[Test] public void fullRun()
{
O.freezeNow("2009/01/15"); // so that params don't change out from under us
var args = new SystemArguments(
symbol(),
new Parameters {
{ "systemId", 188387 },
{ "RunMode", (double)RunMode.RIGHTEDGE },
{ "maType", 2 },
{ "maLength", 8 },
{ "stDevLength", 10 },
{ "regressionProjectionBars", 5 },
{ "regressionBars", 8 },
{ "ZEntry", 2 },
{ "minPnLMultTC", 5 },
{ "stopMultiple", 3 },
{ "RiskDollars", 100000000 },
{ "ZExit", 1 },
{ "MaxBarsHeld", 999 },
{ "LeadBars", leadBars() }
});
BarLoader barLoader = new SystemDbBarLoader(Interval.DAILY, O.list(symbol()), date("2004/11/26"));
var simulator = new Simulator.Simulator(args, barLoader, OrderTable.prefix);
simulator.processBars();
// using slippage for RE.TEST.TY.1C: 0.015625
// Date range: 11/26/04 - 4/18/08
// Parameter set from the parameters() method below.
AlmostEqual(-149665265.63, simulator.pnl(), 0.01);
}
[Test] public void fullRun()
{
O.freezeNow("2009/01/15"); // so that params don't change out from under us
var args = new SystemArguments(
symbol(),
new Parameters {
{ "systemId", 63234 },
{ "RunMode", (double)RunMode.LIVE }
});
var simulator = new Simulator.Simulator(args, OrderTable.prefix);
simulator.processBars(300);
// using slippage for RE.TEST.TY.1C: 0.015625
// Full run AlmostEqual(-1975093.75, simulator.pnl(), 0.01);
AlmostEqual(-184296.88, simulator.pnl(), 0.01);
}
