/**
* @param manager the time series manager
* @param strategies a list of strategies
* @return the best strategy (among the provided ones) according to the criterion
*/
public IStrategy ChooseBest(TimeSeriesManager manager, List <IStrategy> strategies)
{
IStrategy bestStrategy = strategies[0];
decimal bestCriterionValue = Calculate(manager.TimeSeries, manager.Run(bestStrategy));
for (int i = 1; i < strategies.Count; i++)
{
IStrategy currentStrategy = strategies[i];
decimal currentCriterionValue = Calculate(manager.TimeSeries, manager.Run(currentStrategy));
if (BetterThan(currentCriterionValue, bestCriterionValue))
{
bestStrategy = currentStrategy;
bestCriterionValue = currentCriterionValue;
}
}
return(bestStrategy);
}
public void testStrategies()
{
PeriodicalGrowthRateIndicator gri = new PeriodicalGrowthRateIndicator(this.closePrice, 5);
// Rules
IRule buyingRule = new CrossedUpIndicatorRule(gri, Decimals.ZERO);
IRule sellingRule = new CrossedDownIndicatorRule(gri, Decimals.ZERO);
IStrategy strategy = new BaseStrategy(buyingRule, sellingRule);
// Check trades
int result = seriesManager.Run(strategy).GetTradeCount();
int expResult = 3;
Assert.AreEqual(expResult, result);
}
public void runOnWholeSeries()
{
ITimeSeries series = new MockTimeSeries(20, 40, 60, 10, 30, 50, 0, 20, 40);
manager.SetTimeSeries(series);
var allTrades = manager.Run(strategy).Trades;
Assert.AreEqual(2, allTrades.Count());
}
