private void ButtonAnalyse_Click(object sender, RoutedEventArgs e)
{
SwapCollection swapCollection = new SwapCollection();
string initPath = StartupParameters.DefaultSourcePath;
swapCollection.LoadSwap(System.IO.Path.Combine(initPath, SwapCollection.SwapFileName));
foreach (SymbolChooser.SymbolViewItem svi in symbolChooser.SymbolViewItems)
{
foreach (Analysis.ResetTimeAnalysis.SideAnalyser currSide in ChosenSides)
{
ResetTimeViewModel rt = new ResetTimeViewModel(svi.FullPath, svi.Symbol, currSide, Int32.Parse(TextBoxWorkingPercentTime.Text), swapCollection);
if (CheckBoxStrategyPointAnalyse.IsChecked.Value)
{
rt.AnalyseStrategy(DatePickerFrom.SelectedDate, DatePickerTo.SelectedDate);
}
if (CheckBoxAllPointAnalyse.IsChecked.Value)
{
rt.AnalyseAllPoints(DatePickerFrom.SelectedDate, DatePickerTo.SelectedDate);
}
}
}
System.Windows.MessageBox.Show("ButtonAnalyse_Click was done");
}
//public ResetTimeViewModel(string sourceDirectory, string symbolName, SwapCollection swapCollection)
// : this(sourceDirectory, symbolName, ResetTimeAnalysis.SideAnalyser.Both, 100, swapCollection)
//{
//}
public ResetTimeViewModel(string sourceDirectory, string symbolName, ResetTimeAnalysis.SideAnalyser sa, int notReadOnlyTimePercent, SwapCollection swapCollection)
{
this.SourceDirectory = sourceDirectory;
this.SymbolName = symbolName;
this.Side = sa;
this.NotReadOnlyTimePercent = notReadOnlyTimePercent;
this.SwapCollection = swapCollection;
}
private void Start_Click(object sender, RoutedEventArgs e)
{
Log4Smart.Logger.ClearAllResult();
ButtonStart.IsEnabled = false;
IEnumerable <string> allSymbols = symbolChooser.SymbolViewItems.Select(p => p.Symbol.Trim().ToLower());
string baseResultPath = Path.Combine(Path.GetDirectoryName(System.Reflection.Assembly.GetEntryAssembly().Location), "result");
SwapCollection swapCollection = new SwapCollection();
swapCollection.LoadSwap(GetSwapFilePath());
TestManagerViewModel tma = new TestManagerViewModel(Math.Min(Environment.ProcessorCount, Int32.Parse(ConfigurationManager.AppSettings["MaxThreadNumber"])));
foreach (string currPath in GetAllSymbolPath())
{
if (!allSymbols.Contains(Path.GetFileName((currPath).ToLower())))
{
continue;
}
try
{
InputData inData = new InputData();
inData.LoadFromDirectory(currPath, swapCollection);
string baseSymbolResultPath = System.IO.Path.Combine(baseResultPath, inData.Symbol);
List <string> extractedParameterNames = new List <string>();
ConfigReader confReader =
//new MartinGaleConfigReader();
//new Pipsovik.PipsovikConfigReader();
//new SuperAdaptStrategy.SuperAdaptConfigReader();
new BuyLimitAndWait.BuyLimitAndWaitConfigReader();
List <StratergyParameterRange> ranges = confReader.GetRanges(extractedParameterNames);
foreach (StratergyParameterRange currStratergyParameterRange in ranges)
{
OptimizationFunctionIntNDFactory factory = GetStrategyFactory(currStratergyParameterRange, confReader);
DateTime startAnalyzeDateTime = inData.Data[0].DateTime;
tma.RunBruteForceTest(Path.Combine(baseSymbolResultPath, currStratergyParameterRange.ToString(extractedParameterNames)),
inData, factory);
}
}
catch (Exception exc)
{
MessageBox.Show(exc.ToString());
}
}
tma.WaitJobFinished();
System.Windows.MessageBox.Show("AnalyseStrategyeMarginEquityWindow Completed");
}
