public void StartTest()
{
int completedPassCounter = 0;
_optimizer.OnOptimizationPassCompletionEvent += (sender, robot) =>
{
completedPassCounter++;
};
_optimizer.Start();
Assert.AreEqual(9, completedPassCounter);
}
private static void Optimize(ISymbol symbol, IEnumerable <IBar> data)
{
var startTime = data.Min(iBar => iBar.Time);
var endTime = data.Max(iBar => iBar.Time);
var symbolsData = new List <ISymbolBacktestData> {
new SymbolBacktestData(symbol, data)
};
var optimizerSettings = new OptimizerSettings
{
AccountBalance = 10000,
AccountLeverage = 500,
BacktesterType = typeof(OhlcBacktester),
BacktestSettingsType = typeof(BacktestSettings),
BacktesterInterval = TimeSpan.FromHours(1),
};
optimizerSettings.SymbolsData = symbolsData;
optimizerSettings.BacktestSettingsParameters = new object[]
{
startTime,
endTime,
};
optimizerSettings.TradeEngineType = typeof(BacktestTradeEngine);
optimizerSettings.TimerContainerType = typeof(TimerContainer);
optimizerSettings.ServerType = typeof(Server);
optimizerSettings.RobotSettingsType = typeof(RobotParameters);
optimizerSettings.RobotType = typeof(SingleSymbolMaCrossOverBot);
optimizerSettings.Parameters = new List <OptimizeParameter>()
{
new OptimizeParameter("Fast MA Period", 5, 15, 5),
new OptimizeParameter("Slow MA Period", 20),
new OptimizeParameter("Volume", 1)
};
var optimizer = new GridOptimizer(optimizerSettings);
optimizer.OnOptimizationPassCompletionEvent += Optimizer_OnOptimizationPassCompletionEvent;
optimizer.OnOptimizationStoppedEvent += Optimizer_OnOptimizationStoppedEvent;
optimizer.OnOptimizationStartedEvent += Optimizer_OnOptimizationStartedEvent;
optimizer.Start();
}