public void TestOptimize()
{
Starter starter = new OptimizeStarter();
ProfitLossCallback profitLossLogic = new ProfitLossCallback();
starter.ProjectProperties.Starter.StartTime = (TimeStamp) new DateTime(2005,1,1);
starter.ProjectProperties.Starter.EndTime = (TimeStamp) new DateTime(2006,2,1);
starter.ProjectProperties.Starter.IntervalDefault = Intervals.Hour1;
starter.DataFolder = "Test\\DataCache";
starter.ProjectProperties.Starter.SetSymbols("USD_JPY");
starter.ProjectProperties.Starter.SymbolProperties[0].ProfitLoss = profitLossLogic;
starter.Run(new OptimizeLoader());
Assert.IsTrue(FileCompare(storageFolder+@"\Statistics\optimizeResults.csv",@"..\..\Platform\TickZoomTesting\Startup\optimizeResults.csv"));
}
public void TestOptimize()
{
Assert.Ignore();
Starter starter = new OptimizeStarter();
var profitLossLogic = new ProfitLossCallback2();
starter.ProjectProperties.Starter.StartTime = (TimeStamp) new DateTime(2005,1,1);
starter.ProjectProperties.Starter.EndTime = (TimeStamp) new DateTime(2006,2,1);
starter.ProjectProperties.Starter.IntervalDefault = Intervals.Hour1;
starter.DataFolder = "Test";
starter.ProjectProperties.Starter.SetSymbols("USD_JPY");
starter.ProjectProperties.Starter.SymbolProperties[0].ProfitLoss = profitLossLogic;
FillSimulatorPhysical.MaxPartialFillsPerOrder = 10;
starter.Run(new OptimizeLoader());
Assert.IsTrue(FileCompare(storageFolder+@"\Statistics\optimizeResults.csv",@"..\..\Platform\TickZoomTesting\Startup\optimizeResults.csv"));
}
public void TestOptimizeBadVariable()
{
Thread.Sleep(2000); // Delay for file lock to get released.
Starter starter = new OptimizeStarter();
starter.ProjectProperties.Starter.StartTime = (TimeStamp) new DateTime(2005,1,1);
starter.ProjectProperties.Starter.EndTime = (TimeStamp) new DateTime(2006,2,1);
starter.ProjectProperties.Starter.IntervalDefault = Intervals.Hour1;
starter.DataFolder = "Test\\DataCache";
starter.ProjectProperties.Starter.SetSymbols("USD_JPY");
try {
starter.Run(new OptimizeLoaderBad());
Assert.Fail("Supposed to throw an exception about a bad optimize variable.");
} catch( ApplicationException ex) {
Assert.AreEqual("Error, setting optimize variables.",ex.Message);
}
Assert.IsFalse(File.Exists(storageFolder+@"\Statistics\optimizeResults.csv"));
}
