public void TestMethod1()
{
//Входные данные
//Создать 2 условия
int index1 = 0, index2 = 0;
int curIndex = 60;
ParameterCondition par1 = ParameterCondition.PriceClose;
ParameterCondition par2 = ParameterCondition.PriceOpen;
Predicate predicate = Predicate.Less;
Condition cond = new Condition(index1, index2, par1, par2, null, null, 0.0, 0.0, predicate);
int index1_ = 1, index2_ = 1;
ParameterCondition par1_ = ParameterCondition.Indicator;
ParameterCondition par2_ = ParameterCondition.Indicator;
Predicate predicate_ = Predicate.MoreEqual;
Indicator ind1 = new SMA(14);
Indicator ind2 = new SMA(28);
Condition cond2 = new Condition(index1_, index2_, par1_, par2_, ind1, ind2, 0.0, 0.0, predicate_);
//Накопить данные для индикаторов
for (int i = 0; i < curIndex; i++)
{
ind1.update_value(i, instrument);
ind2.update_value(i, instrument);
}
//Создать правило
TradingRule rule = new TradingRule();
rule.add_condition(cond);
rule.add_condition(cond2);
string name = "TestStrategy1";
DateTime dateTime = DateTime.Now;
TradingStrategy strat = new TradingStrategy(name);
strat.add_rule(rule);
strat.save_to_xml();
controller.add_strategy(new CaretakerStrategy(strat));
TradingStrategy strat1 = controller.get_strategy(name).Originator;
File.Delete("Strategies\\TestStrategy1.xml");
Assert.AreEqual(strat.Loaded &&
strat.Name == name &&
strat.DateOfChange == dateTime &&
strat.DateOfCreation == dateTime, true);
}
//Тест проверяет правильно ли срабатывает TradingRule
public void test_TradingRule()
{
//Входные данные
//Создать 2 условия
int index1 = 0, index2 = 0;
int curIndex = 60;
ParameterCondition par1 = ParameterCondition.PriceMax;
ParameterCondition par2 = ParameterCondition.PriceMin;
Predicate predicate = Predicate.Less;
Condition cond = new Condition(index1, index2, par1, par2, null, null, 0.0, 0.0, predicate);
int index1_ = 1, index2_ = 1;
ParameterCondition par1_ = ParameterCondition.Indicator;
ParameterCondition par2_ = ParameterCondition.Indicator;
Predicate predicate_ = Predicate.MoreEqual;
Indicator ind1 = new SMA(14);
Indicator ind2 = new MACD(28);
Condition cond2 = new Condition(index1_, index2_, par1_, par2_, ind1, ind2, 0.0, 0.0, predicate_);
//Накопить данные для индикаторов
for (int i = 0; i < curIndex; i++)
{
ind1.update_value(i, instrument);
ind2.update_value(i, instrument);
}
//Создать правило
TradingRule rule = new TradingRule(Signal.Buy);
rule.add_condition(cond);
rule.add_condition(cond2);
bool expected = instrument.get_interval(curIndex, index1).ClosingPrice <
instrument.get_interval(curIndex, index1).OpeningPrice&&
ind1.get_value(curIndex, index1_) >= ind2.get_value(curIndex, index2_);
Assert.AreEqual(expected, rule.check(curIndex, instrument));
}
