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The general idea follows:
forexmanages the evolutionary process and maintains a population of EAs;
- fitness evaluation is left to
driver.pydoes the dirty job of coordinating
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: