~/topic/3156/initsializatsiya-strategii-v-testirovanii-na-istorii/ Copyright @ StockSharp Platform LLC 2010 - 2025 2026-06-05T02:58:52Z https://stocksharp.com/images/logo.png https://stocksharp.com/posts/m/48378/ 2019-09-08T17:00:31Z 2019-09-08T17:00:31Z komaranton https://stocksharp.com/users/104641/ info@stocksharp.com <p>Получилось разобраться?</p> Copyright @ StockSharp Platform LLC 2010 - 2025 https://stocksharp.com/posts/m/22452/ 2012-11-12T21:09:16Z 2012-11-12T21:09:16Z Mikhail Sukhov https://stocksharp.com/users/201/ info@stocksharp.com <p>[quote=vk37;22451][quote=Mikhail Sukhov;22449]Дебаггер, рефлектор.[/quote]деобфускатор? )</p> <p>[/quote]</p> <p>Да я про ваш код имел ввиду. Хотя конечно я бы начал с основ - что такое исключение и что такое стектрейс. Но я так понял вы не из тех, кто любит на всякие разности отвлекаться.[rolleyes]</p> Copyright @ StockSharp Platform LLC 2010 - 2025 https://stocksharp.com/posts/m/22451/ 2012-11-12T21:05:55Z 2012-11-12T21:05:55Z vk37 https://stocksharp.com/users/6296/ info@stocksharp.com <p>[quote=Mikhail Sukhov;22449]Дебаггер, рефлектор.[/quote]деобфускатор? )</p> Copyright @ StockSharp Platform LLC 2010 - 2025 https://stocksharp.com/posts/m/22449/ 2012-11-12T20:23:05Z 2012-11-12T20:23:05Z Mikhail Sukhov https://stocksharp.com/users/201/ info@stocksharp.com <p>[quote=vk37;22446]Может неявно как-то вызывается. Могу выслать код стратегии котирования. Для ревью ) [/quote]</p> <p>Если только Михаил заинтересуется[biggrin] Мне и своего кода для ревьирования хватает, спасибо. Надо поднтянуть матчасть связанную с отладкой ошибок. Дебаггер, рефлектор.</p> Copyright @ StockSharp Platform LLC 2010 - 2025 https://stocksharp.com/posts/m/22446/ 2012-11-12T20:08:06Z 2012-11-12T20:08:06Z vk37 https://stocksharp.com/users/6296/ info@stocksharp.com <p>[quote=Mikhail Sukhov;22442][quote]System.InvalidOperationException: Operation is not valid due to the current state of the object. at StockSharp.Algo.BaseTrader.ProcessEvents(Action handler) at AlgoTrading.HistoryTesting.Optimizer.&lt;&gt;c__DisplayClassb.<Optimize>b__5(ParamsDto period) in c:\ActiveProjects\AlgoTrading3\trunk\SourceCode\HistoryTesting\Optimizer.cs:line 83[/quote]</p> <p>По стек трейсу видно, что напрямую вызывается BaseTrader.ProcessEvents. Зачем?[/quote] Даже не знаю что это такое. Строка 83 - инициализация стратегии. Упрощенный код моей стратегии: [SPOILER][code=csharp] public sealed class MyStrategy : AbstractStrategy { private bool _canProcess = true; private readonly object _locker = new object(); public CsvLogManager CsvLogManager { get; set; }</p> <pre><code> protected override void OnStarted() { Security .WhenMarketDepthChanged() .Do(ProcessDepth) .Sync(_locker) .Apply(this); this.WhenNewMyTrades() .Do(myTrades =&gt; { foreach (var myTrade in myTrades) { CsvLogManager.WriteLine(new MyTradeLogItem() { Now = DateTime.Now, CurrentTime = CurrentTime, TradeId = myTrade.Trade.Id, TransactionId = myTrade.Order.TransactionId, Time = myTrade.Trade.Time, TradePrice = myTrade.Trade.Price, OrderPrice = myTrade.Order.Price, TradeVolume = myTrade.Trade.Volume, Direction = myTrade.Order.Direction, OrderId = myTrade.Order.Id, Slippage = myTrade.GetSlippage(true), SlippageQuoting = SlippageManager.GetSlippage(myTrade), Comment = comment, }); CsvLogManager.WriteLine(new MyTradeWmsLogItem() { Time = myTrade.Trade.Time, SecurityCode = Security.Id == Securities.Instance.RtsF.Id ? &quot;RTS&quot; : Security.Code, Direction = myTrade.Order.Direction, Price = myTrade.Trade.Price, Volume = myTrade.Trade.Volume, Comission = myTrade.Trade.Volume * 2, }); } }) .Apply(this); base.OnStarted(); } protected override void OnStopped() { base.OnStopped(); CsvLogManager.Dispose(); } private void ProcessDepth(MarketDepth depth) { if (!Security.Exchange.IsTradeTime(depth.LastChangeTime)) return; if (CsvLogManager.MarketDepthLogEnabled) CsvLogManager.WriteLine(new MarketDepthLogItem() { Now = DateTime.Now, CurrentTime = CurrentTime, MarketDepthTime = depth.LastChangeTime, Ratio = ratio, CanProcess = Convert.ToInt32(_canProcess), CurrentPrice = price, BestAsk = depth.BestAsk == null ? 