void RunKrxCreditDepositRateOptimizerExperiment() { StrategyBaseInput input = new StrategyBaseInput(); //input.StartDate = new DateTime(2001, 1, 1); input.StartDate = new DateTime(2006, 1, 1); input.EndDate = new DateTime(2011, 5, 1); input.EndDate = DateTime.Now; input.InitInvestAmount = 1000000000; GeneralOptimizer strategy = new GeneralOptimizer("KrxCreditDepositRateOptimizer", input); strategy.Build(); for (int i = 0; i < 20; ++i) { double weight = 0.5 + 0.1 * (double)i; strategy.AddAdjustment(new KrxCreditDepositRateAdjustment(new CreditPolicyStatic(weight)), String.Format("Static ({0:n2})", weight)); strategy.AddAdjustment(new KrxCreditDepositRateAdjustment(new CreditPolicyWithMA(weight)), String.Format("MA ({0:n2})", weight)); } List<IResultHandler> resultHandlers = new List<IResultHandler>(); //resultHandlers.Add(new CsvOutHandler()); resultHandlers.Add(this); Experiment experiment = new Experiment(strategy, resultHandlers); experiment.Run(); }
void RunTemp_OptimizerType() { StrategyBaseInput input = new StrategyBaseInput(); input.ReadStartDate = new DateTime(1990, 1, 1); input.StartDate = new DateTime(2001, 1, 1); input.EndDate = new DateTime(2011, 5, 1); input.EndDate = DateTime.Now; input.InitInvestAmount = 1000000000; GeneralOptimizer strategy = new GeneralOptimizer("", input); strategy.Build(); for (int i = 0; i < 20; ++i) { double weight = 0.5 + 0.1 * i; //KrxCreditDepositRateAdjustment cdAdj2 = new KrxCreditDepositRateAdjustment(new CreditPolicyWithUpDownMA(weight)); //strategy.AddAdjustment(cdAdj2, String.Format("({0:n2})", weight)); //MaeBokRateAdj adj = new MaeBokRateAdj(new BokRatePolicy_Static(), weight); ExcelAdj adj = new ExcelAdj("data\\LinMacEquityAdj.xlsx", "Sheet1", weight); strategy.AddAdjustment(adj, String.Format("ExcelAdj ({0:n2})", weight)); } List<IResultHandler> resultHandlers = new List<IResultHandler>(); //resultHandlers.Add(new CsvOutHandler()); resultHandlers.Add(this); Experiment experiment = new Experiment(strategy, resultHandlers); experiment.Run(); }
void RunDollarPriceAdjExperiment() { StrategyBaseInput input = new StrategyBaseInput(); input.StartDate = new DateTime(2001, 1, 1); //input.StartDate = new DateTime(2006, 1, 1); input.EndDate = new DateTime(2011, 5, 1); input.EndDate = DateTime.Now; input.InitInvestAmount = 1000000000; GeneralOptimizer strategy = new GeneralOptimizer("DollarPriceOptimizer", input); strategy.Build(); for (int i = 0; i < 20; ++i) { double weight = 0.5 + 0.1 * (double)i; //double weight = i; strategy.AddAdjustment(new DollarPriceAdj(weight), String.Format("{0:n2}", weight)); } List<IResultHandler> resultHandlers = new List<IResultHandler>(); //resultHandlers.Add(new CsvOutHandler()); resultHandlers.Add(this); Experiment experiment = new Experiment(strategy, resultHandlers); experiment.Run(); }