public void TestBasicAlgProfit()
{
using (var provider = new TextCandleProvider())
{
provider.SetTextParams("data/si-9-17.dat", ';');
var alg = new BasicAlgorithm(5, 5);
var acc = new TestAccAgregator();
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);
}
}
acc.Close(provider.Current);
Assert.IsTrue(acc.Balance > 0);
}
}
public void TestProviderMemoryCache()
{
var candles = new List <Candle>();
using (var p1 = new TextCandleProvider())
{
p1.SetTextParams(@"data\si-9-17.dat");
Assert.IsTrue(p1.Initialize());
candles.Add(p1.Current);
while (p1.MoveNext())
{
candles.Add(p1.Current);
}
}
var p = new TextCandleProvider();
p.SetTextParams(@"data\si-9-17.dat");
// p gets automatically disposed
using (var mc = new MemoryCache <TextCandleProvider>(p))
{
var num = 0;
while (mc.MoveNext())
{
Assert.AreEqual(candles[num], mc.Current);
num++;
}
mc.Reset();
mc.MoveNext();
Assert.AreEqual(candles[0], mc.Current);
}
}
public void TestBasicAlgMatrix()
{
using (var provider = new TextCandleProvider())
{
var alg = new BasicAlgorithm(13, 12, 11, 10, 9, 8, 7, 6, 5, 5, 6, 7, 8, 9, 10, 11, 12, 13);
provider.SetTextParams("data/si-9-17.dat", ';');
while (provider.MoveNext() && provider.Current.TimeStamp != new DateTime(2017, 6, 1, 15, 0, 0))
{
}
Assert.IsTrue(provider.Current.Close == 58054);
while (provider.MoveNext() && provider.Current.TimeStamp != new DateTime(2017, 6, 8, 11, 0, 0))
{
alg.Check(provider.Current);
}
alg.Check(provider.Current);
Assert.IsTrue(provider.Current.Close == 58204);
using (var reader = new StreamReader("../../data/basic_data.dat"))
{
while (provider.MoveNext() && provider.Current.TimeStamp != new DateTime(2017, 6, 10, 0, 0, 0))
{
var answer = alg.Check(provider.Current);
var data = alg.Data.Last();
var values = reader.ReadLine().Split(';').ToArray();
for (var i = 3; i < 12; i++)
{
Assert.AreEqual(Math.Truncate((data[i - 2])), Math.Truncate(float.Parse(values[i], NumberStyles.Any, CultureInfo.InvariantCulture)));
}
Assert.AreEqual(Math.Truncate(float.Parse(values[2], NumberStyles.Any, CultureInfo.InvariantCulture)), Math.Truncate(data[0]));
System.Diagnostics.Trace.WriteLine(answer);
}
}
Assert.IsTrue(provider.Current.Close == 58220);
}
}
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 TestWaitForGeneticsSelection()
{
using (var provider = new TextCandleProvider())
{
provider.SetTextParams(@"data\si-9-17.dat");
var gen = new GeneticsSelector <TextCandleProvider, BasicAlgorithm>(new MemoryCache <TextCandleProvider>(provider), 5, 30, 4);
gen.Select(2);
gen.Wait();
var bestResults = gen.GetBestResults();
Assert.AreEqual(2, gen.PopulationIndex);
}
}
public void TestSingleCalculation()
{
var p = new TextCandleProvider();
p.SetTextParams(@"data\si-9-17.dat");
var calc = new Calculator <TextCandleProvider, BasicAlgorithm>(p, 2);
IAlgorithm alg;
var result = calc.Calculate(new float[] { 13, 12, 11, 10, 9, 8, 7, 6, 5, 5, 6, 7, 8, 9, 10, 11, 12, 13 }, out alg);
Assert.AreEqual(result.Balance, 2379);
Assert.AreEqual(result.Assets, 0);
Assert.IsTrue(alg.Data.Length > 0);
}
public void TestCopyMemoryCache()
{
var p = new TextCandleProvider();
p.SetTextParams(@"data\si-9-17.dat");
using (var mc = new MemoryCache <TextCandleProvider>(p))
{
mc.MoveNext();
using (var mc1 = new MemoryCache <TextCandleProvider>(mc))
{
Assert.IsTrue(mc1.Current == default(Candle));
mc1.MoveNext();
Assert.AreEqual(mc.Current, mc1.Current);
mc1.MoveNext();
Assert.AreNotEqual(mc.Current, mc1.Current);
mc.MoveNext();
Assert.AreEqual(mc.Current, mc1.Current);
}
}
}
public void TestRandomPopulation()
{
using (var provider = new TextCandleProvider())
{
provider.SetTextParams("data/si-9-17.dat");
var gen = new GeneticsSelector <TextCandleProvider, BasicAlgorithm>(provider, 5, 30, 50,
generationSize: 100);
var randomPopulation = gen.GenerateRandomPopulation();
Assert.IsTrue(randomPopulation.Length == 100);
Assert.IsTrue(randomPopulation.All(o => o.Length == 50));
foreach (var ind in randomPopulation)
{
foreach (var p in ind)
{
Assert.IsTrue(p >= 5 && p <= 30);
}
}
Assert.IsFalse(randomPopulation.First()
.SequenceEqual(randomPopulation.Last()));
}
}
public void TestParallelCalculations()
{
var p = new TextCandleProvider();
p.SetTextParams(@"data\si-9-17.dat");
var calc = new Calculator <TextCandleProvider, BasicAlgorithm>(p, 4);
calc.AddParamsForCalculation(new float[] { 13, 12, 11, 10, 9, 8, 7, 6, 5 });
calc.AddParamsForCalculation(new float[] { 5, 5 });
// just pass
calc.Wait();
calc.CalculateAsync();
calc.Wait();
Assert.AreEqual(2, calc.Results.Length);
Assert.AreNotEqual(calc.Results.First().Balance, calc.Results.Last().Balance);
calc.Reset();
calc.AddParamsForCalculation(new float[] { 10, 20, 30 });
calc.AddParamsForCalculation(new float[] { 5, 5 });
calc.CalculateAsync();
calc.Wait();
Assert.AreEqual(2, calc.Results.Length);
}
public void TestBasicAlgDataIntegrity()
{
using (var provider = new TextCandleProvider())
{
provider.SetTextParams("data/si-9-17.dat", ';');
while (provider.MoveNext())
{
var curr = provider.Current;
if (curr.TimeStamp == new DateTime(2017, 7, 13, 13, 0, 0))
{
Assert.IsTrue(curr.Open == 61036 && curr.Close == 60804 && curr.High == 61049 && curr.Low == 60785);
}
if (curr.TimeStamp == new DateTime(2017, 6, 14, 17, 0, 0))
{
Assert.IsTrue(curr.Open == 58120 && curr.Close == 58115 && curr.High == 58126 && curr.Low == 58016);
}
if (curr.TimeStamp == new DateTime(2017, 7, 14, 19, 0, 0))
{
Assert.IsTrue(curr.Open == 60076 && curr.Close == 59940 && curr.High == 60109 && curr.Low == 59940);
}
}
Assert.IsTrue(provider.Current.TimeStamp > new DateTime(2017, 8, 2));
}
}