0 : depth.BestAsk.Price, BestBid = depth.BestBid == null ? 0 : depth.BestBid.Price, PnL = PnL, PortfolioBeginValue = Portfolio.BeginValue, PortfolioCurrentValue = Portfolio.CurrentValue, PortfolioVariationMargin = Portfolio.VariationMargin, PortfolioComission = Portfolio.Commission, PortfolioGetPrice = Portfolio.GetPrice(), }); if (!_canProcess) return; var closePosition = ShouldClose(); var openPosition = ShouldOpen();; if (closePosition || openPosition) { _canProcess = false; var volume = 0m; if (closePosition) volume += Math.Abs(Position); if (openPosition) volume += Volume; var strategy = new MyQuotingStrategy(orderDirection, new Unit(price, UnitTypes.Absolute, Security), new Unit(1, UnitTypes.Step, Security), comment) { Volume = volume }; strategy .WhenStopped() .Do(() =&gt; { _canProcess = true; }) .Once() .Sync(_locker) .Apply(this); ChildStrategies.Add(strategy); } } }[/code][/SPOILER]Может неявно как-то вызывается. Могу выслать код стратегии котирования. Для ревью ) </code></pre> Copyright @ StockSharp Platform LLC 2010 - 2025 https://stocksharp.com/posts/m/22442/ 2012-11-12T19:36:21Z 2012-11-12T19:36:21Z Mikhail Sukhov https://stocksharp.com/users/201/ info@stocksharp.com <p>[quote]System.InvalidOperationException: Operation is not valid due to the current state of the object. at StockSharp.Algo.BaseTrader.ProcessEvents(Action handler) at AlgoTrading.HistoryTesting.Optimizer.&lt;&gt;c__DisplayClassb.<Optimize>b__5(ParamsDto period) in c:\ActiveProjects\AlgoTrading3\trunk\SourceCode\HistoryTesting\Optimizer.cs:line 83[/quote]</p> <p>По стек трейсу видно, что напрямую вызывается BaseTrader.ProcessEvents. Зачем?</p> Copyright @ StockSharp Platform LLC 2010 - 2025 https://stocksharp.com/posts/m/22439/ 2012-11-12T17:16:55Z 2012-11-12T17:17:20Z vk37 https://stocksharp.com/users/6296/ info@stocksharp.com <p>В упрощенном виде код оптимизации такой: [SPOILER][code=csharp] public class Optimizer { private IStorageRegistry _storageRegistry; private LocalMarketDataDrive _defaultDrive;</p> <pre><code> public void Optimize() { var startTime = new DateTime(2012, 9, 10); var stopTime = new DateTime(2012, 11, 8); _storageRegistry = new StorageRegistry(); _defaultDrive = (LocalMarketDataDrive)_storageRegistry.DefaultDrive; _defaultDrive.Path = @&quot;D:\DBs\HydraData\Smart&quot;; var security = Securities.Instance.RtsF; var periods = MyStrategy.GetParamCombinations(); Parallel.ForEach(periods, new ParallelOptions { MaxDegreeOfParallelism = 8 }, period =&gt; { using (var waitHandle = new AutoResetEvent(false)) { var rts = security.Clone(); var portfolio = new Portfolio { Name = &quot;test account&quot;, BeginValue = 100000m }; var trader = new EmulationTrader( new[] { rts }, new[] { portfolio }, _storageRegistry) { UseMarketDepth = true, StorageRegistry = _storageRegistry, }; trader.MarketEmulator.Settings.Latency = TimeSpan.FromSeconds(1); trader.RegisterMarketDepth(rts); trader.Connect(); trader.StartExport(); var strategy = new MyStrategy(period) { Volume = 1, Security = rts, Portfolio = portfolio, Trader = trader, CommissionManager = rts.GetComissionManager(), }; trader.StateChanged += (oldState, newState) =&gt; { if (trader.State == EmulationStates.Started) strategy.Start(); else if (trader.State == EmulationStates.Stopped) { new ExcelStrategyReport(strategy, path).Generate(); waitHandle.Set(); } }; trader.Start(startTime, stopTime); waitHandle.WaitOne(); } }); } } </code></pre> <p>[/code][/SPOILER]Вроде EmulationTrader на правильном месте. Не знаю как правильно )</p> Copyright @ StockSharp Platform LLC 2010 - 2025 https://stocksharp.com/posts/m/22436/ 2012-11-12T16:16:21Z 2012-11-12T16:16:21Z pyhta4og https://stocksharp.com/users/497/ info@stocksharp.com <p>судя по колстаку у вас Parallel.For или что-то в этом духе. Там точно нет ситуации что EmulationTrader дергается из двух разных потоков? Он вполне может быть не потокобезопасным.</p> <p>если вам надо сделать оптимизацию гораздо быстрее будет сделать кучу экземпляров стратегии с разными параметрами и всю кучу прогнать в одном эмуляйшн-трейдере.</p> Copyright @ StockSharp Platform LLC 2010 - 2025 https://stocksharp.com/posts/m/22393/ 2012-11-09T20:27:34Z 2012-11-09T20:31:00Z vk37 https://stocksharp.com/users/6296/ info@stocksharp.com <p>Ошибка, в общем, возникает при инициализации старетгии. Вне зависимости в каком месте ее инициализировать. Возникает не при каждом запуске. Одна и та же сборка иногда нормально сработает, а иногда с ошибкой. Может кто сталкивался? [SPOILER][code=plain]System.AggregateException: One or more errors occurred. ---&gt; System.InvalidOperationException: Operation is not valid due to the current state of the object. at StockSharp.Algo.BaseTrader.ProcessEvents(Action handler) at AlgoTrading.HistoryTesting.Optimizer.&lt;&gt;c__DisplayClassb.<Optimize>b__5(ParamsDto period) in c:\ActiveProjects\AlgoTrading3\trunk\SourceCode\HistoryTesting\Optimizer.cs:line 83 at System.Threading.Tasks.Parallel.&lt;&gt;c__DisplayClassf<code>1.&lt;ForWorker&gt;b__c() at System.Threading.Tasks.Task.InnerInvokeWithArg(Task childTask) at System.Threading.Tasks.Task.&lt;&gt;c__DisplayClass10.&lt;ExecuteSelfReplicating&gt;b__f(Object param0) --- End of inner exception stack trace --- at System.Threading.Tasks.Task.Wait(Int32 millisecondsTimeout, CancellationToken cancellationToken) at System.Threading.Tasks.Task.Wait() at System.Threading.Tasks.Parallel.ForWorker[TLocal](Int32 fromInclusive, Int32 toExclusive, ParallelOptions parallelOptions, Action</code>1 body, Action<code>2 bodyWithState, Func</code>4 bodyWithLocal, Func<code>1 localInit, Action</code>1 localFinally) at System.Threading.Tasks.Parallel.ForEachWorker[TSource,TLocal](IEnumerable<code>1 source, ParallelOptions parallelOptions, Action</code>1 body, Action<code>2 bodyWithState, Action</code>3 bodyWithStateAndIndex, Func<code>4 bodyWithStateAndLocal, Func</code>5 bodyWithEverything, Func<code>1 localInit, Action</code>1 localFinally) at System.Threading.Tasks.Parallel.ForEach[TSource](IEnumerable<code>1 source, ParallelOptions parallelOptions, Action</code>1 body) at AlgoTrading.HistoryTesting.Optimizer.Optimize() in c:\ActiveProjects\AlgoTrading3\trunk\SourceCode\HistoryTesting\Optimizer.cs:line 129 at AlgoTrading.HistoryTesting.Program.Main() in c:\ActiveProjects\AlgoTrading3\trunk\SourceCode\HistoryTesting\Program.cs:line 29 ---&gt; (Inner Exception #0) System.InvalidOperationException: Operation is not valid due to the current state of the object. at StockSharp.Algo.BaseTrader.ProcessEvents(Action handler) at AlgoTrading.HistoryTesting.Optimizer.&lt;&gt;c__DisplayClassb.<Optimize>b__5(ParamsDto period) in c:\ActiveProjects\AlgoTrading3\trunk\SourceCode\HistoryTesting\Optimizer.cs:line 83 at System.Threading.Tasks.Parallel.&lt;&gt;c__DisplayClassf`1.