private void doSIm() { TickData.readTickData(0); // s.startContrarianSashine(TickData.price.Count - 6000000, TickData.price.Count - 5000000, chro.Gene_exit_time_sec, chro.Gene_kairi_term, chro.Gene_entry_kairi, chro.Gene_rikaku_percentage, true); SIM s = new SIM(); Chrome chro = new Chrome(); chro.readBestChromFile(); s.startContrarianSashine(TickData.price.Count - 4000000, TickData.price.Count - 3000000, chro.Gene_exit_time_sec, chro.Gene_kairi_term, chro.Gene_entry_kairi, chro.Gene_rikaku_percentage, true); }
public Dictionary <string, double> verifyBestChromeFromFile() { Dictionary <string, double> res = new Dictionary <string, double>(); Chrome chro = new Chrome(); chro.readBestChromFile(); SIM sim_ga = new SIM(); var ac_ga = sim_ga.startContrarianSashine(chro.start_ind, chro.end_ind, chro.Gene_exit_time_sec, chro.Gene_kairi_term, chro.Gene_entry_kairi, chro.Gene_rikaku_percentage, false); SIM sim = new SIM(); var ac = sim.startContrarianSashine(chro.end_ind, chro.end_ind + 180000, chro.Gene_exit_time_sec, chro.Gene_kairi_term, chro.Gene_entry_kairi, chro.Gene_rikaku_percentage, false); res.Add("pl_per_min", ac.pl_per_min / ac_ga.pl_per_min); res.Add("profit_factor", ac.profit_factor / ac_ga.profit_factor); res.Add("num_trade_per_hour", ac.num_trade_per_hour / ac_ga.num_trade_per_hour); res.Add("total performance", res.Values.ToList().Sum()); return(res); }