSequence}>Reverse Sequence (RSM)</option>
|
||||
<option value={GeneticMutationMethod.Twors}>Twors</option>
|
||||
<option value={GeneticMutationMethod.Uniform}>Uniform</option>
|
||||
</select>
|
||||
</div>
|
||||
|
||||
@@ -535,6 +649,15 @@ const BacktestGeneticBundle: React.FC = () => {
|
||||
<div>
|
||||
<strong>Timeframe:</strong> {selectedRequest.timeframe}
|
||||
</div>
|
||||
<div>
|
||||
<strong>Selection Method:</strong> {selectedRequest.selectionMethod}
|
||||
</div>
|
||||
<div>
|
||||
<strong>Crossover Method:</strong> {selectedRequest.crossoverMethod}
|
||||
</div>
|
||||
<div>
|
||||
<strong>Mutation Method:</strong> {selectedRequest.mutationMethod}
|
||||
</div>
|
||||
<div>
|
||||
<strong>Status:</strong>
|
||||
<span className={`badge ${getStatusBadgeColor(selectedRequest.status)} ml-2`}>
|
||||
@@ -549,6 +672,23 @@ const BacktestGeneticBundle: React.FC = () => {
|
||||
<strong>Completed:</strong> {new Date(selectedRequest.completedAt).toLocaleString()}
|
||||
</div>
|
||||
)}
|
||||
<div>
|
||||
<strong>Progress:</strong> {selectedRequest.currentGeneration || 0} / {selectedRequest.generations}
|
||||
{selectedRequest.currentGeneration && selectedRequest.generations > 0 && (
|
||||
<div className="mt-1">
|
||||
<progress
|
||||
className="progress progress-primary w-full h-2"
|
||||
value={Math.round(((selectedRequest.currentGeneration || 0) / selectedRequest.generations) * 100)}
|
||||
max="100"
|
||||
/>
|
||||
</div>
|
||||
)}
|
||||
</div>
|
||||
{selectedRequest.bestFitnessSoFar && (
|
||||
<div>
|
||||
<strong>Best Fitness:</strong> {selectedRequest.bestFitnessSoFar.toFixed(4)}
|
||||
</div>
|
||||
)}
|
||||
</div>
|
||||
|
||||
<div className="mb-6">
|
||||
|
||||
Reference in New Issue
Block a user