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 RobotContext(TradeParams tradeParams, StatesFactory factory, TradeAdvisor advisor, List<Candle> history = null)
{
Logger.Debug("I'm started");
candles = history ?? new List<Candle>(); //IMPROVE историю хранить не нужно (отправлять за историей к Advisor)
Advisor = advisor;
Factory = factory;
StopLossSize = tradeParams.StopLoss;
TrailingStopLoss = (int) (StopLossSize * tradeParams.TrailingStopPercent);
BreakevenSize = (int) (StopLossSize * tradeParams.BreakevenPercent);
PegtopSize = tradeParams.PegtopSize;
EndTime = tradeParams.EndTime;
CurrentState = DefaultState;
ExtremumsRepository = ((SearchState) CurrentState).ExtremumsRepo;
}
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"]);
}