<ForWorker>b__c() at System.Threading.Tasks.Task.InnerInvokeWithArg(Task childTask) at System.Threading.Tasks.Task.&lt;&gt;c__DisplayClass10.<ExecuteSelfReplicating>b__f(Object param0)&lt;---</p> <p>---&gt; (Inner Exception #1) System.InvalidOperationException: Operation is not valid due to the current state of the object. at StockSharp.Algo.BaseTrader.ProcessEvents(Action handler) at AlgoTrading.HistoryTesting.Optimizer.&lt;&gt;c__DisplayClassb.<Optimize>b__5(ParamsDto period) in c:\ActiveProjects\AlgoTrading3\trunk\SourceCode\HistoryTesting\Optimizer.cs:line 83 at System.Threading.Tasks.Parallel.&lt;&gt;c__DisplayClassf`1.<ForWorker>b__c() at System.Threading.Tasks.Task.InnerInvokeWithArg(Task childTask) at System.Threading.Tasks.Task.&lt;&gt;c__DisplayClass10.<ExecuteSelfReplicating>b__f(Object param0)&lt;---</p> <p>---&gt; (Inner Exception #2) System.InvalidOperationException: Operation is not valid due to the current state of the object. at StockSharp.Algo.BaseTrader.ProcessEvents(Action handler) at AlgoTrading.HistoryTesting.Optimizer.&lt;&gt;c__DisplayClassb.<Optimize>b__5(ParamsDto period) in c:\ActiveProjects\AlgoTrading3\trunk\SourceCode\HistoryTesting\Optimizer.cs:line 83 at System.Threading.Tasks.Parallel.&lt;&gt;c__DisplayClassf`1.<ForWorker>b__c() at System.Threading.Tasks.Task.InnerInvokeWithArg(Task childTask) at System.Threading.Tasks.Task.&lt;&gt;c__DisplayClass10.<ExecuteSelfReplicating>b__f(Object param0)&lt;---</p> <p>---&gt; (Inner Exception #3) System.InvalidOperationException: Operation is not valid due to the current state of the object. at StockSharp.Algo.BaseTrader.ProcessEvents(Action handler) at AlgoTrading.HistoryTesting.Optimizer.&lt;&gt;c__DisplayClassb.<Optimize>b__5(ParamsDto period) in c:\ActiveProjects\AlgoTrading3\trunk\SourceCode\HistoryTesting\Optimizer.cs:line 83 at System.Threading.Tasks.Parallel.&lt;&gt;c__DisplayClassf`1.<ForWorker>b__c() at System.Threading.Tasks.Task.InnerInvokeWithArg(Task childTask) at System.Threading.Tasks.Task.&lt;&gt;c__DisplayClass10.<ExecuteSelfReplicating>b__f(Object param0)&lt;---</p> <p>---&gt; (Inner Exception #4) System.InvalidOperationException: Operation is not valid due to the current state of the object. at StockSharp.Algo.BaseTrader.ProcessEvents(Action handler) at AlgoTrading.HistoryTesting.Optimizer.&lt;&gt;c__DisplayClassb.<Optimize>b__5(ParamsDto period) in c:\ActiveProjects\AlgoTrading3\trunk\SourceCode\HistoryTesting\Optimizer.cs:line 83 at System.Threading.Tasks.Parallel.&lt;&gt;c__DisplayClassf`1.<ForWorker>b__c() at System.Threading.Tasks.Task.InnerInvokeWithArg(Task childTask) at System.Threading.Tasks.Task.&lt;&gt;c__DisplayClass10.<ExecuteSelfReplicating>b__f(Object param0)&lt;---</p> <p>---&gt; (Inner Exception #5) System.InvalidOperationException: Operation is not valid due to the current state of the object. at StockSharp.Algo.BaseTrader.ProcessEvents(Action handler) at AlgoTrading.HistoryTesting.Optimizer.&lt;&gt;c__DisplayClassb.<Optimize>b__5(ParamsDto period) in c:\ActiveProjects\AlgoTrading3\trunk\SourceCode\HistoryTesting\Optimizer.cs:line 83 at System.Threading.Tasks.Parallel.&lt;&gt;c__DisplayClassf`1.<ForWorker>b__c() at System.Threading.Tasks.Task.InnerInvokeWithArg(Task childTask) at System.Threading.Tasks.Task.&lt;&gt;c__DisplayClass10.<ExecuteSelfReplicating>b__f(Object param0)&lt;---</p> <p>---&gt; (Inner Exception #6) System.InvalidOperationException: Operation is not valid due to the current state of the object. at StockSharp.Algo.BaseTrader.ProcessEvents(Action handler) at AlgoTrading.HistoryTesting.Optimizer.&lt;&gt;c__DisplayClassb.<Optimize>b__5(ParamsDto period) in c:\ActiveProjects\AlgoTrading3\trunk\SourceCode\HistoryTesting\Optimizer.cs:line 83 at System.Threading.Tasks.Parallel.&lt;&gt;c__DisplayClassf`1.<ForWorker>b__c() at System.Threading.Tasks.Task.InnerInvokeWithArg(Task childTask) at System.Threading.Tasks.Task.&lt;&gt;c__DisplayClass10.<ExecuteSelfReplicating>b__f(Object param0)&lt;---</p> <p>---&gt; (Inner Exception #7) System.InvalidOperationException: Operation is not valid due to the current state of the object. at StockSharp.Algo.BaseTrader.ProcessEvents(Action handler) at AlgoTrading.HistoryTesting.Optimizer.&lt;&gt;c__DisplayClassb.<Optimize>b__5(ParamsDto period) in c:\ActiveProjects\AlgoTrading3\trunk\SourceCode\HistoryTesting\Optimizer.cs:line 83 at System.Threading.Tasks.Parallel.&lt;&gt;c__DisplayClassf`1.<ForWorker>b__c() at System.Threading.Tasks.Task.InnerInvokeWithArg(Task childTask) at System.Threading.Tasks.Task.&lt;&gt;c__DisplayClass10.<ExecuteSelfReplicating>b__f(Object param0)&lt;---[/code][/SPOILER]</p> Copyright @ StockSharp Platform LLC 2010 - 2025 https://stocksharp.com/posts/m/22389/ 2012-11-09T14:33:32Z 2012-11-09T14:33:32Z pyhta4og https://stocksharp.com/users/497/ info@stocksharp.com <p>[quote=vk37;22371]Я бы инициализацию стратегии перенес сюда. А то ошибка происходит, про состояние объекта что-то.</p> <p>[code=csharp]_trader.StateChanged += (oldState, newState) =&gt; { if (_trader.State == EmulationStates.Stopped) { this.GuiAsync(() =&gt; { StartBtn.IsEnabled = true;</p> <pre><code> if (_trader.IsFinished) { TestingProcess.Value = TestingProcess.Maximum; MessageBox.Show(this, &quot;Закончено за &quot; + (DateTime.Now - _startEmulationTime)); } else MessageBox.Show(this, &quot;Отменено&quot;); }); } else if (_trader.State == EmulationStates.Started) { //!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! // создаем торговую стратегию, скользящие средние на 80 5-минуток и 10 5-минуток _strategy = new SmaStrategy(series, new SimpleMovingAverage { Length = 80 }, new SimpleMovingAverage { Length = 10 }) { Volume = 1, Portfolio = portfolio, Security = security, Trader = _trader }; //!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! // запускаем стратегию когда эмулятор запустился _strategy.Start(); } </code></pre> <p>};[/code][/quote]</p> <p>тогда у вас стратегия не факт что запустится с начала данных - эмулятор уедет вперед</p> Copyright @ StockSharp Platform LLC 2010 - 2025 https://stocksharp.com/posts/m/22371/ 2012-11-09T10:49:09Z 2012-11-09T10:49:09Z vk37 https://stocksharp.com/users/6296/ info@stocksharp.com <p>Я бы инициализацию стратегии перенес сюда. А то ошибка происходит, про состояние объекта что-то.</p> <p>[code=csharp]_trader.StateChanged += (oldState, newState) =&gt; { if (_trader.State == EmulationStates.Stopped) { this.GuiAsync(() =&gt; { StartBtn.IsEnabled = true;</p> <pre><code> if (_trader.IsFinished) { TestingProcess.Value = TestingProcess.Maximum; MessageBox.Show(this, &quot;Закончено за &quot; + (DateTime.Now - _startEmulationTime)); } else MessageBox.Show(this, &quot;Отменено&quot;); }); } else if (_trader.State == EmulationStates.Started) { //!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! // создаем торговую стратегию, скользящие средние на 80 5-минуток и 10 5-минуток _strategy = new SmaStrategy(series, new SimpleMovingAverage { Length = 80 }, new SimpleMovingAverage { Length = 10 }) { Volume = 1, Portfolio = portfolio, Security = security, Trader = _trader }; //!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! // запускаем стратегию когда эмулятор запустился _strategy.Start(); } </code></pre> <p>};[/code]</p> Copyright @ StockSharp Platform LLC 2010 - 2025