void RunTemp()
{
StrategyBaseInput input = new StrategyBaseInput();
input.StartDate = new DateTime(2001, 1, 1);
input.EndDate = new DateTime(2011, 5, 1);
//input.EndDate = DateTime.Now;
input.InitInvestAmount = (long)100 * 100000000;
DefaultStrategy strategy = new DefaultStrategy("", input);
strategy.SetBaseAlloc(new StaticAlloc(0.33, 0.33, 0.34));
strategy.Build();
DollarPriceAdj dollarPriceAdj = new DollarPriceAdj(0.9);
KrxCreditDepositRateAdjustment cdAdj = new KrxCreditDepositRateAdjustment(new CreditPolicyWithMA(1.5));
KrxCreditDepositRateAdjustment cdAdj2 = new KrxCreditDepositRateAdjustment(new CreditPolicyWithUpDownMA(1.5));
MaeKoVolAdj maeAdj = new MaeKoVolAdj(1.2);
MaeBokRateAdj maeBokRateAdj = new MaeBokRateAdj(new BokRatePolicy_Static(), 1.0);
MacroAA_Adj macroAA_Adj = new MacroAA_Adj();
ExcelAdj excelAdj = new ExcelAdj("data\\LinMacEquityAdj.xlsx", "Sheet1", 0.8);
//ExcelAdj excelAdj = new ExcelAdj("LinMacEquityAdj.xlsx", "LinMacEquityAdj_result");
//strategy.AddAdjustment(dollarPriceAdj, "DP");
////strategy.AddAdjustment(cdAdj, "CD1");
strategy.AddAdjustment(cdAdj2, "CD2");
strategy.AddAdjustment(maeAdj, "MaeKoVol");
strategy.AddAdjustment(maeBokRateAdj, "MaeBokRate");
strategy.AddAdjustment(macroAA_Adj, "MacroAA");
strategy.AddAdjustment(excelAdj, "LinMacEquityAdj");
List<IResultHandler> resultHandlers = new List<IResultHandler>();
//resultHandlers.Add(new CsvOutHandler());
resultHandlers.Add(this);
Experiment experiment = new Experiment(strategy, resultHandlers);
experiment.Run();
}
void RunDefaultStrategyExperiment()
{
StrategyBaseInput input = new StrategyBaseInput();
input.StartDate = new DateTime(2001, 1, 1);
input.EndDate = DateTime.Now;
input.InitInvestAmount = 1000000000;
IStrategy strategy = new DefaultStrategy("Default", input);
strategy.Build();
List<IResultHandler> resultHandlers = new List<IResultHandler>();
//resultHandlers.Add(new CsvOutHandler());
resultHandlers.Add(this);
Experiment experiment = new Experiment(strategy, resultHandlers);
experiment.Run();
}
