public override void Run()
{
//creo il file per l'esecuzione corrente
var filename = string.Format(@"log\{0}_{1}.txt", "Test2", DateTime.Now.ToString("ddMMyyyy_hhmm"));
// System.IO.File.Create(filename);
//apro lo stream writer
// using (System.IO.StreamWriter sw = new System.IO.StreamWriter(@"..\..\log\mtgoxcandlesMonth-15m", true))
{
//lettura delle configurazioni
var configuration = new ConfigurationHoldAndBuy()
{
Gain = (decimal)0.05, // 1%
//HeartBeat = (decimal)0.001, // 1m
MaxBubbles = 1, //(j+1),
MaxCoinsPerBubble = (decimal)(0.6),
MinimumCoinsPerBubble = (decimal)0.01,
//MaxMoney = 100,
//Tick = 1, //w+1,
//TickDynamic = false
};
//parametri MACD
var arr = new int[] { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
var param = from i in arr
from j in arr
from k in arr
select new { i, j, k };
//iterazione lungo i parametri
param.ToList().ForEach(p =>
{
//generazione del market
var market = new CMarketSimulator(); //(15, 17, 12 + p.i, 20 + p.j, 5 + p.k);
//istanzio il manager
var manager = new Manager.CManagerHoldBuy()
{
ConfigurationHoldAndBuy = configuration,
Market = market
};//(configuration, market, true);
//lancio il test
// salvo il risultato
var test = new TestUnit()
{
Bubbles = configuration.MaxBubbles,
Coins = market.TotCoins,
Money = market.TotMoney,
Gain = configuration.Gain,
Maxcoinsperbubble = configuration.MaxCoinsPerBubble,
Coinvalue = market.Bid,
//Ticks = configuration.Tick,
Value = market.TotValue,
Average = market.Average,
i = p.i,
j = p.j,
//w=w,
k = p.k
};
//stampo il test
CUtility.Log("*** TEST");
// test.PrintOnFile(sw);
//test.PrintOnConsole();
test.Print();
});
}
}
public override void Run()
{
var tests = new List <TestUnit>();
var testResultFileName = @"data\output\results" + DateTime.Now.ToString("yyyyMMddhhmmss") + ".csv";
//TODO: caricare da configurazioni
var testLoad = GetTestData();
//List<TestParam> testLoad = null;
if (testLoad == null || testLoad.Count == 0)
{
testLoad = new List <TestParam>()
{
new TestParam(0, 0, 0, 0)
};
}
var e = Evaluations.EvaluationManager.Instance;
foreach (var testParam in testLoad)
{
e.Clear();
/********************************************************************
* CONFIGURAZIONE
*******************************************************************/
//MainConfiguration.Configuration = new Configuration(); //configuration;
// MainConfiguration.Configuration = Configuration.BuildFromFile("global.json", "personal.json");
MainConfiguration.Configuration = Configuration.BuildFromDirectory(@"data/configuration");
MainConfiguration.Configuration.Init();
Configuration.SaveToFile(MainConfiguration.Configuration, @"data/configuration/serialized.result.json");
// chiama la configurazione
Customize(testParam);
/********************************************************************
* MANAGER
*******************************************************************/
var manager = Manager.Builder.Create(MainConfiguration.Configuration.ManagerClass);
if (manager == null)
{
throw new Exception("manager not configured");
}
manager.Start();
if (MainConfiguration.Configuration.RealTimeHeartBeat && testLoad.Count == 1)
{
break;
}
System.Console.WriteLine(manager.Market.UniqueName);
// salvo il risultato
var test = new TestUnit()
{
Coins = manager.Market.TotCoins,
Money = manager.Market.TotMoney,
Coinvalue = manager.Market.Buy,
Value = manager.Market.TotValue,
Average = manager.Market.Average,
MaxCoins = manager.Market.MaxCoins,
MaxMoney = manager.Market.MaxMoney,
MaxValue = manager.Market.MaxValue,
Bids = manager.Market.TotBids,
Ask = manager.Market.TotAsks,
Gain = manager.Statistics.Gain,
i = testParam.I,
j = testParam.J,
w = testParam.W,
k = testParam.K
};
/********************************************************************
* VISUALIZZAZIONE
*******************************************************************/
// stampa il risultato
test.Print();
if (test.Average > MainConfiguration.Configuration.StartWalletMoney)
// deve esserci stato almeno un trade
{
if (test.Value > MainConfiguration.Configuration.StartWalletMoney)
// devo aver guadagnato piu' di quanto ho investito
{
// salva il risultato se ci sono stati risultati incoraggianti
CUtility.Log("*** GOOD");
tests.Add(test);
/*
* // scrive il risultato su csv
* using (var log = new StreamWriter(testResultFileName, true))
* {
* test.Print(log);
* log.Flush();
* log.Close();
* }
* */
// scrive il risultato con codice
using (var log = new StreamWriter(testResultFileName + ".txt", true))
{
test.PrintCode(log);
log.Flush();
log.Close();
}
// salvo la migliore configurazione
var best = tests.OrderByDescending(o => o.Coins * o.Coinvalue + o.Money).FirstOrDefault();
if (best != null)
{
Configuration.SaveToFile(MainConfiguration.Configuration,
@"data/configuration/best.result.json");
}
var bestAvg = tests.OrderByDescending(o => o.Average).FirstOrDefault();
if (bestAvg != null)
{
Configuration.SaveToFile(MainConfiguration.Configuration,
@"data/configuration/bestavg.result.json");
}
}
}
AnalyticsTools.Print();
e.Finalize();
}
/********************************************************************
* RISULTATI
*******************************************************************/
if (MainConfiguration.Configuration.RealTimeHeartBeat && testLoad.Count == 1)
{
}
else
{
// mostro la performance migliore
CUtility.Log("*** BEST VALUE");
var firstOrDefault = tests.OrderByDescending(o => o.Coins * o.Coinvalue + o.Money).FirstOrDefault();
if (firstOrDefault != null)
{
firstOrDefault.Print();
}
CUtility.Log("*** BEST AVERAGE");
var orDefault = tests.OrderByDescending(o => o.Average).FirstOrDefault();
if (orDefault != null)
{
orDefault.Print();
}
}
}