static void Main(string[] args)
{
Strat strat = new Strat("cPrJiV2qrzcg4FH4xv54F6Ko5Eq8QkbygLjUhbfHVEg9Zp2QpyzR", Network.TestNet);
Console.WriteLine("Press a key to exit");
Console.Read();
}
//function for coordinating junction
public void CoordinateJunctions(int ToD, int[] PreviousStage, Returner ReturnerVariables)
{
foreach (JunctionAgent JA in Junctions)
{
JA.MediateAuction(ToD, PreviousStage, ReturnerVariables);
}
Strat.ProcessZone(this, ToD, PreviousStage, ReturnerVariables);
//WriteBidsDataBase(ToD);
//WriteSITDataBase(ToD);
}
/// <summary>
/// Returns the number of tries that are logically expected to be attempted before a success for the provided strat.
/// </summary>
/// <param name="strat"></param>
/// <returns></returns>
public int NumberOfTries(Strat strat)
{
if (strat.Notable && TriesByStrat.TryGetValue(strat.Name, out int tries))
{
return(tries);
}
else
{
return(1);
}
}
//*class function
public void GenerateBid(int ToD)
{
foreach (LaneAgent LA in Lanes)
{
LA.PopulateAgentData(ToD); //AH's function
LA.GenerateBidTurns(); //AH's function
//LA.PullDataAtTime(ToD); //SB's original function
//LA.GenerateBid(); //SB's original function
}
Strat.ProcessStage(this);
}
//*Function for mediating the auction
public void MediateAuction(int ToD, int[] PreviousStage, Returner ReturnerVariables)
{
AllPhases.Clear();
foreach (StageAgent SA in Stages)
{
SA.GenerateBid(ToD);
foreach (double PhaseBid in SA.LanePhases)
{
AllPhases.Add(PhaseBid);
}
}
Strat.ProcessJunction(this, PreviousStage, ReturnerVariables);
}
public void Test1()
{
LesPaul lesPaul = new LesPaul();
Console.WriteLine(lesPaul.PlaySolo("Playing a solo"));
//Console.WriteLine(lesPaul.PlayRhythm("Playing rhythm"));
Strat strat = new Strat();
Console.WriteLine(((IGuitar)strat).PlaySolo("Playing my solo"));
Console.WriteLine(((IAxe)strat).PlaySolo("Playing my solo"));
}
public static KeyValuePair<ConstructGen<double>, ReturnsEval.DataSeriesEvaluator> getWE(Strat strat_)
{
var ret = pullFromDisk(getPath(strat_));
ret.Value.Name = strat_.ToString();
return ret;
}
//Function to generate a bid
public void GenerateBidTurns()
{
//Strat.ProcessLaneTurns(this);
Strat.ProcessLane(this);
}
public CarryBase(Strat strat_, ExcelOpt.CarryOptARgs carryArgs_)
: base(strat_)
{
Args = carryArgs_;
}
public static void UpdateToDisk(Strat strat)
{
Logger.Debug(string.Format("Attempting to update {0} backtest to disk", strat), typeof (BacktestHelper));
UpdateToDisk(Runners.RunnerFactory.GetRunner(strat));
}
public EnvironmentImpactedBase(Strat strat_, Calculator calculator_)
: base(strat_)
{
EnvironCalc = calculator_;
}
protected EnvironBacktestBase(Strat thisStrat_, Calculator calculator_)
: base(thisStrat_)
{
Calculator = calculator_;
}
private void PlayTurn()
{
if (Deck.IsEmpty)
{
return;
}
int colourGuess = Strat.ChooseColour(Deck);
Card dealtCard1 = Deck.DealRandomCard();
if (colourGuess != dealtCard1.Colour)
{
DrinksTaken++;
return;
}
if (Deck.IsEmpty)
{
return;
}
int highLowGuess = Strat.ChooseHighLow(dealtCard1, Deck);
Card dealtCard2 = Deck.DealRandomCard();
if ((highLowGuess == Strategy.HL_HIGH && !dealtCard2.IsHigherThan(dealtCard1)) ||
(highLowGuess == Strategy.HL_LOW && !dealtCard2.IsLowerThan(dealtCard1)) ||
(highLowGuess == Strategy.HL_EQUAL && !dealtCard2.HasSameRankAs(dealtCard1)))
{
DrinksTaken++;
return;
}
if (Deck.IsEmpty)
{
return;
}
int inOutGuess = Strat.ChooseInOut(dealtCard1, dealtCard2, Deck);
Card dealtCard3 = Deck.DealRandomCard();
if ((highLowGuess == Strategy.IO_IN && !dealtCard3.IsInside(dealtCard1, dealtCard2)) ||
(highLowGuess == Strategy.IO_OUT && !dealtCard3.IsOutside(dealtCard1, dealtCard2)) ||
(highLowGuess == Strategy.IO_ON && dealtCard3.IsOnTopOf(dealtCard1, dealtCard2)))
{
DrinksTaken++;
return;
}
if (Deck.IsEmpty)
{
return;
}
bool faceGuess = Strat.ChooseHasFace(Deck);
if (Deck.DealRandomCard().IsFace != faceGuess)
{
DrinksTaken++;
return;
}
if (Deck.IsEmpty)
{
return;
}
int suitGuess = Strat.ChooseSuit(Deck);
if (Deck.DealRandomCard().Suit != suitGuess)
{
DrinksTaken++;
return;
}
WonGame = true;
return;
}
/// <summary>
/// Positions the in-game state at the provided node. This node should be inside the current room.
