public async Task TestIssue70()
{
//var importer = new AlphaVantageImporter("WUT9R5SC4IHCNA4S", OutputSize.full);
//var fb = importer.ImportAsync("fb", startTime: new DateTime(2018, 1, 1), period: PeriodOption.PerMinute).Result;
//var importer2 = new AlphaVantageImporter("WUT9R5SC4IHCNA4S", OutputSize.full);
var importer2 = new AlphaVantageImporter("QP46TOX16WBTQ59Y", OutputSize.full);
var wba = importer2.ImportAsync("xom", startTime: new DateTime(2018, 1, 1), period: PeriodOption.PerMinute).Result;
//var importer3 = new AlphaVantageImporter("WUT9R5SC4IHCNA4S", OutputSize.full);
//var att = importer3.ImportAsync("t", startTime: new DateTime(2018, 1, 1), period: PeriodOption.PerMinute).Result;
var buyRule = Rule.Create(c => c.IsMacdBullishCross(12, 26, 9))
.And(c => c.IsRsiOversold2());
var sellRule = Rule.Create(c => c.IsMacdBearishCross(12, 26, 9))
.And(c => c.IsRsiOverbought2());
var runner = new ES.Analysis.Backtest.Builder()
//.Add(att, 33).Add(wba, 33).Add(fb, 33)
.Add(wba)
.Buy(buyRule)
.Sell(sellRule)
//.FlatExchangeFeeRate(.05m)
.FlatExchangeFeeRate(5)
//.Premium(5)
.Build();
Assert.ThrowsException <AggregateException>(() => runner.RunAsync(10000, new DateTime(2018, 1, 1)).Result, "The FlatExchangeFee must be set to a value that is greater than equal to zero(>= 0) and less than one(< 1).Example => .25");
//var result = runner.RunAsync(10000, new DateTime(2018, 1, 1)).Result;
//Console.WriteLine($"Transaction count: {result.Transactions.Count():#.##}, P/L ratio: {result.TotalCorrectedProfitLossRatio * 100}%, Principal: {result.TotalPrincipal}, Total: {result.TotalCorrectedBalance}");
}
public async Task TestIssue70()
{
var importer = new AlphaVantageImporter("WUT9R5SC4IHCNA4S", OutputSize.full);
var fb = importer.ImportAsync("fb", startTime: new DateTime(2018, 1, 1), period: PeriodOption.PerMinute).Result;
var importer2 = new AlphaVantageImporter("WUT9R5SC4IHCNA4S", OutputSize.full);
var wba = importer2.ImportAsync("xom", startTime: new DateTime(2018, 1, 1), period: PeriodOption.PerMinute).Result;
var importer3 = new AlphaVantageImporter("WUT9R5SC4IHCNA4S", OutputSize.full);
var att = importer3.ImportAsync("t", startTime: new DateTime(2018, 1, 1), period: PeriodOption.PerMinute).Result;
var buyRule = Rule.Create(c => c.IsMacdBullishCross(12, 26, 9))
.And(c => c.IsRsiOversold2());
var sellRule = Rule.Create(c => c.IsMacdBearishCross(12, 26, 9))
.And(c => c.IsRsiOverbought2());
var runner = new Trady.Analysis.Backtest.Builder()
.Add(att, 33).Add(wba, 33).Add(fb, 33)
//.Add(wba)
.Buy(buyRule)
.Sell(sellRule)
//.FlatExchangeFeeRate(.05m)
.Premium(5)
.Build();
var result = runner.RunAsync(10000, new DateTime(2018, 1, 1)).Result;
Console.WriteLine($"Transaction count: {result.Transactions.Count():#.##}, P/L ratio: {result.TotalCorrectedProfitLossRatio * 100}%, Principal: {result.TotalPrincipal}, Total: {result.TotalCorrectedBalance}");
}
public void ImportByAlphaVantage_Hourly()
{
// Test account api key
const string ApiKey = "WUT9R5SC4IHCNA4S";
var importer = new AlphaVantageImporter(ApiKey, OutputSize.full);
var candles = importer.ImportAsync("WBA", period: Core.Period.PeriodOption.Hourly).Result;
var candle = candles.FirstOrDefault();
Assert.IsNotNull(candle);
}
public void ImportByAlphaVantage()
{
// Test account api key
const string ApiKey = "WUT9R5SC4IHCNA4S";
var importer = new AlphaVantageImporter(ApiKey, OutputSize.full);
//var candles = importer.ImportAsync("AAPL", new DateTime(2016, 9, 15), new DateTime(2018, 9, 15)).Result;
var candles = importer.ImportAsync("AAPL").Result;
var candle = candles.FirstOrDefault(c => c.DateTime == new DateTime(2017, 1, 3));
Assert.AreEqual(candle.Open, 115.8m);
Assert.AreEqual(candle.High, 116.33m);
Assert.AreEqual(candle.Low, 114.76m);
Assert.AreEqual(candle.Close, 116.15m);
Assert.AreEqual(candle.Volume, 28_781_865);
}
