public FormulaAND(FacadeBacktester facade, string name, Formula campo1, Formula campo2)
: base(facade, name, campo1, campo2)
{
}
public void TestaFormulasDiretamente()
{
facade = new FacadeBacktester();
FormulaManager fm = facade.formulaManager;
facade.LoadAtivo("PETR4", 100, Consts.PERIODO_ACAO.DIARIO, "dados/petr4-diario.js");
Ativo ativo = facade.GetAtivo("PETR4");
Formula fTeste = new Formula(facade, "TESTE");
Formula fTeste2 = new Formula(facade, "TESTE2");
Formula f = new FormulaPercentil(facade, "PERCENTIL", fTeste);
Candle candle = ativo.firstCandle;
candle.SetValor("TESTE", candle.GetValor(FormulaManager.LOW));
Assert.IsTrue(f.Calc(candle) == 0, f.Calc(candle) + " <> " + 0);
candle.SetValor("TESTE", candle.GetValor(FormulaManager.HIGH));
Assert.IsTrue(f.Calc(candle) == 1, f.Calc(candle) + " <> " + 1);
f = new FormulaMultiply(facade, "MULT", fTeste, 10);
candle.SetValor(fTeste, 10);
Assert.IsTrue(f.Calc(candle) == 100, f.Calc(candle) + " <> " + 100);
candle.SetValor(fTeste, 5);
Assert.IsTrue(f.Calc(candle) == 50, f.Calc(candle) + " <> " + 50);
f = new FormulaSUM(facade, "MULT", fTeste, fTeste2);
candle.SetValor(fTeste2, 10);
Assert.IsTrue(f.Calc(candle) == 15, f.Calc(candle) + " <> " + 15);
//HV e LV
Candle candle2 = candle.proximoCandle;
Candle candle3 = candle2.proximoCandle;
Candle candle4 = candle3.proximoCandle;
Formula fHV = new FormulaHV(facade, "HV", fm.GetFormula(FormulaManager.HIGH), fTeste2);
Formula fLV = new FormulaLV(facade, "LV", fm.GetFormula(FormulaManager.HIGH), fTeste2);
candle4.SetValor(fTeste2, 3);
float max = candle4.GetValor(fm.GetFormula(FormulaManager.HIGH));
float low = candle4.GetValor(fm.GetFormula(FormulaManager.HIGH));
Candle c = candle4;
for (int i = 0; i < 3; i++)
{
float value = c.GetValor(fm.GetFormula(FormulaManager.HIGH));
if (value > max)
{
max = value;
}
if (value < low)
{
low = value;
}
c = c.candleAnterior;
}
Assert.IsTrue(max == fHV.Calc(candle4), max + "<>" + fHV.Calc(candle4));
Assert.IsTrue(low == fLV.Calc(candle4), max + "<>" + fLV.Calc(candle4));
//REF
f = new FormulaREF(facade, "REF", fTeste, fTeste2);
candle4.SetValor(fTeste, 10);
candle3.SetValor(fTeste, 20);
candle2.SetValor(fTeste, 30);
candle4.SetValor(fTeste2, 1);
Assert.IsTrue(20 == f.Calc(candle4));
candle4.SetValor(fTeste2, 2);
Assert.IsTrue(30 == f.Calc(candle4));
}
public FormulaMME(FacadeBacktester facade, String name, Formula campo, Formula per)
: base(facade, name, campo, per)
{
}
public FormulaAvgGain(FacadeBacktester facade, string name, Formula campo, Formula per)
: base(facade, name)
{
this.per = per;
this.campo = campo;
}
public FormulaABS(FacadeBacktester facade, string name, Formula campo1, float v2)
: base(facade, name, campo1, v2)
{
}
public Formula(FacadeBacktester facade, string name)
{
this.name = name;
this.facade = facade;
gravar = true;
}
public DataLoader(FacadeBacktester facadeBacktester)
{
this.facade = facadeBacktester;
}
