public SummaryReport(
Investor investor,
IResultsProvider resultsProvider,
IEnumerable <SimulationResult> results)
{
_investor = investor;
_resultsProvider = resultsProvider;
_results = results;
_date = results.First().Date;
}
private static async Task SaveResults(IResultsProvider resultsProvider, IEnumerable <MarketData> data)
{
var saveSimulationsTask = resultsProvider.SaveSimulationResults();
var saveDataTask = resultsProvider.SaveData(data);//sus - just use the cache?
var performanceChartTask = resultsProvider.SaveChart(ResultsChart.Performance, @"C:\temp\performance.png");
var relativeChartTask = resultsProvider.SaveChart(ResultsChart.Relative, @"C:\temp\relative.png");
var signalChartTask = resultsProvider.SaveChart(ResultsChart.Signal, @"C:\temp\buys.png");
await Task.WhenAll(saveSimulationsTask, saveDataTask, performanceChartTask, relativeChartTask, signalChartTask);
}
public void Setup()
{
ConfigurationManager.AppSettings["BacktestingDate"] = "2010-07-01";
ConfigurationManager.AppSettings["CacheSize"] = "2000";
ConfigurationManager.AppSettings["DataPath"] = "MarketData.csv";
ConfigurationManager.AppSettings["RelativePath"] = @"../../../";
var marketData = CreateMarketData();
var marketDataCache = CreateMarketDataCache(marketData);
var investor = new Investor {
DailyFunds = 10, OrderDelayDays = 3
};
var investorProvider = CreateInvestorProvider();
var simulationCache = new SimulationCache();
var simulationFactory = new SimulatorFactory(marketDataCache, simulationCache);
var ratingService = new RatingService(
marketDataCache,
simulationFactory,
investorProvider);
var strategyFactory = CreateStrategyFactory(
marketDataCache,
simulationCache,
investorProvider,
ratingService);
var marketDataRepository = new Mock <IRepository <MarketData> >();
var simulationResultsRepository = new Mock <IRepository <SimulationResult> >();
_target = new ResultsProvider(
marketDataCache,
marketDataRepository.Object,
ratingService,
simulationResultsRepository.Object);
_target.Initialise();
var strategy = strategyFactory.Create(new HolidayEffectParameters());
var stateJson = File.ReadAllText(@"HolidayEffectSimulationState.json");
var simulationState = JsonConvert.DeserializeObject <SimulationState[]>(stateJson);
var resultsToAdd = new ConcurrentDictionary <IStrategy, SimulationState[]>();
resultsToAdd.TryAdd(strategy, simulationState);
_target.AddResults(investor, resultsToAdd);
}
public AnalysisService(
IMarketDataCache marketDataCache,
IResultsProvider resultsProvider,
StrategyProvider strategyProvider,
IInvestorProvider investorProvider,
SimulatorFactory simulatorFactory,
MarketDataProvider marketDataProvider,
ICommunicationService communicationService)
{
_simulatorFactory = simulatorFactory;
_marketDataCache = marketDataCache;
_resultsProvider = resultsProvider;
_strategyProvider = strategyProvider;
_investorProvider = investorProvider;
_marketDataProvider = marketDataProvider;
_communicationService = communicationService;
}
public CompetitionsController(ResultsAdapter adapter)
{
_results = adapter.Processor;
}
public ResultsAdapter(IOptions <ApplicationConfiguration> conf)
{
var olaDapperConf = conf.Value.Ola;
Processor = new OlaDapper.OlaResultsProvider(olaDapperConf);
}
public ReportProvider(IResultsProvider resultsProvider)
{
_resultsProvider = resultsProvider;
}
