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遗传算法工具箱.rar

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包含有 GATBX遗传算法工具箱、SGALAB、GAOT遗传算法优化工具箱、GADS遗传算法和直接搜索工具箱、《Matlab遗传算法工具箱及应用》源码

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SSBM Finance Inc is a Delaware corporationForinformationontranslationspleasee-mailrights@apress.comorvisitwww.apress.comApress and friends of ed books may be purchased in bulk for academic, corporate, or promotionaluse eBook versions and licenses are also available for most titles For more information referenceourSpecialbUlkSales-ebookLicensingwebpageatwww.apress.com/bulk-salesAny source code or other supplementary materials referenced by the author in this text areavailabletoreadersatwww.apress.com.Fordetailedinformationabouthowtolocateyourbookssourcecodegotowww.apress.com/source-code/.ReaderscanalsoaccesssourcecodeatSpringerlink in the Supplementary Material section for each chapter.Printed on acid-free paperedicated to the angels in my lifemy mother, my wife Preshita, and my two daughters Mihika and anyaLast but not the least, my college professor, Dr. Rajat Moona,who sowed the seeds of computer programming in my dnaContents at a glanceAbout the authorChapter 1: Introduction to Trading Bota.Chapter 2: Account Management27Chapter 3: Tradeable Instruments47Chapter 4: Event Streaming: Market Data EventsChapter 5: Historic Instrument Market Data aeEERaar75Chapter 6: Placing Orders and trades97Chapter 7: Event Streaming: Trade/Order/Account Events159Chapter 8: Integration with Twitter aamna■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■175Chapter 9: Implementing Strategies.am.203Chapter 10: Heartbeating ammmmmmmmmmmn 219Chapter 11: E-Mail Notifications ammmmatmmammmmmmmnmamman 231Chapter 12: Configuration, Deployment, and Running the Bot 243Chapter 13: Unit Testing■■■■■■■■■■■■口■■■■■■■■■■■■■■■■■■■口■■■■■■■■■■■■■■■■■■口■■■■■263Index…277ContentsAbout the author,i币Chapter 1: Introduction to Trading Bot m mmmemmIRD■■■■■■■■■■■■■■■■■■■■■■■■■What Is a Trading Bot?Why do We need a trading bot?...3The capabilities of the Trading BotDesign goalsCode organization and software Stack Used .OANDA REST API as Reference Implementation.m....ammann. 8Opening an oanda practice Account80 ANDA JS0 N Keys…………Constructor Dependencies for OANDA Implementations15Event-Driven architectureG0 ogle eventBus…18Provider helper Interface20Trading Config class.........mmonann......mtnonnn.......tnn 22Obtaining the Source Code.aaeeaaaee... 24Try It Yourself section..aaaaaa.. 24Chapter 2: Account Managementa27Account provider interface31A Concrete Implementation for AccountDataProvider32Encapsulating Everything Behind a Generic AccountlnfoService37Try It yourself43VIlCONTENTSChapter 3: Tradeable Instruments47InstrumentA Concrete Implementation for InstrumentDataProvider52Encapsulating Everything Behind a Generic Instrumentservice56Try It yourself58Chapter 4: Event Streaming: Market Data Events mmmmmmmmmm. 61Streaming Market Data Interface.A Concrete Implementation for MarketData StreamingService .m..63Downstream Market data event disseminationMarketEventcallback……69Try It Yourself,…70Chapter 5: Historic Instrument Market Data mmmmmmmm 75How to read a candlestick75Enum Defining the Candlestick Granularity76Define pojo to hold candlestick information77Historical Data Provider Interface79A Concrete Implementation for HistoricMarketDataProvidern81Discussion An Alternate Database Implementation85Candlesticks for Moving Average Calculations....88MovingAverage calculation Service89Try lt YourselfChapter 6: Placing Orders and Trades■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■■97Order pojo definition98Order Management provider Interface101A Concrete Implementation for Order ManagementProvider,103A Simple orderInfoService,115CONTENTSValidating Orders Before Execution: PreOrderValidationService... 116Putting It All Together in an OrderExecution Service .mmmm... 121Trade pojo definition124Trade Management provider Interface127A Concrete Implementation for TradeManagementProvider129Encapsulating Read Operations Behind TradelnfoService.....m. 136Try It yourself144Chapter 7: Event Streaming: Trade/order/Account Events m 159Streaming Event Interface161A Concrete Implementation for Events StreamingService162Try It Yourself171Chapter 8: Integration with Twitter■■■■■■■■■■■■■■■■■■■■175Creating a Twitter Application175Spring Social180Using and Configuring Spring Social180Harvesting FX Tweets181Tweetharvester Interface wmmm. 185XTWeethandler Interface,,,………AbstractFxtweethandler base class186User-Specific TweetHandlersTry lt Yourself.Chapter 9: Implementing Strategies.aa203Copy Twitter Strategy204Fade the Move Strategy210Try It Yourself214CONTENTSChapter 10: Heartbeating ammammmmmmmmmmmmmmm 219HeartBeatPayload. ..m......m. 219Streaming the Heartbeat Interface220A Concrete Implementation for HeartBeatstreamingService221HeartBeatcallback Interface223DefaultheartBeatservice223Try It Yourself226Chapter 11: E-Mail notifications n231Notification Design.EmailPayLoad poJoEmailContentgenerator interface……232Sample Implementations.EventEmailNotifier service mm...m. 235Try It Yourself.237Chapter 12: Configuration, Deployment, and running the bot m 243Configuring the Trading Bot243Core 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