public DonchianChannel(Instrument instr, int period)
: base(instr)
{
Results.Add("up", new IndicatorResult(period));
Results.Add("down", new IndicatorResult(period));
up = new List<decimal>(period);
down = new List<decimal>(period);
}
public ActionResult BeginTest(TesterModel model) //!!!В модели использовать Instance
{
if (ModelState.IsValid)
{
InstanceModel instance = instanceService.GetById(model.InstanceId, true);
//получаем стратегию
IStrategy strategy = StrategyHelper.CreateStrategy(instance);
//устанавливаем остальные свойства
Instrument instr = new Instrument(instance.Ticker, instance.TimeFrame);
Portfolio portf = new Portfolio
{
Balance = instance.Balance,
Rent = instance.Rent,
Slippage = instance.Slippage
};
IManager manager = new TesterManager(strategy, instr, portf);
manager.DateFrom = model.DateFrom;
manager.DateTo = model.DateTo;
//Стартуем стратегию
manager.StartStrategy();
//***Положить в сессию
AliveResult aliveResult = new AliveResult
{
AliveId = strategyResultCollection.Count() + 1,
StartDate = DateTime.Now,
Instance = instance,
Strategy = strategy,
Manager = manager
};
//Извлечь индикаторы из объекта стратегии
aliveResult.IndicatorsDict = StrategyHelper.ExtractIndicatorsInStrategy(strategy);
strategyResultCollection.Add(aliveResult);
//**
TempData["message"] = string.Format("Тест успешно запущен. Id={0}",aliveResult.AliveId);
return RedirectToAction("Index");
}
ViewBag.InstanceList = ModelHelper.GetInstanceList(instanceService);
return View(model);
}
public List<InstanceModel> Start(int selectionId, DateTime dateFrom, DateTime dateTo)
{
SelectionModel selection = selectionService.GetById(selectionId, s=>s.StrategyInfo);
List<InstanceModel> res = new List<InstanceModel>();
//Выбрка начальной популяции !!! Мощность популяции в настройки
List<InstanceModel> first = OptimizationHelper.CreateFirstGeneration(selection,1);
//1. Определяем значение фитнес-функции
Dictionary<InstanceModel, IStrategy> listResult = new Dictionary<InstanceModel, IStrategy>();
foreach (InstanceModel instance in first)
{
//получаем стратегию
IStrategy strategy = StrategyHelper.CreateStrategy(instance);
//устанавливаем остальные свойства
Instrument instr = new Instrument(instance.Ticker, instance.TimeFrame);
Portfolio portf = new Portfolio
{
Balance = instance.Balance,
Rent = instance.Rent,
Slippage = instance.Slippage
};
IManager manager = new TesterManager(strategy, instr, portf);
manager.DateFrom = dateFrom;
manager.DateTo = dateTo;
//Стартуем стратегию
manager.StartStrategy();
listResult[instance] = strategy;
}
//2. Отбираем лучшие
//3. Кодируем парамеры
//4. Кроссинговер
//5. Мутация
//6. Декодируем параметры
//Снова 1
return res;
}
public TesterManager(IStrategy strategy, Instrument instr, Portfolio portf)
{
this.Strategy = strategy;
this.Instr = instr;
this.Portf = portf;
this.AliveType = AliveType.Test;
this.OrderSender = new OrderSender(this);
Strategy.Instr = Instr;
Strategy.Manager = this;
Strategy.Orders = new List<Order>();
Strategy.Initialize();
StrategyHelper.SubscriptionToEventAsync(Strategy); //Подписываем на событие формирования свечи асинхронно индикаторы, которые найдем в стратегии.
cts = new CancellationTokenSource();
}
public EmulManager(IOrderRepository orderRepository,
IStrategy strategy, Instrument instr, Portfolio portf, IDataProvider connector, AliveStrategy aliveStrategy)
{
this.orderRepository = orderRepository;
this.Strategy = strategy;
this.Instr = instr;
this.Portf = portf;
this.Connector = connector;
this.AliveType = AliveType.Emul;
this.OrderSender = new OrderSender(this);
Strategy.Instr = Instr;
Strategy.Manager = this;
Strategy.Initialize();
StrategyHelper.SubscriptionToEventAsync(Strategy); //Подписываем на событие формирования свечи асинхронно индикаторы, которые найдем в стратегии.
this.aliveStrategy = aliveStrategy;
//!!!проверить на наличие подписки
Connector.TickPoked += Instr.OnTickPoked;
}
/// <summary>
/// Вызывайте данный конструктор при инициализации собственного индикатора
/// </summary>
/// <param name="instr"></param>
protected IndicatorBase(Instrument instr)
{
this.Results = new Dictionary<string, IndicatorResult>();
this.Instr = instr;
Instr.CreatedCandle += AddValue;
}
public ActionResult BeginTest(TesterModel model) //!!!В модели использовать Instance
{
if (ModelState.IsValid)
{
InstanceModel instance = instanceService.GetById(model.InstanceId, true);
DataProviderModel setting = settingService.GetById(model.SettingId);
//добавляем живую стратегию
AliveStrategy aliveStrategy = new AliveStrategy
{
GroupID = instance.GroupID,
IsActive = true
};
aliveStrategyRepository.Save(aliveStrategy);
//получаем стратегию
IStrategy strategy = StrategyHelper.CreateStrategy(instance);
//устанавливаем остальные свойства
Instrument instr = new Instrument(instance.Ticker, instance.TimeFrame);
Portfolio portf = new Portfolio
{
Balance = instance.Balance,
Rent = instance.Rent,
Slippage = instance.Slippage
};
IDataProvider connector = new SettingHelper().CreateDataProvider(setting);
//IDataProvider connector = (IDataProvider)ReflectionHelper.CreateEntity(setting);
IManager manager = new EmulManager(orderRepository, strategy, instr, portf, connector, aliveStrategy);
//manager.DateFrom = model.DateFrom;
//manager.DateTo = model.DateTo;
//Стартуем стратегию
manager.StartStrategy();
//***Положить в сессию
AliveResult aliveResult = new AliveResult
{
AliveId = aliveStrategy.Id,
StartDate = DateTime.Now,
Instance = instance,
Strategy = strategy,
Manager = manager
};
//Извлечь индикаторы из объекта стратегии
aliveResult.IndicatorsDict = StrategyHelper.ExtractIndicatorsInStrategy(strategy);
strategyResultCollection.Add(aliveResult);
//**
TempData["message"] = string.Format("Эмуляция успешно запущена. Id={0}", aliveResult.AliveId);
return RedirectToAction("Index");
}
ViewBag.InstanceList = ModelHelper.GetInstanceList(instanceService);
return View(model);
}
public IndicatorMock(Instrument instr, int period)
: base(instr)
{
Results.Add("value1", new IndicatorResult(period));
Results.Add("value2", new IndicatorResult(period));
}
public NotificationHelper(Instrument instr)
{
this.instr = instr;
instr.CreatedCandleReal += OnCreatedCandle;
}