How Do I Export Optimization Results to File?

Author: mjj3

Creation Date: 2/3/2014 10:41 AM

Wealth Lab » Wealth-Lab Developer/Pro » How Do I Export Optimization Results to File?

mjj3

2/3/2014 10:41 AM

Is there an easy way to do this?

Eugene

2/3/2014 11:55 AM

Wealth-Lab User Guide > Strategy Window > Optimization > Full Optimization > Results > Save to (Load from) File...

Thought I would post this as someone else might find this useful. This allows you to import a result file into a dictionary. Not sure if this is the most efficient way but it is what I came up with.

The only thing that is missing from the xml file are the parameter names so I just iterate them (i.e. p1, p2, etc). Also the xml always assumes the parameters are doubles.

CODE:
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To convert the dictionary string (which are the parameters) back to a dictionary you can do the following ...

CODE:
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The only thing that is missing from the xml file are the parameter names so I just iterate them (i.e. p1, p2, etc).  Also the xml always assumes the parameters are doubles.

[code]
        private Dictionary<string, Dictionary<string, double>> ReadOptimizationFile(string filename)
        {
            XmlDocument xd = new XmlDocument();
            xd.Load(filename);

// Column Names
            XmlNodeList ResultNameNodeList = xd.SelectNodes("//OptimizationResultList/Names/string");
            List<string> ResultColumnNames = new List<string>();
            foreach (XmlNode ResultColumnNameNode in ResultNameNodeList)
            {
                ResultColumnNames.Add(ResultColumnNameNode.InnerText);
            }

// Parameters
            XmlNodeList ParametersNodeList = xd.SelectNodes("//OptimizationResult/ParameterValues");
            List<Dictionary<string, double>> plist = new List<Dictionary<string,double>>();
            foreach (XmlNode ParametersNode in ParametersNodeList)
            {
                Dictionary<string, double> dp = new Dictionary<string, double>();
                int pnumber = 1;
                foreach(XmlNode ParameterNode in ParametersNode)
                {
                    dp.Add(string.Format("P{0}", pnumber++), Convert.ToDouble( ParameterNode.InnerText));
                }
                plist.Add(dp);
            }

// Optimization Results
            Dictionary<string, Dictionary<string, double>> rvalues = new Dictionary<string, Dictionary<string, double>>();
            XmlNodeList ResultsNodeList = xd.SelectNodes("//OptimizationResult/Results");
            int i = 0;
            foreach (XmlNode ResultNode in ResultsNodeList)
            {
                Dictionary<string, double> dv = new Dictionary<string, double>();
                int j = 0;
                foreach (XmlNode ResultColumnNode in ResultNode)
                {
                    dv.Add(ResultColumnNames[j++], Convert.ToDouble(ResultColumnNode.InnerText));
                }

string keystr = string.Join(";", plist[i++]);
                rvalues.Add(keystr, dv);
            }

return rvalues;
        }
[/code]

To convert the dictionary string (which are the parameters) back to a dictionary you can do the following ...

[code]
            Dictionary<string, double> dp = s.Split(new[] { '[', ';', ']' }, StringSplitOptions.RemoveEmptyEntries)
                .Select(part => part.Split(','))
                .ToDictionary(split => split[0], split => Convert.ToDouble(split[1]));
[/code]

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