public void SerializationNulls()
{
var optimizationBacktest = new OptimizationBacktest(null, null, null);
var serialized = JsonConvert.SerializeObject(optimizationBacktest);
Assert.AreEqual("{}", serialized);
}
public void Serialization()
{
var optimizationBacktest = new OptimizationBacktest(new ParameterSet(18,
new Dictionary <string, string>
{
{ "pinocho", "19" },
{ "pepe", "-1" }
}), "backtestId", "ImABacktestName");
optimizationBacktest.Statistics = new Dictionary <string, string>
{
{ "Total Trades", "180" },
{ "Average Win", "2.86%" },
{ "Average Loss", "-4.51%" },
{ "Compounding Annual Return", "52.602%" },
{ "Drawdown", "17.800%" },
{ "Expectancy", "0.196" },
{ "Net Profit", "123.888%" },
{ "Sharpe Ratio", "1.707" },
{ "Probabilistic Sharpe Ratio", "77.188%" },
{ "Loss Rate", "27%" },
{ "Win Rate", "73%" },
{ "Profit-Loss Ratio", "0.63" },
{ "Alpha", "0.374" },
{ "Beta", "-0.664" },
{ "Annual Standard Deviation", "0.217" },
{ "Annual Variance", "0.047" },
{ "Information Ratio", "1.571" },
{ "Tracking Error", "0.233" },
{ "Treynor Ratio", "-0.558" },
{ "Total Fees", "$1390.49" },
{ "Estimated Strategy Capacity", "$6300000.00" },
};
optimizationBacktest.Equity = new Series
{
Values = new List <ChartPoint> {
new ChartPoint(1, 1), new ChartPoint(2, 2), new ChartPoint(3, 3)
}
};
var serialized = JsonConvert.SerializeObject(optimizationBacktest);
Assert.AreEqual(_validSerialization, serialized);
}
