void RunTemp() { StrategyBaseInput input = new StrategyBaseInput(); input.StartDate = new DateTime(2001, 1, 1); input.EndDate = new DateTime(2011, 5, 1); //input.EndDate = DateTime.Now; input.InitInvestAmount = (long)100 * 100000000; DefaultStrategy strategy = new DefaultStrategy("", input); strategy.SetBaseAlloc(new StaticAlloc(0.33, 0.33, 0.34)); strategy.Build(); DollarPriceAdj dollarPriceAdj = new DollarPriceAdj(0.9); KrxCreditDepositRateAdjustment cdAdj = new KrxCreditDepositRateAdjustment(new CreditPolicyWithMA(1.5)); KrxCreditDepositRateAdjustment cdAdj2 = new KrxCreditDepositRateAdjustment(new CreditPolicyWithUpDownMA(1.5)); MaeKoVolAdj maeAdj = new MaeKoVolAdj(1.2); MaeBokRateAdj maeBokRateAdj = new MaeBokRateAdj(new BokRatePolicy_Static(), 1.0); MacroAA_Adj macroAA_Adj = new MacroAA_Adj(); ExcelAdj excelAdj = new ExcelAdj("data\\LinMacEquityAdj.xlsx", "Sheet1", 0.8); //ExcelAdj excelAdj = new ExcelAdj("LinMacEquityAdj.xlsx", "LinMacEquityAdj_result"); //strategy.AddAdjustment(dollarPriceAdj, "DP"); ////strategy.AddAdjustment(cdAdj, "CD1"); strategy.AddAdjustment(cdAdj2, "CD2"); strategy.AddAdjustment(maeAdj, "MaeKoVol"); strategy.AddAdjustment(maeBokRateAdj, "MaeBokRate"); strategy.AddAdjustment(macroAA_Adj, "MacroAA"); strategy.AddAdjustment(excelAdj, "LinMacEquityAdj"); List<IResultHandler> resultHandlers = new List<IResultHandler>(); //resultHandlers.Add(new CsvOutHandler()); resultHandlers.Add(this); Experiment experiment = new Experiment(strategy, resultHandlers); experiment.Run(); }
void RunDefaultStrategyExperiment() { StrategyBaseInput input = new StrategyBaseInput(); input.StartDate = new DateTime(2001, 1, 1); input.EndDate = DateTime.Now; input.InitInvestAmount = 1000000000; IStrategy strategy = new DefaultStrategy("Default", input); strategy.Build(); List<IResultHandler> resultHandlers = new List<IResultHandler>(); //resultHandlers.Add(new CsvOutHandler()); resultHandlers.Add(this); Experiment experiment = new Experiment(strategy, resultHandlers); experiment.Run(); }