public bool Test()
{
InputData inData = new InputData();
inData.LoadFromDirectory(this.SourceDirectory, null);
List <StratergyParameterRange> ranges = new BuyLimitAndWaitConfigReader().GetRanges(new List <string>());
BuyLimitAndWaitStrategy blwStrategy = new BuyLimitAndWaitStrategy();
StrategyParameter sParam = ranges[0].GetAllParameters()[0];
sParam["InitHistoryMinutes"] = 0;
blwStrategy.TesterInit(sParam, null);
FuturePredictor fPredictor = new FuturePredictor(inData.Data);
EngineFast engineFast = new EngineFast();
engineFast.StartTest(inData, blwStrategy, fPredictor, true, 100);
blwStrategy = new BuyLimitAndWaitStrategy();
sParam = ranges[0].GetAllParameters()[0];
sParam["InitHistoryMinutes"] = 0;
blwStrategy.TesterInit(sParam, null);
Engine engine = new Engine(null, null);
engine.StartTest(inData, blwStrategy, new Account(10000000, 3));
return(engineFast.HistoryOpenBuyPoints.Count() + engineFast.HistoryOpenSellPoints.Count()
== engine.ClosedOrders.Count());
}
static public void CalculatePoints(StrategyParameter currParam, InputData inData, FuturePredictor fPredictor, int countDiff,
out IEnumerable <int> buyArray, out IEnumerable <int> sellArray)
{
buyArray = null;
sellArray = null;
BuyLimitAndWaitStrategy blwStrategy = new BuyLimitAndWaitStrategy();
currParam["InitHistoryMinutes"] = 0;
blwStrategy.TesterInit(currParam, null);
EngineFast engineFast = new EngineFast();
engineFast.StartTest(inData, blwStrategy, fPredictor, false, 100);
buyArray = Enumerable.Select(engineFast.HistoryOpenBuyPoints, p => p + countDiff);
sellArray = Enumerable.Select(engineFast.HistoryOpenSellPoints, p => p + countDiff);
}
