public DateTime AddInterval(DateTime dateTime, TimeIntervalSize intervalSize, int multiplier)
{
DateTime dateTime1;
switch (intervalSize)
{
case TimeIntervalSize.year10:
dateTime1 = dateTime.AddYears(10 * multiplier);
break;
case TimeIntervalSize.year20:
dateTime1 = dateTime.AddYears(20 * multiplier);
break;
case TimeIntervalSize.year4:
dateTime1 = dateTime.AddYears(4 * multiplier);
break;
case TimeIntervalSize.year5:
dateTime1 = dateTime.AddYears(5 * multiplier);
break;
case TimeIntervalSize.year1:
dateTime1 = dateTime.AddYears(multiplier);
break;
case TimeIntervalSize.year2:
dateTime1 = dateTime.AddYears(2 * multiplier);
break;
case TimeIntervalSize.year3:
dateTime1 = dateTime.AddYears(3 * multiplier);
break;
case TimeIntervalSize.month4:
dateTime1 = dateTime.AddMonths(4 * multiplier);
break;
case TimeIntervalSize.month6:
dateTime1 = dateTime.AddMonths(6 * multiplier);
break;
case TimeIntervalSize.month9:
dateTime1 = dateTime.AddMonths(9 * multiplier);
break;
case TimeIntervalSize.month1:
dateTime1 = dateTime.AddMonths(multiplier);
break;
case TimeIntervalSize.month2:
dateTime1 = dateTime.AddMonths(2 * multiplier);
break;
case TimeIntervalSize.month3:
dateTime1 = dateTime.AddMonths(3 * multiplier);
break;
default:
dateTime1 = dateTime.AddTicks((long) intervalSize * (long) multiplier);
break;
}
return dateTime1;
}
public void PrepareTester()
{
bool flag = (bool)this.sampleStrategy.GetType().GetField("ReportEnabled", BindingFlags.Instance | BindingFlags.NonPublic | BindingFlags.GetField | BindingFlags.SetField).GetValue((object)this.sampleStrategy);
TimeIntervalSize timeIntervalSize = (TimeIntervalSize)this.sampleStrategy.GetType().GetField("TestingPeriod", BindingFlags.Instance | BindingFlags.NonPublic | BindingFlags.GetField | BindingFlags.SetField).GetValue((object)this.sampleStrategy);
this.tester = new LiveTester(this.sq_Portfolio);
this.tester.TimeInterval = timeIntervalSize;
this.tester.DisableComponents();
if (!flag)
{
this.tester.AllowRoundTrips = false;
}
else
{
this.tester.Disconnect();
this.tester.Connect();
this.tester.Reset();
this.tester.FollowChanges = true;
this.tester.AllowRoundTrips = true;
this.AddTesterComponents();
}
}
public DateTime AddInterval(DateTime dateTime, TimeIntervalSize intervalSize, int multiplier)
{
DateTime dateTime1;
switch (intervalSize)
{
case TimeIntervalSize.year10:
dateTime1 = dateTime.AddYears(10 * multiplier);
break;
case TimeIntervalSize.year20:
dateTime1 = dateTime.AddYears(20 * multiplier);
break;
case TimeIntervalSize.year4:
dateTime1 = dateTime.AddYears(4 * multiplier);
break;
case TimeIntervalSize.year5:
dateTime1 = dateTime.AddYears(5 * multiplier);
break;
case TimeIntervalSize.year1:
dateTime1 = dateTime.AddYears(multiplier);
break;
case TimeIntervalSize.year2:
dateTime1 = dateTime.AddYears(2 * multiplier);
break;
case TimeIntervalSize.year3:
dateTime1 = dateTime.AddYears(3 * multiplier);
break;
case TimeIntervalSize.month4:
dateTime1 = dateTime.AddMonths(4 * multiplier);
break;
case TimeIntervalSize.month6:
dateTime1 = dateTime.AddMonths(6 * multiplier);
break;
case TimeIntervalSize.month9:
dateTime1 = dateTime.AddMonths(9 * multiplier);
break;
case TimeIntervalSize.month1:
dateTime1 = dateTime.AddMonths(multiplier);
break;
case TimeIntervalSize.month2:
dateTime1 = dateTime.AddMonths(2 * multiplier);
break;
case TimeIntervalSize.month3:
dateTime1 = dateTime.AddMonths(3 * multiplier);
break;
default:
dateTime1 = dateTime.AddTicks((long)intervalSize * (long)multiplier);
break;
}
return(dateTime1);
}
public DateTime SubtractInterval(DateTime dateTime, TimeIntervalSize intervalSize)
{
return(this.AddInterval(dateTime, intervalSize, -1));
}
