Ejemplo n.º 1
0
        static int Test()
        {
            BackTest.Config cfg = new BackTest.Config();
            cfg.data_level = "tk";
            cfg.begin_date = 20180101;
            cfg.end_date   = 20180201;

            BackTest.Run(cfg, CreateStralet);
            return(0);
        }
        public static void Optimise(string strategyName, string dllPath, string logPath = null, string tradesPath = null, string reportPath = null)
        {
            _logPath    = logPath;
            _tradesPath = tradesPath;
            _reportPath = reportPath;

            try
            {
                BackTest bt = new BackTest(OnCompleteBackTest, new MessageDelegate(DisplayMessage));
                bt.Run(strategyName, dllPath, true);
            }
            catch (Exception ex)
            {
                Console.WriteLine(ex.Message, MessageType.Error);
            }
        }
Ejemplo n.º 3
0
        static void Test()
        {
            var begin_time = DateTime.Now;

            BackTest.Config cfg = new BackTest.Config();
            cfg.dapi_addr  = "ipc://tqc_10001";
            cfg.data_level = "tk";
            cfg.begin_date = 20180101;
            cfg.end_date   = 20180516;

            BackTest.Run(cfg, CreateStralet);

            var used_time = System.DateTime.Now - begin_time;

            Console.WriteLine("used_time: " + used_time.TotalSeconds);
        }