public FormulaAND(FacadeBacktester facade, string name, Formula campo1, Formula campo2) : base(facade, name, campo1, campo2) { }
public void TestaFormulasDiretamente() { facade = new FacadeBacktester(); FormulaManager fm = facade.formulaManager; facade.LoadAtivo("PETR4", 100, Consts.PERIODO_ACAO.DIARIO, "dados/petr4-diario.js"); Ativo ativo = facade.GetAtivo("PETR4"); Formula fTeste = new Formula(facade, "TESTE"); Formula fTeste2 = new Formula(facade, "TESTE2"); Formula f = new FormulaPercentil(facade, "PERCENTIL", fTeste); Candle candle = ativo.firstCandle; candle.SetValor("TESTE", candle.GetValor(FormulaManager.LOW)); Assert.IsTrue(f.Calc(candle) == 0, f.Calc(candle) + " <> " + 0); candle.SetValor("TESTE", candle.GetValor(FormulaManager.HIGH)); Assert.IsTrue(f.Calc(candle) == 1, f.Calc(candle) + " <> " + 1); f = new FormulaMultiply(facade, "MULT", fTeste, 10); candle.SetValor(fTeste, 10); Assert.IsTrue(f.Calc(candle) == 100, f.Calc(candle) + " <> " + 100); candle.SetValor(fTeste, 5); Assert.IsTrue(f.Calc(candle) == 50, f.Calc(candle) + " <> " + 50); f = new FormulaSUM(facade, "MULT", fTeste, fTeste2); candle.SetValor(fTeste2, 10); Assert.IsTrue(f.Calc(candle) == 15, f.Calc(candle) + " <> " + 15); //HV e LV Candle candle2 = candle.proximoCandle; Candle candle3 = candle2.proximoCandle; Candle candle4 = candle3.proximoCandle; Formula fHV = new FormulaHV(facade, "HV", fm.GetFormula(FormulaManager.HIGH), fTeste2); Formula fLV = new FormulaLV(facade, "LV", fm.GetFormula(FormulaManager.HIGH), fTeste2); candle4.SetValor(fTeste2, 3); float max = candle4.GetValor(fm.GetFormula(FormulaManager.HIGH)); float low = candle4.GetValor(fm.GetFormula(FormulaManager.HIGH)); Candle c = candle4; for (int i = 0; i < 3; i++) { float value = c.GetValor(fm.GetFormula(FormulaManager.HIGH)); if (value > max) { max = value; } if (value < low) { low = value; } c = c.candleAnterior; } Assert.IsTrue(max == fHV.Calc(candle4), max + "<>" + fHV.Calc(candle4)); Assert.IsTrue(low == fLV.Calc(candle4), max + "<>" + fLV.Calc(candle4)); //REF f = new FormulaREF(facade, "REF", fTeste, fTeste2); candle4.SetValor(fTeste, 10); candle3.SetValor(fTeste, 20); candle2.SetValor(fTeste, 30); candle4.SetValor(fTeste2, 1); Assert.IsTrue(20 == f.Calc(candle4)); candle4.SetValor(fTeste2, 2); Assert.IsTrue(30 == f.Calc(candle4)); }
public FormulaMME(FacadeBacktester facade, String name, Formula campo, Formula per) : base(facade, name, campo, per) { }
public FormulaAvgGain(FacadeBacktester facade, string name, Formula campo, Formula per) : base(facade, name) { this.per = per; this.campo = campo; }
public FormulaABS(FacadeBacktester facade, string name, Formula campo1, float v2) : base(facade, name, campo1, v2) { }
public Formula(FacadeBacktester facade, string name) { this.name = name; this.facade = facade; gravar = true; }
public DataLoader(FacadeBacktester facadeBacktester) { this.facade = facadeBacktester; }