public void Judge(IStrategyResults res) { ICollection <string> allStrategies = res.AllStrategyNames; IStockValues holderValues = res.GetResult("Hold"); List <DateTime> dates = holderValues.GetAllDate().ToList <DateTime>(); dates.Sort(); DateTime minDate = dates.First <DateTime>(); DateTime maxDate = dates.Last <DateTime>(); Debug.Assert(minDate < maxDate); DateTime curDate = minDate; while (curDate < maxDate) { foreach (string name in allStrategies) { IStockValues values = res.GetResult(name); double holderTotalValue = holderValues.GetTotalValue(curDate); double strategyTotalValue = values.GetTotalValue(curDate); Scores_.AddScore(name, CalcSimpleScore(holderTotalValue, strategyTotalValue)); } curDate = DateFunc.GetNextWorkday(curDate); } }
public void Judge(IStrategyResults res) { ICollection<string> allStrategies = res.AllStrategyNames; IStockValues holderValues = res.GetResult("Hold"); List<DateTime> dates = holderValues.GetAllDate().ToList<DateTime>(); dates.Sort(); DateTime minDate = dates.First<DateTime>(); DateTime maxDate = dates.Last<DateTime>(); Debug.Assert(minDate < maxDate); DateTime curDate = minDate; while (curDate < maxDate) { foreach (string name in allStrategies) { IStockValues values = res.GetResult(name); double holderTotalValue = holderValues.GetTotalValue(curDate); double strategyTotalValue = values.GetTotalValue(curDate); Scores_.AddScore(name, CalcSimpleScore(holderTotalValue, strategyTotalValue)); } curDate = DateFunc.GetNextWorkday(curDate); } }
public void Judge(IStrategyResults res) { _HoldValues = res.GetResult("Hold"); FindMaxMinDate(); foreach (string strategyName in res.AllStrategyNames) { IStockValues values = res.GetResult(strategyName); JudgeStrategy(strategyName, values); } }
public void SetStrategyResults(IStrategyResults results) { StrategyResults_ = results; }