public DateTime AddInterval(DateTime dateTime, TimeIntervalSize intervalSize)
{
return(this.AddInterval(dateTime, intervalSize, 1));
}
public ReturnForPeriod(string name, SeriesTesterItem parentSeriesItem, TimeIntervalSize intervalSize, TimeIntervalSize periodLength)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title)
{
this.intervalSize = intervalSize;
this.periodLength = periodLength;
}
public DateTime AddInterval(DateTime dateTime, TimeIntervalSize intervalSize)
{
DateTime dateTime1;
switch (intervalSize)
{
case TimeIntervalSize.year5:
dateTime1 = dateTime.AddYears(5);
break;
case TimeIntervalSize.year10:
dateTime1 = dateTime.AddYears(10);
break;
case TimeIntervalSize.year20:
dateTime1 = dateTime.AddYears(20);
break;
case TimeIntervalSize.year2:
dateTime1 = dateTime.AddYears(2);
break;
case TimeIntervalSize.year3:
dateTime1 = dateTime.AddYears(3);
break;
case TimeIntervalSize.year4:
dateTime1 = dateTime.AddYears(4);
break;
case TimeIntervalSize.month4:
dateTime1 = dateTime.AddMonths(4);
break;
case TimeIntervalSize.month6:
dateTime1 = dateTime.AddMonths(6);
break;
case TimeIntervalSize.year1:
dateTime1 = dateTime.AddYears(1);
break;
case TimeIntervalSize.month1:
dateTime1 = dateTime.AddMonths(1);
break;
case TimeIntervalSize.month2:
dateTime1 = dateTime.AddMonths(2);
break;
case TimeIntervalSize.month3:
dateTime1 = dateTime.AddMonths(3);
break;
default:
dateTime1 = dateTime.AddTicks((long)intervalSize);
break;
}
return dateTime1;
}
public DateTime GetIntervalEnd(DateTime dateTime, TimeIntervalSize intervalSize)
{
DateTime dateTime1;
switch (intervalSize)
{
case TimeIntervalSize.year5:
dateTime1 = new DateTime(dateTime.Year, 1, 1).AddYears(1 + (4 - dateTime.Year % 5));
break;
case TimeIntervalSize.year10:
dateTime1 = new DateTime(dateTime.Year, 1, 1).AddYears(1 + (9 - dateTime.Year % 10));
break;
case TimeIntervalSize.year20:
dateTime1 = new DateTime(dateTime.Year, 1, 1).AddYears(1 + (19 - dateTime.Year % 20));
break;
case TimeIntervalSize.year3:
dateTime1 = new DateTime(dateTime.Year, 1, 1).AddYears(1 + (2 - dateTime.Year % 3));
break;
case TimeIntervalSize.year4:
dateTime1 = new DateTime(dateTime.Year, 1, 1).AddYears(1 + (3 - dateTime.Year % 4));
break;
case TimeIntervalSize.year1:
dateTime1 = new DateTime(dateTime.Year, 1, 1).AddYears(1);
break;
case TimeIntervalSize.year2:
dateTime1 = new DateTime(dateTime.Year, 1, 1).AddYears(1 + (1 - dateTime.Year % 2));
break;
case TimeIntervalSize.month4:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, 1).AddMonths(1 + (12 - dateTime.Month) % 4);
break;
case TimeIntervalSize.month6:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, 1).AddMonths(1 + (12 - dateTime.Month) % 6);
break;
case TimeIntervalSize.month1:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, 1).AddMonths(1);
break;
case TimeIntervalSize.month2:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, 1).AddMonths(1 + dateTime.Month % 2);
break;
case TimeIntervalSize.month3:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, 1).AddMonths(1 + (12 - dateTime.Month) % 3);
break;
case TimeIntervalSize.week1:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day).AddDays(8.0 - (double)dateTime.DayOfWeek);
break;
case TimeIntervalSize.week2:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day).AddDays(8.0 - (double)dateTime.DayOfWeek + (double)(7 * (1 - (int)Math.Floor(new TimeSpan(dateTime.AddDays(8.0 - (double)dateTime.DayOfWeek).Ticks).TotalDays) / 7 % 2)));
break;
case TimeIntervalSize.day3:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day).AddDays((double)(1 + (2 - (int)new TimeSpan(dateTime.Ticks).TotalDays % 3)));
break;
