Owners: Jason Clark, Arturo Griffini, Tim Hausler, Lucas Sloan

This software calculates the profits that a
trading strategy would have accrued on historical data and
uses that to tune the strategy's parameters for better performance.

The user of the file is responsible for implementing one or more OpenCL
kernels representing his/her strategy.  If the user's strategy involves
multiple indicators then he/she can create an OpenCL kernel for each indicator
or one OpenCL kernel that covers all indicators.  The signature of a kernel 
looks like the following example signature for bollinger bands:

__kernel void bollinger(__global double * out,
 			__global double * price_array,
 			int out_size,
 			int price_size,
 			double weight,
 			double p,
 			double upper_std,
 			double lower_std)

Note how the out array comes first, followed by all other data 
arrays (in this case only one), followed by the length of each 
respective array, followed by various parameters.  Both the arrays
and the parameters are doubles.

The user must also provide a configuration file for the program. This
config file will describe the kernels used and key program parameters.
Config files look like this:

fitness,3,2,one_min_ten_years.csv,cPrice,one_min_ten_years.csv,hPrice,one_min_ten_years.csv,lPrice,3,300,3,300
first,0,0
bollinger,3,4,one_min_ten_years.csv,cPrice,one_min_ten_years.csv,hPrice,one_min_ten_years.csv,lPrice,0,1,10,200,0.5,4,0.5,4

The first two lines should be the same for every config file. The next lines describe each kernel(in this case
there is only one), starting: "kernel_name,number_of_input_data_arrays(do not include the out array)
,number_of_double_variables,...".  After that comes the files of the data arrays and their names in the 
files, in the order that you want the kernel to receive them in the arguments, followed by the ranges for 
each of the double variables you want the kernel to be passed (these ranges are ranges for which the 
genetic algorithm is free to tune).  These ranges must be in the respective order of the kernel signature.

You can run the program by compiling with 'make all' and passing it a valid config file:

./wrapper myconfig

The makefile assumes you have openCL installed as per the hive machines in /usr/local/cuda-4.2

For a demo, try:

./wrapper 1wkbollinger.config