/// <summary>
/// 運行 CloseChangeSum 策略的參數
/// </summary>
/// <param name="dataProvider"> 回測資料 </param>
/// <param name="environmentParams"> 回測環境的參數 </param>
/// <param name="observationTimes"> 使用歷史多久的時間觀察 </param>
/// <param name="tradingIntervals"> 交易頻率(多久交易一次) </param>
/// <param name="savePath"> 存檔位置 </param>
/// <returns></returns>
public static async Task RunCloseChangeAllParams(ThreeMarketsDataProvider dataProvider, EnvironmentParams environmentParams, int[] observationTimes, int[] tradingIntervals, string savePath)
{
List <(int observationTime, int tradingInterval)> combinations = new();
ConcurrentBag <ThreeMarketsCombinationModels> results = new();
foreach (int observationTime in observationTimes)
{
foreach (int tradingInterval in tradingIntervals)
{
combinations.Add((observationTime, tradingInterval));
}
}
Parallel.ForEach(combinations, new ParallelOptions {
MaxDegreeOfParallelism = 6
}, (combination) =>
{
CloseChange strategy = new(combination.observationTime, combination.tradingInterval);
string combinationName = $"{Utils.MinuteToHrOrDay(combination.observationTime)}-{Utils.MinuteToHrOrDay(combination.tradingInterval)}";
ThreeMarketsCombinationModels result = RunAllDatasetParams <CloseChangeRecordModel>(dataProvider, strategy, environmentParams, combinationName, savePath).Result;
results.Add(result);
counter++;
Console.WriteLine(counter);
});
public static void ClassInit(TestContext _) => provider = new(ThreeMarketsDataLoader.LoadCsvDataAsync(Utils.btc_usdtPath, Utils.eth_usdtPath, Utils.eth_btcPath).Result);
