Ejemplo n.º 1
0
        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);
        }
Ejemplo n.º 2
0
        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);
        }