Ejemplo n.º 1
0
        public void DoExperiment()
        {
            PriceSet       price_set = ToolsPrice.GetPriceSet(ToolsPrice.DefaultSymbolUSDEUR);
            List <IPolicy> policies  = new List <IPolicy>();

            for (int index_0 = 2; index_0 < 10; index_0++)
            {
                policies.Add(new PolicyRunLength(index_0, 300));
            }

            ExperimentPolicies experiment = new ExperimentPolicies(price_set, policies);

            experiment.DoExperiment();
        }
Ejemplo n.º 2
0
        public void DoExperiment()
        {
            PriceSet       price_set = ToolsPrice.GetPriceSet(ToolsPrice.DefaultSymbolUSDEUR);
            List <IPolicy> policies  = new List <IPolicy>();

            for (int index_0 = 1; index_0 < 10; index_0++)
            {
                for (int index_1 = 1; index_1 < 10; index_1++)
                {
                    policies.Add(new PolicyRunningAverageDual(
                                     index_0 * 30, index_1 * 5 * TradingConstants.POINT,
                                     index_0 * 30, index_1 * -5 * TradingConstants.POINT));
                }
            }

            ExperimentPolicies experiment = new ExperimentPolicies(price_set, policies);

            experiment.DoExperiment();
        }