/// <summary>
/// Группировка по Дате TestResultRepositiry только для OPT
/// </summary>
private TestResultRepositiry GroupDateTestResult(TestResultRepositiry _testResults, int _countBest = 1)
{
TestResultRepositiry result = new TestResultRepositiry();
int counter;
var _groupRes = from res in _testResults
where res.Profit > 0 & StaticService.GetComment(res.Key, Patern3) == "OPT"
orderby res.Profit descending
group res by res.DateRes into _dateGroup
orderby _dateGroup.Key
select _dateGroup;
foreach (var testresults in _groupRes)
{
counter = 0;
if (testresults != null)
{
foreach (ParametrTestResult res in testresults)
{
result.Add(res);
counter++;
if (counter >= _countBest)
{
break;
}
}
}
}
return(result);
}
/// <summary>
/// Фильтр по SettingsBolinger только для ОПТ
/// </summary>
private TestResultRepositiry FiltrBySettingsBB(TestResultRepositiry _testResRepo, string _setBB, out bool _error)
{
TestResultRepositiry result = new TestResultRepositiry();
_error = false;
try
{
foreach (ParametrTestResult item in _testResRepo)
{
if (item != null)
{
string OPT = StaticService.GetComment(item.Key, Patern3);
string settingsBB = item.SettingsBolinger;
if (settingsBB == _setBB && !String.IsNullOrEmpty(OPT))
{
result.Add(item);
}
}
else
{
_error = true;
}
}
}
catch (Exception ex)
{
MessageBox.Show(ex.InnerException + ex.Message);
return(result);
}
return(result);
}
/// <summary>
/// Фильтр по ОРТ
/// </summary>
private TestResultRepositiry FiltrTestResult(TestResultRepositiry _testResRepo, DateTime _fromDate, DateTime _toDate, out bool _error, bool _opt = true)
{
TestResultRepositiry result = new TestResultRepositiry();
_error = false;
try
{
foreach (ParametrTestResult item in _testResRepo)
{
if (item != null)
{
string OPT = StaticService.GetComment(item.Key, Patern3);
DateTime dateRes = Convert.ToDateTime(item.DateRes);
if (dateRes >= _fromDate && dateRes <= _toDate)
{
if (_opt)
{
if (!String.IsNullOrEmpty(OPT))
{
result.Add(item);
}
}
else
{
if (String.IsNullOrEmpty(OPT))
{
result.Add(item);
}
}
}
}
else
{
_error = true;
}
}
}
catch (Exception ex)
{
MessageBox.Show(ex.InnerException + ex.Message);
return(result);
}
return(result);
}
/// <summary>
/// График по SettingsBolinger(X) и CountProfitIndex(Y)
/// </summary>
public DataUniversalCharts GetSettingsBBForCharts(TestResultRepositiry _testResRepo)
{
DataUniversalCharts result = new DataUniversalCharts();
var _groupRes = from res in _testResRepo
where !String.IsNullOrEmpty(StaticService.GetComment(res.Key, Patern3))
group res by res.SettingsBolinger into _paramRes
orderby _paramRes.Key
select _paramRes;
foreach (var item in _groupRes)
{
string keyX = item.Key;
double avgY = item.Average(x => x.CountProfitIndex);
result.Add(keyX, avgY);
}
return(result);
}
/// <summary>
/// Открываем лонги, если цена выше самой верхней линии.
/// Открываем шорты, если цена ниже самой нижней линии.
/// Закрытие: переворачиваемся.
/// </summary>
private Task TrendAlgoritmTest(string _path)
{
return(Task.Run(() =>
{
TradesBolingerRepository _trdBRepo = null;
string file_name = "test_result.txt";
try
{
_trdBRepo = (TradesBolingerRepository)StaticService.Deserializes(_path);
}
catch (Exception)
{
StaticService.LogFileWrite(_path, "error_log.txt", true);
}
string _key = Path.GetFileNameWithoutExtension(_path);
string _dateRes = StaticService.GetComment(_key, SettingsClass.PaternDate1);
string _settBB = StaticService.GetComment(_key, SettingsClass.Patern);
TestTradesCollection testTradColl = new TestTradesCollection();
TestTradesCollection testTradCollOPT = new TestTradesCollection();
int tp = 0;
double profitPortfolio = 0; // прибыль портфеля на каждую сделку
int countTrades = 0;
double maxProfit = 0;
double minProfit = 0;
int countProfitTrades = 0;
int countLossTrades = 0;
// OPT
double profitPortfolioOpt = 0;
int countTradesOpt = 0;
double maxProfitOpt = 0;
double minProfitOpt = 0;
int countProfitTradesOpt = 0;
int countLossTradesOpt = 0;
// end opt
StaticService.LogFileWrite("\n ---------" + _key + "---------", file_name, true);
if (_trdBRepo != null)
{
foreach (ParametrTradesBolinger pcT in _trdBRepo)
{
//StaticClassService.LogFileWrite(pcT.DateTimeTrades + "\t" + pcT.NumberTrades + "\t" + pcT.PriceTrades + "\t" + pcT.SeccodeTrades + "\t" + pcT.LineUp + "\t" + pcT.LineDown + "\t" + pcT.LineMidl, file_name, true);
DateTime dateTimeTrade = pcT.DateTimeTrades;
if (dateTimeTrade.TimeOfDay < new TimeSpan(19, 0, 0))
{
double price = (double)pcT.PriceTrades;
//---Здесь вызываем Класс нужного алгоритма---
Algoritms.BollingerCrossing.Algoritm(pcT, testTradColl, testTradCollOPT, file_name, price, dateTimeTrade, ref tp, ref countTrades, ref countTradesOpt, ref profitPortfolio, ref profitPortfolioOpt, ref maxProfit, ref maxProfitOpt, ref minProfit, ref minProfitOpt, ref countProfitTrades, ref countProfitTradesOpt, ref countLossTrades, ref countLossTradesOpt);
//--------------------------------------------
}
}
}
// save result
testResultRepo.Add(new ParametrTestResult(_key, _dateRes, _settBB, profitPortfolio, countTrades, maxProfit, minProfit, countProfitTrades, countLossTrades));
testResultRepo.Add(new ParametrTestResult(_key + "OPT", _dateRes, _settBB, profitPortfolioOpt, countTradesOpt, maxProfitOpt, minProfitOpt, countProfitTradesOpt, countLossTradesOpt)); // Opt
// serialize TestTradesCollection end TestTradesCollection'OPT'
StaticService.Serializes(testTradColl, folderOutTestTradesSimple + _key);
StaticService.Serializes(testTradCollOPT, folderOutTestTradesOPT + _key);
}));
}