public static void Run(List<DateTime> dates, bool generate = false, bool generate_from_db = false, bool publish_to_db = false, bool use_uat_db = false, bool fullday = false)
{
TestEngine testEngine = new TestEngine("MacD", dates, generate, generate_from_db, publish_to_db, use_uat_db, fullday);
var models = new List<Model>();
models.Add(new ModelMacDTest(new MarketData("DAX:IX.D.DAX.DAILY.IP"), 2, 10, 60));
testEngine.Run(models);
}
public static void Run(List<DateTime> dates, bool generate = false, bool generate_from_db = false, bool publish_to_db = false, bool use_uat_db = false, bool fullday = false)
{
TestEngine testEngine = new TestEngine("ANN", dates, generate, generate_from_db, publish_to_db, use_uat_db, fullday);
testEngine.Settings["TRADING_SIGNAL"] = "ANN_FX_5_2_1_IX.D.DAX.DAILY.IP";
testEngine.Settings["TIME_GMT"] = "-4";
var models = new List<Model>();
var index = new MarketData("EURUSD:CS.D.EURUSD.TODAY.IP");
models.Add(new ModelMacDTest(index, 10, 30, 90));
List<MarketData> otherIndices = new List<MarketData>();
otherIndices.Add(index);
models.Add(new ModelANN("FX_6_2", (ModelMacD)models[0], null, null, otherIndices));
testEngine.Run(models);
}
public static void Run(List<DateTime> dates, bool generate = false, bool generate_from_db = false, bool publish_to_db = false, bool use_uat_db = false, bool fullday = false)
{
TestEngine testEngine = new TestEngine("heuristic", dates, generate, generate_from_db, publish_to_db, use_uat_db, fullday);
testEngine.Settings["TRADING_SIGNAL"] = "FXMole_1_14_CS.D.EURUSD.TODAY.IP,FXMole_1_14_CS.D.GBPUSD.TODAY.IP,FXMole_1_14_CS.D.USDJPY.TODAY.IP,FXMole_1_14_CS.D.AUDUSD.TODAY.IP";
testEngine.Settings["TIME_GMT"] = "-4";
testEngine.Settings["TIME_DECAY_FACTOR"] = "3";
testEngine.Settings["ASSUMPTION_TREND"] = "BEAR";
testEngine.Settings["INDEX_ICEDOW"] = "DOW:IceConnection.DJI";
testEngine.Settings["INDEX_DOW"] = "DOW:IX.D.DOW.DAILY.IP";
testEngine.Settings["INDEX_DAX"] = "DAX:IX.D.DAX.DAILY.IP";
testEngine.Settings["INDEX_CAC"] = "CAC:IX.D.CAC.DAILY.IP";
testEngine.Settings["FX_GBPUSD"] = "GBPUSD:CS.D.GBPUSD.TODAY.IP";
testEngine.Settings["FX_EURUSD"] = "EURUSD:CS.D.EURUSD.TODAY.IP";
testEngine.Settings["FX_USDJPY"] = "USDJPY:CS.D.USDJPY.TODAY.IP";
testEngine.Settings["FX_AUDUSD"] = "AUDUSD:CS.D.AUDUSD.TODAY.IP";
//List<string> rsiRefMappingJPYGBP = new List<string> { testEngine.Settings["FX_GBPEUR"], testEngine.Settings["FX_USDJPY"] };
//List<string> rsiRefMappingUSD = new List<string> { testEngine.Settings["FX_GBPUSD"], testEngine.Settings["FX_EURUSD"] };
//List<decimal> volcoeffsJPYGBP = new List<decimal> { 0.7m, 0.8m };
//List<decimal> volcoeffsUSD = new List<decimal> { 0.75m, 1.0m, 0.8m };
var index = IceStreamingMarketData.Instance;
var gbpusd = new MarketData(testEngine.Settings["FX_GBPUSD"]);
var eurusd = new MarketData(testEngine.Settings["FX_EURUSD"]);
var usdjpy = new MarketData(testEngine.Settings["FX_USDJPY"]);
var audusd = new MarketData(testEngine.Settings["FX_AUDUSD"]);
var models = new List<Model>();
var macD_10_30_90_gbpusd = new ModelMacD(gbpusd, 10, 30, 90);
var macD_10_30_90_eurusd = new ModelMacD(eurusd, 10, 30, 90);
var macD_10_30_90_usdjpy = new ModelMacD(usdjpy, 10, 30, 90);
var macD_10_30_90_audusd = new ModelMacD(audusd, 10, 30, 90);
decimal volcoeffEURUSD = 0.7m;
decimal volcoeffGBPUSD = 0.85m;
decimal volcoeffUSDJPY = 0.65m;
decimal volcoeffAUDUSD = 0.6m;
var fxmole_eurusd = new ModelFXMole(new List<MarketData> { eurusd, gbpusd }, macD_10_30_90_eurusd, volcoeffEURUSD);
var fxmole_gbpusd = new ModelFXMole(new List<MarketData> { gbpusd, eurusd }, macD_10_30_90_gbpusd, volcoeffGBPUSD);
var fxmole_usdjpy = new ModelFXMole(new List<MarketData> { usdjpy, eurusd }, macD_10_30_90_usdjpy, volcoeffUSDJPY);
var fxmole_audusd = new ModelFXMole(new List<MarketData> { audusd, eurusd }, macD_10_30_90_audusd, volcoeffAUDUSD);
models.Add(macD_10_30_90_gbpusd);
models.Add(macD_10_30_90_eurusd);
models.Add(macD_10_30_90_usdjpy);
models.Add(macD_10_30_90_audusd);
models.Add(fxmole_gbpusd);
models.Add(fxmole_eurusd);
models.Add(fxmole_usdjpy);
models.Add(fxmole_audusd);
testEngine.Run(models);
}