private void Form1_Load(object sender, EventArgs e)
{
if (Settings1.Default.NumberLastMonthToAnalyze > 0)
{
Log4Smart.Logger.ClearAllResult();
}
ButtonStart.Enabled = false;
IEnumerable <string> allSymbols = from p in Settings1.Default.Symbols.Split(new char[] { ',' })
select p.Trim().ToLower();
string baseResultPath = System.IO.Path.Combine(System.IO.Path.GetDirectoryName(Application.ExecutablePath), "result");
SwapCollection swapCollection = new SwapCollection();
swapCollection.LoadSwap(GetSwapFilePath());
foreach (string currPath in GetAllSymbolPath())
{
if (!allSymbols.Contains(Path.GetFileName((currPath).ToLower())))
{
continue;
}
try
{
TestManager tma = new TestManager(Settings1.Default.NumberThreads);
InputData inData = new InputData();
inData.LoadFromDirectory(currPath, swapCollection);
string baseSymbolResultPath = System.IO.Path.Combine(baseResultPath, inData.Symbol);
List <string> extractedParameterNames = new List <string>();
List <StratergyParameterRange> ranges =
//new MartinGaleConfigReader().GetRanges(extractedParameterNames);
//new SuperAdaptConfigReader().GetRanges(extractedParameterNames);
// new SuperStrategyConfigReader().GetRanges(extractedParameterNames);
// new BuyAndWaitConfigReader().GetRanges(extractedParameterNames);
new BuyLimitAndWaitConfigReader().GetRanges(extractedParameterNames);
//new TheoristConfigReader().GetRanges(extractedParameterNames);
foreach (StratergyParameterRange currStratergyParameterRange in ranges)
{
OptimizationFunctionIntNDFactory factory = //new TheoristFunctionFactory(currStratergyParameterRange);
//new BuyAndWaitFunctionFactory(currStratergyParameterRange);
new BuyLimitAndWaitFunctionFactory(currStratergyParameterRange);
// new BuyLimitAndWaitFunctionFactory(currStratergyParameterRange);
//new SuperAdaptFunctionFactory(currStratergyParameterRange);
//OptimizationFunctionIntNDFactory factory = new MartinGaleFunctionFactory(currStratergyParameterRange);
//OptimizationFunctionIntNDFactory factory = new SuperStrategyFunctionFactory(currStratergyParameterRange);
//OptimizationFunctionIntNDFactory factory = new MartinGaleFunctionFactory();
//tma.EstimateAll(inData/*inData.Select(inData.Data.Last().DateTime.AddMonths(-1), inData.Data.Last().DateTime)*/, factory);
for (int lp = Settings1.Default.LearningPeriodStartDay; lp <= Settings1.Default.LearningPeriodEndDay; lp += Settings1.Default.LearningPeriodStep)
{
for (int tp = Settings1.Default.TestPeriodStartDay; tp <= Settings1.Default.TestPeriodEndDay; tp += Settings1.Default.TestPeriodStepDay)
{
DateTime startAnalyzeDateTime = DateTime.Now.AddMonths(-Settings1.Default.NumberLastMonthToAnalyze);
if (Settings1.Default.NumberLastMonthToAnalyze == 0)
{
startAnalyzeDateTime = startAnalyzeDateTime.AddWorkingDay(-tp * 2);
}
tma.RunGeneticTests(System.IO.Path.Combine(baseSymbolResultPath, currStratergyParameterRange.ToString(extractedParameterNames)),
inData, startAnalyzeDateTime, lp, tp, factory);
}
}
}
tma.WaitJobFinished();
CalculateSum.Program.SumDirectory(baseSymbolResultPath);
//SymbolResult.Load(baseSymbolResultPath).SaveStatistics(baseSymbolResultPath);
//CalculateSum.Program.CalculatePortfolio(baseResultPath, 1500000, 0.9, 500000);
}
catch (Exception exc)
{
MessageBox.Show(exc.ToString());
}
}
this.Close();
}
