private double SimulatePerformance()
{
DataContainer dcPerformance = new DataContainer();
DataContainer dcInvestmentRate = new DataContainer();
Depot depot = m_TradeRule.RuleEngineInfo.Depot;
depot.Clear();
depot.Cash = 100000;
m_TradeRule.Prepare();
m_TradeRule.RuleEngineInfo.Today = m_TradeRule.RuleEngineInfo.FromDate;
while (m_TradeRule.RuleEngineInfo.Today <= m_TradeRule.RuleEngineInfo.ToDate)
{
UpdateDepotPositions();
m_TradeRule.Ranking();
m_TradeRule.SellRule();
m_TradeRule.BuyRule();
dcPerformance[m_TradeRule.RuleEngineInfo.Today] = depot.Performance;
dcInvestmentRate[m_TradeRule.RuleEngineInfo.Today] = 100.0 * depot.Asset / depot.Equity;
System.Console.Write("Performance on {0} is {1} \r", m_TradeRule.RuleEngineInfo.Today, depot.Performance);
m_TradeRule.StepDate();
}
System.Console.WriteLine();
m_TradeRule.Result();
Chart chart = new Chart();
chart.Width = 1500;
chart.Height = 900;
chart.SubSectionsX = 8;
chart.Title = dcPerformance.OldestDate.ToString() + " - " + dcPerformance.YoungestDate.ToString();
chart.LabelY = "Performance (%)";
chart.Add(dcPerformance, Chart.LineType.Olive, "Performance");
chart.Create(World.GetInstance().ResultPath + "performance.png");
chart.Clear();
chart.Title = dcInvestmentRate.OldestDate.ToString() + " - " + dcInvestmentRate.YoungestDate.ToString();
chart.LabelY = "Investment (%)";
chart.Add(dcInvestmentRate, Chart.LineType.Olive, "Investment");
chart.Create(World.GetInstance().ResultPath + "investment.png");
return(depot.Performance);
}
