public void ThrowIfNotInitialized()
{
var strategy = new GridSearchOptimizationStrategy();
Assert.Throws <InvalidOperationException>(() =>
{
strategy.PushNewResults(OptimizationResult.Initial);
});
}
public void SinglePoint(decimal step)
{
var args = new HashSet <OptimizationParameter>()
{
new OptimizationStepParameter("ema-fast", 0, 0, step),
new OptimizationStepParameter("ema-slow", 0, 0, step),
new OptimizationStepParameter("ema-custom", 1, 1, step)
};
_strategy.Initialize(new Target("Profit", new Maximization(), null), new List <Constraint>(), args, new StepBaseOptimizationStrategySettings());
_strategy.NewParameterSet += (s, parameterSet) =>
{
Assert.AreEqual(0, parameterSet.Value["ema-fast"].ToDecimal());
Assert.AreEqual(0, parameterSet.Value["ema-slow"].ToDecimal());
Assert.AreEqual(1, parameterSet.Value["ema-custom"].ToDecimal());
};
_strategy.PushNewResults(OptimizationResult.Initial);
}