public DefaultStrategy(String strategyName, SimInputData input)
{
this.StrategyName = strategyName;
this.Input = input;
this._allocBase = new StaticAlloc();
this._opSet = new OperationSet();
this._adjustment = new DummyAdjustment();
}
public OptiTester(IAlloc alloc, IAdj adj, double startKospiWeight, double endKospiWeight, int testCount)
{
this.StartKospiWeight = startKospiWeight;
this.EndKospiWeight = endKospiWeight;
this.TestCount = testCount;
this.Alloc = alloc;
this.Adj = adj;
Trace.Assert(TestCount != 0);
}
public AssetRateCalculator(IAlloc alloc, List<IAdj> adjs, SimInputData inputData, MixupRule rule)
{
Trace.Assert(alloc != null);
Trace.Assert(adjs != null);
Trace.Assert(inputData != null);
this.Alloc = alloc;
this.Adjs = adjs;
this.InputData = inputData;
this.Rule = rule;
}
public void Build()
{
this._allocBase = new StaticAlloc();
this._opSet = new OperationSet();
int key = 0;
this._adjustment = new DummyAdjustment();
AddAdjustment_Static(key++, this._adjustment);
AddAdjustment_WithMA(key++, this._adjustment, 1);
}
public SimCase(String name, IAlloc alloc, List<IAdj> adjs, SimInputData inputData, MixupRule rule, MarketDataSet marketData)
{
Trace.Assert(name != null);
Trace.Assert(alloc != null);
Trace.Assert(adjs != null);
Trace.Assert(inputData != null);
Trace.Assert(marketData != null);
this.Name = name;
this.Alloc = alloc;
this.Adjs = adjs;
this.InputData = inputData;
this.Rule = rule;
this.Calculator = new AssetRateCalculator(alloc, adjs, inputData, rule);
this.MarketData = marketData;
}
public void SetBaseAlloc(IAlloc allocBase)
{
this._allocBase = allocBase;
}
public void Build()
{
this._allocBase = new StaticAlloc();
IAdjustment adj = new DummyAdjustment();
AddAdjustment(adj, "Base");
}
public static String GetSimCaseKey(IAlloc alloc, List<IAdj> adjs)
{
StringBuilder sb = new StringBuilder();
sb.Append(alloc.GetKey());
sb.Append(";[");
foreach (IAdj adj in adjs)
{
sb.Append(adj.GetKey().Trim());
sb.Append(", ");
}
sb.Append("]");
return sb.ToString();
}
