public static void RunTryAndError()
{
logger.Info("Run Try and error");
DateTime from = new DateTime(1990, 1, 1);
DateTime until = DateUtil.GetDate(DateTime.Now);
List<IAdjLogic> adjSet1 = CreateAdjSet1();
List<IAdjLogic> adjSet3 = CreateCbrAdjSet(from, until);
AdjCaseGenerator generator = new AdjCaseGenerator();
generator.Append("dummy", adjSet1);
generator.Append("cbr", adjSet3);
double investAmount = AdjTradingResultTable.kDefaultInvestAmount;
List<ResultSummaryData> summaries = new List<ResultSummaryData>();
while (true)
{
if (generator.IsOver())
{
break;
}
if (generator.CurCaseNum == 0)
{
logger.Info("Skip Case 0");
}
else
{
Tuple<String, List<List<IAdjLogic>>> adjs = generator.Peek();
AdjTradingInput input = CreateInput(adjs.Item1, adjs.Item2, investAmount);
AdjTradingField tf = new AdjTradingField(from, until);
AdjTradingResultTable resultTable = tf.ExecuteSimulation(input);
ReportTub reportTub = CreateReportTub();
reportTub.CreateReport(resultTable);
ResultSummaryData summary = new ResultSummaryData(
String.Format("Case {0}, '{1}'", generator.CurCaseNum, input.Key), resultTable);
logger.Info(summary.ToString());
summaries.Add(summary);
}
generator.Advance();
}
ResultSummaryAnalyzer analyzer = new ResultSummaryAnalyzer();
analyzer.SetSummaries(summaries);
logger.Info("Finished");
}
public static AdjCaseGenerator CreateGenerator(DateTime from, DateTime until)
{
List<IAdjLogic> adjSet1 = CreateAdjSet1();
List<IAdjLogic> adjSet2 = CreateCbrAdjSet(from, until);
List<IAdjLogic> adjSet3 = CreateVolAdjSet(from, until);
List<IAdjLogic> adjSetKrw = CreateUsdXxxSet();
List<IAdjLogic> adjSetNzd = CreateUsdXxxSet2();
AdjCaseGenerator generator = new AdjCaseGenerator();
//generator.Append("dummy", adjSet1);
generator.Append("cbr", adjSet2);
//generator.Append("vol", adjSet3);
generator.Append("usdkrw", adjSetKrw);
generator.Append("usdnzd", adjSetNzd);
return generator;
}