public OhlcBacktesterTests()
{
_robotParametersMock = new Mock <IRobotParameters>();
var symbols = new List <ISymbol>
{
new OhlcSymbol(new Mock <IBars>().Object)
{
Name = "Main"
},
new OhlcSymbol(new Mock <IBars>().Object)
{
Name = "First"
},
new OhlcSymbol(new Mock <IBars>().Object)
{
Name = "Second"
},
new OhlcSymbol(new Mock <IBars>().Object)
{
Name = "Third"
},
};
var startTime = DateTimeOffset.Now.AddDays(-30);
var endTime = DateTimeOffset.Now;
var symbolsData = new List <ISymbolBacktestData>();
var random = new Random(0);
symbols.ForEach(iSymbol =>
{
var symbolData = new SymbolBacktestData(iSymbol, GetData(100 * random.Next(1, 5), startTime, endTime));
symbolsData.Add(symbolData);
});
_backtestSettings = new BacktestSettings(startTime, endTime);
_backtester = new OhlcBacktester {
Interval = TimeSpan.FromHours(1)
};
_robotParametersMock.SetupProperty(robotParameters => robotParameters.Symbols, symbols);
_robotParametersMock.SetupProperty(robotParameters => robotParameters.SymbolsBacktestData, symbolsData);
_robotParametersMock.SetupProperty(robotParameters => robotParameters.Backtester, _backtester);
_robotParametersMock.SetupProperty(robotParameters => robotParameters.BacktestSettings, _backtestSettings);
_robotParametersMock.SetupProperty(robotParameters => robotParameters.Server, new Server());
_robotParametersMock.SetupProperty(robotParameters => robotParameters.Account, new Mock <IAccount>().Object);
_robotParametersMock.SetupProperty(robotParameters => robotParameters.Mode, Mode.Backtest);
var tradeEngine = new BacktestTradeEngine(_robotParametersMock.Object.Server, _robotParametersMock.Object.Account);
_robotParametersMock.SetupProperty(settings => settings.TradeEngine, tradeEngine);
_robotMock = new Mock <Robot>();
}
public GridOptimizerTests()
{
var startTime = DateTimeOffset.Now.AddDays(-10);
var endTime = DateTimeOffset.Now;
_optimizerSettings = new OptimizerSettings
{
AccountBalance = 10000,
AccountLeverage = 500,
BacktesterType = typeof(OhlcBacktester),
BacktestSettingsType = typeof(BacktestSettings),
};
var data = SampleDataGenerator.GetSampleData(200, startTime, endTime, TimeSpan.FromDays(1));
var symbol = new OhlcSymbol(new TimeBasedBars(TimeSpan.FromDays(1)))
{
Name = "Main"
};
var symbolData = new SymbolBacktestData(symbol, data);
_optimizerSettings.SymbolsData = new List <ISymbolBacktestData> {
symbolData
};
_optimizerSettings.BacktestSettingsParameters = new List <object>
{
startTime,
endTime,
}.ToArray();
_optimizerSettings.TradeEngineType = typeof(BacktestTradeEngine);
_optimizerSettings.TimerContainerType = typeof(TimerContainer);
_optimizerSettings.ServerType = typeof(Server);
_optimizerSettings.RobotSettingsType = typeof(RobotParameters);
_optimizerSettings.RobotType = typeof(SampleBot);
_optimizerSettings.Parameters = new List <OptimizeParameter>()
{
new OptimizeParameter("Periods", 30, 50, 10),
new OptimizeParameter("Deviation", 2),
new OptimizeParameter("Range", 2000, 6000, 2000)
};
_optimizerSettings.BacktesterInterval = TimeSpan.FromHours(1);
_optimizer = new GridOptimizer(_optimizerSettings);
}
public OptimizerTests()
{
var startTime = DateTimeOffset.Now.AddDays(-10);
var endTime = DateTimeOffset.Now;
_optimizerSettings = new OptimizerSettings
{
AccountBalance = 10000,
AccountLeverage = 500,
BacktesterType = typeof(OhlcBacktester),
BacktestSettingsType = typeof(BacktestSettings),
};
var data = SampleDataGenerator.GetSampleData(200, startTime, endTime, TimeSpan.FromDays(1));
var symbol = new OhlcSymbol(new Mock <IBars>().Object)
{
Name = "Main"
};
var symbolData = new SymbolBacktestData(symbol, data);
_optimizerSettings.SymbolsData = new List <ISymbolBacktestData> {
symbolData
};
_optimizerSettings.BacktestSettingsParameters = new List <object>
{
startTime,
endTime,
}.ToArray();
_optimizerSettings.TradeEngineType = typeof(BacktestTradeEngine);
_optimizerSettings.TimerContainerType = typeof(TimerContainer);
_optimizerSettings.TimerContainerParameters = new object[] { Mode.Backtest };
_optimizerSettings.ServerType = typeof(Server);
_optimizerSettings.RobotSettingsType = typeof(RobotParameters);
_optimizerSettings.RobotType = typeof(SampleBot);
_optimizerMock = new Mock <Optimizer>(_optimizerSettings);
}
