public float GetValor(Formula f)
{
if (!valores.ContainsKey(f.GetCode()))
{
float calc = f.Calc(this);
SetValor(f, calc);
return(calc);
}
return(valores[f.GetCode()]);
}
public void TestTradeSystem()
{
facade = new FacadeBacktester();
Config config = new Config();
TradeSystem tradeSystem = new TradeSystem(config);
MonteCarlo mc = new MonteCarlo("teste");
float valorInicial = 100000;
Carteira carteira = new Carteira(facade, valorInicial, config, tradeSystem, mc);
config.custoOperacao = 20f;
tradeSystem.condicaoEntradaC = "GREATER(MME(C,9),MME(C,3))";
tradeSystem.condicaoSaidaC = "LOWER(MME(C,9),MME(C,3))";
tradeSystem.condicaoEntradaV = "LOWER(MME(C,9),MME(C,3))";
Periodo periodo = new Periodo("01-01-2017");
Ativo ativo = new Ativo(facade, "TESTE", 100);
Candle candle = new Candle(periodo, ativo);
ativo.firstCandle = candle;
candle.SetValor("MME(C,9)", 10);
candle.SetValor("MME(C,3)", 5);
candle.SetValor("SUBTRACT(L,MULTIPLY(STD(C,10),2))", 2);
candle.SetValor("H", 10);
candle.SetValor(tradeSystem.stopInicialC, 5);
Formula formulaGreater = facade.formulaManager.GetFormula(tradeSystem.condicaoEntradaC);
float value = formulaGreater.Calc(candle);
Assert.IsTrue(value > 0, value + "<=0");
Formula formulaLower = facade.formulaManager.GetFormula(tradeSystem.condicaoEntradaV);
value = formulaLower.Calc(candle);
Assert.IsTrue(value == 0, value + ">0");
float result = tradeSystem.checaCondicaoEntrada(candle, config);
Assert.IsTrue(result > 0, "result:" + result);
candle.SetValor("MME(C,9)", 2);
candle.SetValor("C", 2);
candle.RemoveValor(tradeSystem.condicaoEntradaC);
result = tradeSystem.checaCondicaoEntrada(candle, config);
Assert.IsTrue(result == 0, "result:" + result);
}
public float GetValor(string name)
{
if (valores.ContainsKey(name))
{
return(valores[name]);
}
Formula f = ativo.facade.formulaManager.GetFormula(name);
if (valores.ContainsKey(name))
{
return(valores[name]);
}
float calc = f.Calc(this);
SetValor(name, calc);
return(calc);
}
public List <PointD> GeneratePoints(ref int FuncNumber)
{
List <PointD> Result = new List <PointD>((int)udPointsCount.Value);
//DoubleFunc AccurateFunc = GetFunc(cmbFunc.SelectedIndex);
formula = new Formula(cmbFunc.Text);
double XL = Convert.ToDouble(tbXL.Text);
double XR = Convert.ToDouble(tbXR.Text);
double h = (XR - XL) / (double)(udPointsCount.Value - 1);
double x = XL;
for (int i = 0; i < udPointsCount.Value; i++)
{
Result.Add(new PointD(x, formula.Calc(x)));
x += h;
}
return(Result);
}
static void Main(string[] args)
{
/*
* // debug
* straight func time: 7,900974 sec
* static func time: 10,49656 sec
* dynamic func time: 11,75082 sec
*
* straight func time: 7,908769 sec
* static func time: 9,859972 sec
* dynamic func time: 10,90511 sec
*
* straight func time: 7,898407 sec
* static func time: 10,48148 sec
* dynamic func time: 11,72088 sec
*
*
* // release
* straight func time: 8,883073 sec
* static func time: 9,085726 sec
* dynamic func time: 9,893035 sec
*
* straight func time: 8,867755 sec
* static func time: 9,073434 sec
* dynamic func time: 9,919697 sec
*
* straight func time: 8,320682 sec
* static func time: 9,591556 sec
* dynamic func time: 10,24124 sec
*/
Console.WriteLine("Write any key.... ");
Console.Read();
Thread.CurrentThread.Priority = ThreadPriority.Highest;
Process CurProcess = Process.GetCurrentProcess();
CurProcess.PriorityClass = ProcessPriorityClass.RealTime;
uint N = 100000000;
double X;
Formula F = new Formula("Cos(X) + Sin(X) - X");
int i;
X = 0;
PerfCounter perfCount = new PerfCounter();
/*while (true)
* {
* F = new Formula("Cos(X) + Sin(X) - X");
* Console.WriteLine("F created");
* Console.ReadKey();
* }*/
perfCount.Start();
for (i = 0; i < N; i++)
{
X = Math.Cos(X) + Math.Sin(X) - X;
}
Console.WriteLine("straight func time: " + perfCount.Finish().ToString() + " sec");
perfCount.Start();
for (i = 0; i < N; i++)
{
X = StatCalc(X);
}
Console.WriteLine("static func time: " + perfCount.Finish().ToString() + " sec");
perfCount.Start();
for (i = 0; i < N; i++)
{
X = F.Calc(X);
}
Console.WriteLine("dynamic func time: " + perfCount.Finish().ToString() + " sec");
Console.WriteLine("Calculating done.... ");
Thread.CurrentThread.Priority = ThreadPriority.Normal;
CurProcess.PriorityClass = ProcessPriorityClass.Normal;
Console.ReadKey();
}
public double Formula_Calc(int x, int y, int z)
{
return(Formula.Calc(x, y, z));
}
