Skip to content

forex_actors

Jump to bottom
Manlio Morini edited this page Oct 14, 2017 · 1 revision

Actors

The general idea follows:

  • forex manages the evolutionary process and maintains a population of EAs;
  • fitness evaluation is left to metatrader;
  • driver.py does the dirty job of coordinating forex and metatrader.

Both the forex executable and the driver.py script keep polling the shared folder till specific files arrive (and remove them as soon as possible).

The sequence and activity diagram of the forex-engine / driver.py / Metatrader system follows:

Sequence diagram for Vita/driver.py/Metatrader

Activity diagram for Vita and driver.py

Polling isn't the most efficient approach but it doesn't require OS-specific libraries and, considering backtesting times, it isn't as bad as it seems.

The state diagram of the driver.py subsystem has some more details:

State diagram for the driver.py subsystem

Home | Acknowledgment | Bibliography | Tutorials

Vita

Highlights

Clone this wiki locally