[Test] public void fullRun() { O.freezeNow("2009/01/15"); // so that params don't change out from under us var args = new SystemArguments( symbol(), new Parameters { { "systemId", 188387 }, { "RunMode", (double)RunMode.RIGHTEDGE }, { "maType", 2 }, { "maLength", 8 }, { "stDevLength", 10 }, { "regressionProjectionBars", 5 }, { "regressionBars", 8 }, { "ZEntry", 2 }, { "minPnLMultTC", 5 }, { "stopMultiple", 3 }, { "RiskDollars", 100000000 }, { "ZExit", 1 }, { "MaxBarsHeld", 999 }, { "LeadBars", leadBars() } }); BarLoader barLoader = new SystemDbBarLoader(Interval.DAILY, O.list(symbol()), date("2004/11/26")); var simulator = new Simulator.Simulator(args, barLoader, OrderTable.prefix); simulator.processBars(); // using slippage for RE.TEST.TY.1C: 0.015625 // Date range: 11/26/04 - 4/18/08 // Parameter set from the parameters() method below. AlmostEqual(-149665265.63, simulator.pnl(), 0.01); }
[Test] public void fullRun() { O.freezeNow("2009/01/15"); // so that params don't change out from under us var args = new SystemArguments( symbol(), new Parameters { { "systemId", 63234 }, { "RunMode", (double)RunMode.LIVE } }); var simulator = new Simulator.Simulator(args, OrderTable.prefix); simulator.processBars(300); // using slippage for RE.TEST.TY.1C: 0.015625 // Full run AlmostEqual(-1975093.75, simulator.pnl(), 0.01); AlmostEqual(-184296.88, simulator.pnl(), 0.01); }