case TimeIntervalSize.day5:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day).AddDays((double)(1 + (4 - (int)new TimeSpan(dateTime.Ticks).TotalDays % 5)));
break;
case TimeIntervalSize.day1:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day).AddDays(1.0);
break;
case TimeIntervalSize.day2:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day).AddDays((double)(1 + (int)new TimeSpan(dateTime.Ticks).TotalDays % 2));
break;
case TimeIntervalSize.hour4:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, 0, 0).AddHours((double)(1 + (3 - (int)new TimeSpan(dateTime.Ticks).TotalHours % 4)));
break;
case TimeIntervalSize.hour6:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, 0, 0).AddHours((double)(1 + (5 - (int)new TimeSpan(dateTime.Ticks).TotalHours % 6)));
break;
case TimeIntervalSize.hour12:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, 0, 0).AddHours((double)(1 + (11 - (int)new TimeSpan(dateTime.Ticks).TotalHours % 12)));
break;
case TimeIntervalSize.hour2:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, 0, 0).AddHours((double)(1 + (1 - (int)new TimeSpan(dateTime.Ticks).TotalHours % 2)));
break;
case TimeIntervalSize.hour3:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, 0, 0).AddHours((double)(1 + (2 - (int)new TimeSpan(dateTime.Ticks).TotalHours % 3)));
break;
case TimeIntervalSize.min30:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, dateTime.Minute, 0).AddMinutes((double)(1 + (29 - (int)new TimeSpan(dateTime.Ticks).TotalMinutes % 30)));
break;
case TimeIntervalSize.hour1:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, 0, 0).AddHours(1.0);
break;
case TimeIntervalSize.min15:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, dateTime.Minute, 0).AddMinutes((double)(1 + (14 - (int)new TimeSpan(dateTime.Ticks).TotalMinutes % 15)));
break;
case TimeIntervalSize.min20:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, dateTime.Minute, 0).AddMinutes((double)(1 + (19 - (int)new TimeSpan(dateTime.Ticks).TotalMinutes % 20)));
break;
case TimeIntervalSize.min1:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, dateTime.Minute, 0).AddMinutes(1.0);
break;
case TimeIntervalSize.min5:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, dateTime.Minute, 0).AddMinutes((double)(1 + (4 - (int)new TimeSpan(dateTime.Ticks).TotalMinutes % 5)));
break;
case TimeIntervalSize.min10:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, dateTime.Minute, 0).AddMinutes((double)(1 + (9 - (int)new TimeSpan(dateTime.Ticks).TotalMinutes % 10)));
break;
case TimeIntervalSize.sec20:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, dateTime.Minute, dateTime.Second).AddSeconds((double)(1 + (19 - (int)new TimeSpan(dateTime.Ticks).TotalSeconds % 20)));
break;
case TimeIntervalSize.sec30:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, dateTime.Minute, dateTime.Second).AddSeconds((double)(1 + (29 - (int)new TimeSpan(dateTime.Ticks).TotalSeconds % 30)));
break;
case TimeIntervalSize.sec5:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, dateTime.Minute, dateTime.Second).AddSeconds((double)(1 + (4 - (int)new TimeSpan(dateTime.Ticks).TotalSeconds % 5)));
break;
case TimeIntervalSize.sec10:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, dateTime.Minute, dateTime.Second).AddSeconds((double)(1 + (9 - (int)new TimeSpan(dateTime.Ticks).TotalSeconds % 10)));
break;
case TimeIntervalSize.sec1:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, dateTime.Minute, dateTime.Second).AddSeconds(1.0);
break;
case TimeIntervalSize.sec2:
dateTime1 = new DateTime(dateTime.Year, dateTime.Month, dateTime.Day, dateTime.Hour, dateTime.Minute, dateTime.Second).AddSeconds((double)(1 + (1 - (int)new TimeSpan(dateTime.Ticks).TotalSeconds % 2)));
