public void TestAgentCreationInvalidArguments()
{
List <String> Coins = new List <String> {
"ETH", "BTC", "BCH", "NEO"
};
TradingAgent agent = new TradingAgent(-100.0d, Coins);
}
public void TestAgentCreationValidArguments()
{
List <String> Coins = new List <String> {
"ETH", "BTC", "BCH", "NEO"
};
TradingAgent agent = new TradingAgent(100.0d, Coins);
Assert.NotNull(agent);
}
public void TestKucoinClient()
{
List <String> coins = new List <String> {
"ETH", "BTC", "BCH", "NEO"
};
TradingAgent agent = new TradingAgent(100.0d, coins);
KuCoinApi.NetCore.KuCoinApiClient kucoinClient = agent.GetKucoinClient();
Assert.NotNull(kucoinClient);
}
public void TestBuyingPower()
{
List <String> Coins = new List <String> {
"ETH", "BTC", "BCH", "NEO"
};
double testBuyingPower = 100.0d;
TradingAgent agent = new TradingAgent(testBuyingPower, Coins);
List <String> agentCoins = agent.GetCoinTypes();
Assert.Equal(testBuyingPower, agent.GetBuyingPower());
}
public void TestDecideTransaction()
{
List <String> coins = new List <String> {
"ETH", "BTC", "BCH", "NEO"
};
TradingAgent agent = new TradingAgent(100.0d, coins);
KuCoinApi.NetCore.KuCoinApiClient kucoinClient = agent.GetKucoinClient();
KuCoinApi.NetCore.Entities.Tick[] ticks = kucoinClient.GetTicks();
agent.GetCoinInfo(ticks, coins);
agent.DecideTransaction();
// Buying power has changed due to buy transaction being carried out.
Assert.NotEqual(100.0d, agent.GetBuyingPower());
}
public void TestAgentCoinsInput()
{
List <String> Coins = new List <String> {
"ETH", "BTC", "BCH", "NEO"
};
TradingAgent agent = new TradingAgent(100.0d, Coins);
List <String> agentCoins = agent.GetCoinTypes();
Assert.NotEmpty(agentCoins);
Coins = new List <String> {
};
agent = new TradingAgent(100.0d, Coins);
agentCoins = agent.GetCoinTypes();
Assert.Empty(agentCoins);
}
private static PortfolioManager Get(string symbol)
{
//Initialize
TradingPortfolio np = new TradingPortfolio();
//ADD INITIAL SECURITIES
ForexSecurity security = new ForexSecurity(symbol);
security.LotSize = 100000; //Lots
security.PipSize = 0.0001M; //PipSize in 4 decimal places
security.TickSize = 0.00001M; //Size of one tick
security.PipValue = 1M; //PipValue, if unable to calculate to base currency
security.Digits = 5;
var account = new SimAccount("SIMULATED", "Sim account for backtesting", 10000, 100, "SIM");
np.SetAccount(account);
np.Securities.AddSecurity(security);
//ADD AGENT AND INJECT TEMPLATES
np.InjectAgent <ExampleTradingAgent>();
//Set streams
TradingAgent agent = (TradingAgent)np.Agents[0];
agent.AgentId = 115230;
agent.TimeFrame = TimeSpan.FromSeconds(TimeFrameInSeconds);
OHLCBarStream ls = new OHLCBarStream(np.Securities[symbol], np.Agents[0].TimeFrame);
agent.SetDefaultStream(ls);
ls.Initialize();
agent.Initialize();
agent.Start();
SimpleBacktester.OnMessage += SimpleBacktester_OnMessage;
SimpleBacktester.OnProgress += SimpleBacktester_OnProgress;
return(np);
}
