private void RunTest(TradeParams tradeParams, Configurator configurator, TradesPrinter printer)
{
tradeParams.Validate();
var advisor = new TradeAdvisor(configurator.Repository.Days.First().FiveMins);
var robot = new RobotContext(tradeParams, configurator.Factory, advisor);
var results = configurator.GetTradeResults();
//foreach (var day in repository.Days)
foreach (var day in configurator.Repository.Days.Skip(1)) //TODO перебирать параметры по абсолютному значению, а затем искать регрессию одних на другие
{
foreach (var candle in day.FiveMins)
{
var dealEvent = robot.Process(candle) as DealEvent;
if (dealEvent != null)
{
results.AddDeal(dealEvent.Deal);
}
}
var ev = robot.StopTrading() as DealEvent;
if (ev != null)
{
results.AddDeal(ev.Deal);
}
//printer.PrintDepoWithParamsName(tradeParams, results);
Assert.That(results.DealsAreClosed);
robot.Reset();
}
//File.WriteAllLines("out.txt", results.GetDepositSizes().Select(s => (s - 30000).ToString()));
printer.AddRow(tradeParams, results);
}
public void AddRow(TradeParams parameters, TradesResult result)
{
var row = parameters.GetTableRow(paramsFieldNames)
.Concat(result.GetTableRow(resultsFieldNames))
.ToList();
table.Add(row);
}
public RobotContext(TradeParams tradeParams, StatesFactory factory, TradeAdvisor advisor, List<Candle> history = null)
{
Logger.Debug("I'm started");
candles = history ?? new List<Candle>(); //IMPROVE историю хранить не нужно (отправлять за историей к Advisor)
Advisor = advisor;
Factory = factory;
StopLossSize = tradeParams.StopLoss;
TrailingStopLoss = (int) (StopLossSize * tradeParams.TrailingStopPercent);
BreakevenSize = (int) (StopLossSize * tradeParams.BreakevenPercent);
PegtopSize = tradeParams.PegtopSize;
EndTime = tradeParams.EndTime;
CurrentState = DefaultState;
ExtremumsRepository = ((SearchState) CurrentState).ExtremumsRepo;
}
private string GetFilenameByParams(TradeParams parameters)
{
string filename = parameters.GetTableRow(paramsFieldNames).Aggregate("", (b, name) => b + name + "_");
return filename.Remove(filename.Length - 1) + ".txt";
}
public void PrintDepoWithParamsName(TradeParams parameters, TradesResult result)
{
string filename = GetFilenameByParams(parameters);
File.WriteAllLines(Path.Combine(outputPath, depoPrintsDir, filename), result.GetDepositSizes().Select(s => s.ToString()));
}
private void InitDefaultParams(XElement paramsNode)
{
var tradeParams = new TradeParams();
foreach (var param in paramsNode.Descendants())
{
var name = param.Name.LocalName;
if (!TradeParamsMapper.HasField(name))
throw new SettingsPropertyNotFoundException($"Can't found property {name}");
TradeParamsMapper.SetValue(name, tradeParams, param.Attribute("Size"));
}
loopsExecutor = new LoopsGenerator<TradeParams>(tradeParams);
}
private TradeParams GetParams(XElement parameters)
{
var tradeParams = new TradeParams();
foreach (var param in parameters.Descendants())
{
var name = param.Name.LocalName;
if (!TradeParamsMapper.HasField(name))
throw new SettingsPropertyNotFoundException($"Can't found property {name}");
TradeParamsMapper.SetValue(name, tradeParams, param.Attribute("Size"));
}
return tradeParams;
}
