aggregatedData.setPortfolioQuality(generator.evaluatePortfolio(portfolios
.getFirstValue()));
for (MinBanditPolicyFactory policyFactory : policyFactories) {
IMinBanditPolicy policy = policyFactory.create(new ParameterBlock(), SimSystem.getRegistry().createContext());
SimSystem.report(Level.INFO, "\tExecuting policy:" + policy.getClass());
aggregatedData.registerGAPerformance(
description,
Strings.dispClassName(policy.getClass()),
runPolicyOnPortfolio(configDesc + "_r" + i + "_", policy,
generator, portfolios.getFirstValue()));
// If there is a stochastic portfolio, generate this as well
if (portfolios.getSecondValue() != null) {
aggregatedData.registerStochPerformance(
description,
Strings.dispClassName(policy.getClass()),
runPolicyOnPortfolio("stoch__" + configDesc + "_r" + i + "_",
policy, generator, portfolios.getSecondValue()));
}
// TODO: Output policy data
}