private void RunTest(TradeParams tradeParams, Configurator configurator, TradesPrinter printer)
{
tradeParams.Validate();
var advisor = new TradeAdvisor(configurator.Repository.Days.First().FiveMins);
var robot = new RobotContext(tradeParams, configurator.Factory, advisor);
var results = configurator.GetTradeResults();
//foreach (var day in repository.Days)
foreach (var day in configurator.Repository.Days.Skip(1)) //TODO перебирать параметры по абсолютному значению, а затем искать регрессию одних на другие
{
foreach (var candle in day.FiveMins)
{
var dealEvent = robot.Process(candle) as DealEvent;
if (dealEvent != null)
{
results.AddDeal(dealEvent.Deal);
}
}
var ev = robot.StopTrading() as DealEvent;
if (ev != null)
{
results.AddDeal(ev.Deal);
}
//printer.PrintDepoWithParamsName(tradeParams, results);
Assert.That(results.DealsAreClosed);
robot.Reset();
}
//File.WriteAllLines("out.txt", results.GetDepositSizes().Select(s => (s - 30000).ToString()));
printer.AddRow(tradeParams, results);
}
public IState GetTradeState(RobotContext context, Deal deal)
{
switch (TradeStateType)
{
case TradeStateTypes.Basic:
return new BasicTradeState(context, deal);
case TradeStateTypes.Breakeven:
return new BreakevenTradeState(context, deal);
case TradeStateTypes.Trailing:
return new TrailingTradeState(context, deal);
default:
throw new ArgumentException("Not expected trade state type");
}
}
public Configurator(string configsName, MainWindow window)
{
var document = XDocument.Load(configsName);
var eventBus = new EventBus();
InitLogs(window);
InitConnector(document.Descendants("Connection").Single());
var factory = GetFactory(document.Descendants("Types").Single());
var tradeParams = GetParams(document.Descendants("TradeParams").Single());
var currentDayCandles = Connector.GetCurrentDayCandles();
var advisor = new TradeAdvisor(currentDayCandles); //TODO больше истории
RobotContext = new RobotContext(tradeParams, factory, advisor, currentDayCandles);
InitTradeController(document.Descendants("TradeController").Single(), eventBus,
LogManager.Configuration.Variables["WorkingDirectory"]);
}
public IState GetSearchState(RobotContext context)
{
return new SearchState(context);
}
public IState GetEndState(RobotContext context)
{
return new EndState(context);
}