/// </summary>
/// <param name="nodeToVisit">The node to go to</param>
/// <param name="strat">The strat through which the node is being reached. Can be null. If not null, only makes sense if
/// it's on a link that connects previous node to new node.</param>
public void ApplyVisitNode(RoomNode nodeToVisit, Strat strat)
{
InRoomState.ApplyVisitNode(nodeToVisit, strat);
}
public RVOLBase(ExcelOpt.RVOLOpt.RVolOptArgs args_, Strat strat_)
: base(strat_)
{
RVOLArgs = args_;
}
public static void DisplayAvgFlow(Strat strat_)
{
DisplayAvgFlow(getWE(strat_).Key,
string.Format("{0} average flow", EnumDescriptionAttribute.GetDescription(strat_)));
}
public BacktestBase(Strat stratCode_)
{
StrategyCode = stratCode_;
}
public BackTestDB(Strat strat_, string strategyCodeDB_)
: base(strat_)
{
DBStratCode = strategyCodeDB_;
}
public static IBacktest GetRunner(Strat strat_)
{
IBacktest ret = null;
switch (strat_)
{
case Strat.Carry_ExMyrINR:
ret = new Carry_ExMyrINR();
break;
case Strat.Carry_FullUniverse:
ret = new CarryFullUniverse();
break;
case Strat.Carry_FullUniverse_USDflat:
ret = new Carry_USDFlat();
break;
case Strat.Carry_FullUniverse_USDflat_10:
ret = new Carry_USDFlat_10();
break;
case Strat.Carry_FullUniverse_USDflat_15:
ret = new Carry_USDFlat_15();
break;
case Strat.Carry_FullUniverse_USDflat_20:
ret = new Carry_USDFlat_20();
break;
case Strat.Carry_FullUniverse_USDflat_100:
ret = new Carry_USDFlat_100();
break;
case Strat.Carry_FullUniverse_USDflat_5_20:
ret = new Carry_USDFlat_5_20();
break;
case Strat.Carry_FullUniverse_USDflat_ExcludeVolBreakout_1:
ret = new CarryExcludeVolBreakout();
break;
case Strat.Carry_FullUniverse_USDFlat_ExcludeVolBreakout_1_Context:
ret = new CarryExcludeVolBreakout_Context();
break;
case Strat.Carry_FullUniverse_USDflat_ExcludeVolBreakout_2:
ret = new CarryExcludeVolBreakout2();
break;
case Strat.Carry_FullUniverse_USDFlat_ExcludeVolBreakout_2_Context:
ret = new CarryExcludeVolBreakout2_Context();
break;
case Strat.Carry_FullUniverse_USDflat_FXVol1M:
ret = new Carry_USDFlat_FXVol();
break;
case Strat.Carry_FullUniverse_USDflat_FIVol:
ret = new Carry_USDFlat_FIVol();
break;
case Strat.Carry_FullUniverse_USDflat_OutATMVols_pt7:
ret = new Carry_USDFlat_ATMVols_pt7();
break;
case Strat.DB_Carry:
ret = new BackTestDB(strat_, "Carry");
break;
case Strat.DB_Carry_2VaR:
ret = new Carry_DB_2VaR();
break;
case Strat.DB_ECEM_D15:
ret=new BackTestDB(strat_,"EQCEM1");
break;
case Strat.DB_ECEM_D27:
ret = new BackTestDB(strat_, "EQCEM2");
break;
case Strat.DB_ECEM_RV17:
ret = new BackTestDB(strat_, "ECEMRV");
break;
case Strat.DB_ECEM_RV27:
ret = new BackTestDB(strat_, "ECEMRV1");
break;
case Strat.DB_ECG10_AD:
ret = new BackTestDB(strat_, "ECG10AD");
break;
case Strat.DB_ECG10_D10:
ret = new BackTestDB(strat_, "EQC2");
break;
case Strat.DB_ECG10_D5:
ret = new BackTestDB(strat_, "ECORR");
break;
case Strat.DB_ECG10_RV17:
ret = new BackTestDB(strat_, "ECG10RV1");
break;
case Strat.DB_ECG10_RV7:
ret = new BackTestDB(strat_, "ECG10RV");
break;
case Strat.DB_IRM2:
ret = new BackTestDB(strat_, "IRM2");
break;
case Strat.DB_IRM2ACC:
ret = new BackTestDB(strat_, "IRM2 ACC");
break;
case Strat.DB_IRM5:
ret = new BackTestDB(strat_, "IRM5");
break;
case Strat.DB_IRM5ACC:
ret = new BackTestDB(strat_, "IRM5 ACC");
break;
case Strat.DB_IRM10:
ret = new BackTestDB(strat_, "IRM10");
break;
case Strat.DB_MR:
ret = new BackTestDB(strat_, "EMMR");
break;
case Strat.DB_Tech5:
ret = new BackTestDB(strat_, "Tech 5");
break;
case Strat.DB_Tech13:
ret = new BackTestDB(strat_, "Tech 13");
break;
case Strat.DB_Tech16:
ret = new BackTestDB(strat_, "Tech 16");
break;
case Strat.DB_Tech27:
ret = new BackTestDB(strat_, "Tech 27");
break;
case Strat.RVOL:
ret = new RVOL.RVOL_NoFlip_G10_EM();
break;
case Strat.RVOL_NoJPYMYRINR:
ret = new RVOL.RVOL_NoFlip_G10_EM_NoJPYMYRINR();
break;
case Strat.RVOL_NDF2:
ret = new RVOL.RVOL_NoFlip_G10_EM_NDF2();
break;
case Strat.RVOL_ExclCorr_r1:
ret = new RVOL.RVOL_NoFlip_G10_EM_ExclCorr_r1();
break;
case Strat.RVOL_ExclCorr_pct10:
ret = new RVOL.RVOL_NoFlip_G10_EM_ExclCorr_pct10();
break;
case Strat.RVOL_FlipDXY21:
ret = new RVOL.RVOL_FlipDXY21_G10_EM();
break;
case Strat.RVOL_G10:
ret = new RVOL.RVOL_G10();
break;
case Strat.RVOL_EM:
ret = new RVOL.RVOL_EM();
break;
case Strat.RVOL_USDflat_SF:
ret = new RVOL.RVOL_USDflat_SF();
break;
case Strat.Scratchpad:
ret = new ScratchPad();
break;
case Strat.CommodBreakout:
ret = new BreakOutOptEqualER();
break;
case Strat.CommodsBreakout_VolEER:
ret = new BreakoutLTVolER();
break;
case Strat.CommodsBreakout_ScratchPad:
ret = new BreakoutScratchPad();
break;
case Strat.FXBreakout_AsiaIncG10:
ret = new Breakout.AsiaIncG10Raw();
break;
case Strat.FxBreakout_CEEMEA:
ret = new Breakout.CEEMEARaw();
break;
case Strat.FXBreakout_Americas:
ret = new Breakout.Americas();
break;
default:
Logger.Warn(string.Format("Runner for '{0}' has not been set up in factory", strat_), typeof (RunnerFactory));
break;
}
return ret;
}
public static void CompareResults(Strat[] strats_)
{
var results = new BindingList<Backtest.SimResultGen<Strat>>();
foreach(var s in strats_)
{
var we = getWE(s);
if (we.Value == null) continue;
var eval = we.Value;
var wts = we.Key;
results.Add(new Backtest.SimResultGen<Strat>(s, wts, eval));
}
var grid = new SI.Controls.BoundInfraGrid();
grid.Bind(results);
grid.AddClickHandler("Sharpe", (a, b) =>
{
((Backtest.SimResultGen<Strat>)b.ListObject).Perf.Display();
});
grid.AddClickHandler("NumRebals", (a, b) =>
{
((Backtest.SimResultGen<Strat>)b.ListObject).Weights.DisplayInGrid("Weights");
});
grid.AddClickHandler("Stat", (a, b) =>
{
((Backtest.SimResultGen<Strat>)b.ListObject).WtsAnalyzer.Display("weights analysis");
});
grid.Grid.DisplayLayout.Bands[0].Columns["Param3"].Hidden = true;
grid.Grid.DisplayLayout.Bands[0].Columns["Param4"].Hidden = true;
grid.DisplayInShowForm("Comparison of results");
}
public bool IsStratEnabled(Strat strat)
{
// Non-notable strats are always enabled. Beyond that, strats are enabled by default unless disabled
return(!strat.Notable || !DisabledStrats.Contains(strat.Name));
}
public static void CommitBacktest(Strat strat_,
KeyValuePair<ConstructGen<double>, ReturnsEval.DataSeriesEvaluator> kvp_)
{
Logger.Debug(string.Format("Commiting {0} backtest to disk", strat_), typeof (BacktestHelper));
kvp_.WriteToDisk(getPath(strat_));
}
public MoveToNodeAction(string intent, SuperMetroidModel model, InGameState initialInGameState, Strat stratUsed, ExecutionResult executionResult) :
base(intent, model, initialInGameState, executionResult)
{
StratUsed = stratUsed;
}
private static string getPath(Strat strat_)
{
return string.Format(@"{0}\{1}.we", DIR, strat_);
}
