Ejemplo n.º 1
0
        public TradeSystem(TradeSystem tsys)
        {
            this.db    = tsys.db;
            this.posdb = tsys.posdb;
            this.form  = tsys.form;

            max_investment = tsys.max_investment;
            lambda         = tsys.lambda;
            begin_lambda   = tsys.BeginLambda;
        }
Ejemplo n.º 2
0
        public RunResults(int lambda, PositionDB posdb, DB db, Form1 form)
        {
            this.lambda = lambda;
            this.posdb  = posdb;
            this.form   = form;
            this.db     = db;

            accantonamento = taxes = commission = 0;

            total_investment = total_gain = delta_t = 0;
            perc_gain        = perc_gain_sigma = 0;

            ops_tot       = posdb.ClosedPositions.Count;
            ops_good      = ops_bad = 0;
            ops_very_good = ops_very_bad = 0;

            ops_good_gain      = ops_bad_gain = 0;
            ops_very_good_gain = ops_very_bad_gain = 0;

            int title_num = db.Titles.Length;

            title_name             = new string[title_num];
            title_total_investment = new double[title_num];
            title_total_gain       = new double[title_num];
            title_delta_t          = new double[title_num];
            title_ops_good         = new double[title_num];
            title_ops_bad          = new double[title_num];
            title_ops_tot          = new double[title_num];

            title_good_tot = 0;
            title_good_bad = 0;

            for (int i = 0; i < title_num; i++)
            {
                title_name[i]             = db.Titles[i].Name;
                title_total_investment[i] = 0;
                title_total_gain[i]       = 0;
                title_delta_t[i]          = 0;
                title_ops_good[i]         = 0;
                title_ops_bad[i]          = 0;
                title_ops_tot[i]          = 0;
            }

            time_capital = time_titles = time_total = null;

            time_day_good_tot = time_week_good_tot = time_month_good_tot = 0;
            time_day_good_bad = time_week_good_bad = time_month_good_bad = 0;
            time_print        = false;

            INDEX = 0;

            min_commission  = 2.95;
            commission_perc = 0.0019;
        }
Ejemplo n.º 3
0
        public TradeSystem(DB db, Form1 form)
        {
            this.db    = db;
            this.posdb = new PositionDB();
            this.form  = form;
            results    = null;

            max_investment      = 300;
            lambda              = 1;
            begin_lambda        = 1;
            advanced_statistics = false;
            scatter_plot        = false;
        }