public void TestGuppiAlgData()
{
using (var provider = new TextCandleProvider())
{
provider.SetTextParams(@"data\si-9-17.dat", ';');
var alg = new GuppiAlgorithm(4, 6, 9, 13, 31, 36, 41, 46, 51, 61);
var acc = new TestAccAgregator();
for (var i = 0; i < 61; i++)
{
provider.MoveNext();
var res = alg.Check(provider.Current);
Assert.IsTrue(res == AlgResult.Exit && !alg.Data.Last().Any());
}
while (provider.MoveNext())
{
var answer = alg.Check(provider.Current);
if (answer == FortsRobotLib.AlgResult.Buy)
{
acc.Buy(1 - acc.Assets, provider.Current);
}
if (answer == FortsRobotLib.AlgResult.Sell)
{
acc.Sell(1 + acc.Assets, provider.Current);
}
if (answer == FortsRobotLib.AlgResult.Exit)
{
acc.Close(provider.Current);
}
Assert.IsTrue(alg.Data.Last().Length == 10 + 10 + 8 + 1);
}
}
}
public void TestGuppiAlgMatrix()
{
var alg = new GuppiAlgorithm(4, 6, 9, 11, 13, 16, 31, 36, 41, 46, 51, 61);
using (var provider = new FinamCandleProvider("SPFB.SI", TimePeriod.Hour,
"14", "19899", new DateTime(2013, 9, 1), new DateTime(2014, 03, 10)))
{
provider.Initialize();
using (var reader = new StreamReader(@"data\guppi_data.dat"))
{
var startDate = new DateTime(2014, 01, 13, 15, 0, 0);
while (provider.Current.TimeStamp != startDate)
{
provider.MoveNext();
alg.Check(provider.Current);
}
reader.ReadLine();
while (!reader.EndOfStream)
{
provider.MoveNext();
alg.Check(provider.Current);
var data = reader.ReadLine().Split(';');
var algData = alg.Data.Last();
int i;
for (i = 0; i < 12; i++)
{
Assert.IsTrue(Math.Abs(float.Parse(data[i]) - algData[i]) <= 1);
}
for (i = 12; i < 24; i++)
{
Assert.AreEqual(int.Parse(data[i]), algData[i]);
}
Assert.IsTrue(algData[33] == algData[28] && algData[28] == -1);
}
}
}
}