[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);
}
static void cacheSymbolData(STORequest request)
{
symbols = request.symbols;
var systemId = request.parameters.get <int>("systemId");
var symbolRanges = dictionary(symbols, symbol => MsivBacktestTable.BACKTEST.range(systemId, symbol.name));
barData = new SystemDbBarLoader(SystemDetailsTable.DETAILS.details(systemId).interval(), symbols, symbolRanges);
}
public STOServer(int systemId, int serverIndex)
{
this.systemId = systemId;
details = SystemDetailsTable.DETAILS.details(systemId);
STO.populateSymbolsPortfolios(details, out symbols, out portfolios);
loader = STO.loader(details, symbols);
heart = new Heartbeat(Bootstrap.LOCAL_CLOUD_BROKER, "Tornado.heartbeat.server." + systemId + "." + serverIndex, 3000, fields => {
fields.put("ServerIndex", serverIndex);
fields.put("SystemId", systemId);
});
}
void runOneLocal()
{
LogC.info("running run " + start + " local to populate S3 cache");
S3Cache.saveAllQueryResultsToS3(true);
var s3Cache = runner.s3Cache();
s3Cache.createBucket();
S3Cache.setS3Cache(s3Cache);
var runParameters = parameters(start);
var symbolRanges = dictionary(symbols, symbol => MsivBacktestTable.BACKTEST.range(systemId, symbol.name));
var data = new SystemDbBarLoader(details.interval(), symbols, symbolRanges);
var simulator = new Simulator.Simulator(new SystemArguments(symbols, portfolios, runParameters), data, "QUEDGE");
simulator.processBars();
simulator.shutdown();
S3Cache.saveAllQueryResultsToS3(false);
}
