forex_actors

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:

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: