public void StartTest(InputData inputData, FxAdvisorCore.SimpleAdvisor strategy, Account Account, bool isCloseAtTheEnd)
{
this.inputData = inputData;
this.strategy = strategy;
this.TestAccount = Account;
//System.Threading.Thread t = new Thread(new ThreadStart(Run));
//t.Start();
Run(isCloseAtTheEnd);
}
public void StartTest(InputData inputData, FxAdvisorCore.SimpleAdvisor strategy, Account Account)
{
this.inputData = inputData;
this.strategy = strategy;
this.TestAccount = Account;
//System.Threading.Thread t = new Thread(new ThreadStart(Run));
//t.Start();
StartTest(inputData, strategy, Account, true);
}
public HistorySimulator(BasicParam customParam, bool IsTestingMode, FxAdvisorCore.SimpleAdvisor advisor, StrategyParameter currentStrategyParam, string symbol, IMeta meta)
{
this.CustomParam = customParam;
this.IsSuccessful = false;
if (IsTestingMode)
{
rootPath = System.Configuration.ConfigurationManager.AppSettings["QuotesFullPath"];
}
this.Advisor = advisor;
this.CurrentStrategyParam = currentStrategyParam;
this.Symbol = InputData.ConvertToStandardName(symbol);
this.Meta = meta;
}
public void StartTest(InputData inputData, FxAdvisorCore.SimpleAdvisor strategy, FuturePredictor fPred, bool debugMode, int notReadOnlyTimePercent)
{
this.inputData = inputData;
this.strategy = strategy;
this.fPredictor = fPred;
if (notReadOnlyTimePercent < 0 || notReadOnlyTimePercent > 100)
{
throw new ArgumentException("notReadOnlyTimePercent should be from 0 to 100 instead of " + notReadOnlyTimePercent);
}
this.ReadOnlyPoint = (notReadOnlyTimePercent * this.inputData.Data.Count) / 100;
this.fPredictor.Orders = ordersCollection;
Run(debugMode);
this.fPredictor.Orders = null;
}
public double StandardOptimizationFunction(StrategyParameter sParam, string directory,
FxAdvisorCore.SimpleAdvisor advisor, ConfigReader configReader, out StrategyResultStatistics srResult)
{
srResult = new StrategyResultStatistics();
if (!IsValid(sParam))
{
return(Double.MinValue);
}
string cacheKey = CreateKey(SampleData.Symbol, sParam, SampleData.Data.First().DateTime, SampleData.Data.Last().DateTime);
if (cacheResult.ContainsKey(cacheKey))
{
return(cacheResult[cacheKey]);
}
using (Log4Smart.Logger logger = new Log4Smart.Logger(false))
{
string strategyName = System.Configuration.ConfigurationManager.AppSettings["ExportAdvisorName"];
try
{
Engine engine = new Engine(logger, logger);
advisor.TesterInit(sParam, logger);
Account acc = new Account(DefaultAccount.Balance, DefaultAccount.Commission);
engine.StartTest(SampleData, advisor, acc);
srResult = acc.Statistics;
if (!engine.IsTestSuccessfull)
{
if (string.IsNullOrEmpty(directory))
{
directory = Path.GetDirectoryName(System.Reflection.Assembly.GetEntryAssembly().Location);
}
string fullDir = directory + string.Format("/errors/{0}/{1}/{2}/", SampleData.Symbol, Guid.NewGuid().ToString(), StartTime.ToString("yyyyMMdd"));
configReader.SaveCurrentParameters(strategyName, sParam, fullDir);
logger.SaveLogToFile(fullDir, "error");
cacheResult[cacheKey] = Double.MinValue;
return(Double.MinValue);
}
if (sParam.Contains("MinAmountOrdersFLP") && acc.Statistics.NumberOrders < sParam["MinAmountOrdersFLP"] && string.IsNullOrEmpty(directory))
{
cacheResult[cacheKey] = Double.MinValue;
return(Double.MinValue);
}
if (!string.IsNullOrEmpty(directory))
{
string fullDir = directory + "/" + this.StartTime.ToString("yyyyMMdd") + "_" + (acc.Balance.ToString()) + "$";
configReader.SaveCurrentParameters(strategyName, sParam, fullDir);
logger.SaveLogToFile(fullDir, "allData");
}
if (DefaultAccount.Commission > 0)
{
cacheResult[cacheKey] = acc.Statistics.CalculateConfidenceIntervalLow;
}
else
{
cacheResult[cacheKey] = 10 - acc.Statistics.CalculateConfidenceIntervalHigh;
}
return(cacheResult[cacheKey]);
}
catch (Exception exc)
{
(logger as Log4Smart.IStrategyLogger).AddMessage("{0}", exc.ToString());
if (string.IsNullOrEmpty(directory))
{
directory = Path.GetDirectoryName(System.Reflection.Assembly.GetEntryAssembly().Location);
}
string fullDir = directory + string.Format("/errors/{0}/{1}/", SampleData.Symbol, StartTime.ToString("yyyyMMdd"));
configReader.SaveCurrentParameters(strategyName, sParam, fullDir);
logger.SaveLogToFile(fullDir, "error");
cacheResult[cacheKey] = Double.MinValue;
return(Double.MinValue);
}
}
}