break;
default:
dateTime1 = dateTime.AddTicks((long)intervalSize);
break;
}
return dateTime1.AddTicks(-1L);
}
private void ALwyG0kIYg(TimeIntervalSize obj0, TimeIntervalSize obj1)
{
// SimpleSeriesItem simpleSeriesItem = this.components[s3j2vikrJi2pVH1Xpv.aMieSmUS9G(5598)] as SimpleSeriesItem;
// PercentageOfProfitableForPeriod profitableForPeriod;
// if (this.components.Contains(s3j2vikrJi2pVH1Xpv.aMieSmUS9G(5614) + ((object) obj1).ToString() + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(5682) + ((object) obj0).ToString() + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(5700)))
// {
// profitableForPeriod = this.components[s3j2vikrJi2pVH1Xpv.aMieSmUS9G(5706) + ((object) obj1).ToString() + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(5774) + ((object) obj0).ToString() + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(5792)] as PercentageOfProfitableForPeriod;
// }
// else
// {
// profitableForPeriod = new PercentageOfProfitableForPeriod(s3j2vikrJi2pVH1Xpv.aMieSmUS9G(5798) + ((object) obj1).ToString() + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(5866) + ((object) obj0).ToString() + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(5884), (SeriesTesterItem) simpleSeriesItem, obj0, obj1);
// this.AddComponent((TesterItem) profitableForPeriod);
// }
// this.AddComponent((TesterItem) new Average(s3j2vikrJi2pVH1Xpv.aMieSmUS9G(5890) + ((object) obj1).ToString() + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(5944) + ((object) obj0).ToString() + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(5988), (SeriesTesterItem) profitableForPeriod));
// ReturnForPeriod returnForPeriod;
// if (this.components.Contains(s3j2vikrJi2pVH1Xpv.aMieSmUS9G(5994) + ((object) obj1).ToString() + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6030) + ((object) obj0).ToString() + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6048)))
// {
// returnForPeriod = this.components[s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6054) + ((object) obj1).ToString() + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6090) + ((object) obj0).ToString() + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6108)] as ReturnForPeriod;
// }
// else
// {
// returnForPeriod = new ReturnForPeriod(s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6114) + ((object) obj1).ToString() + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6150) + ((object) obj0).ToString() + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6168), (SeriesTesterItem) simpleSeriesItem, obj0, obj1);
// this.AddComponent((TesterItem) returnForPeriod);
// }
// this.AddComponent((TesterItem) new Average(s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6174) + ((object) obj1).ToString() + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6228) + ((object) obj0).ToString() + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6270), (SeriesTesterItem) returnForPeriod));
// this.AddComponent((TesterItem) new Median(s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6276) + ((object) obj1).ToString() + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6328) + ((object) obj0).ToString() + s3j2vikrJi2pVH1Xpv.aMieSmUS9G(6370), (SeriesTesterItem) returnForPeriod));
}
private void Init()
{
this.tempPortfolio = new Portfolio();
this.tempPortfolio.Performance.Enabled = false;
this.timeInterval = TimeIntervalSize.day1;
this.wealthSeries = new DoubleSeries();
this.drawdownSeries = new DoubleSeries();
this.percentDrawdownSeries = new DoubleSeries();
this.costSeries = new DoubleSeries();
this.pnLSeries = new DoubleSeries();
this.returnSeries = new DoubleSeries();
this.allocationSeries = new DoubleSeries();
this.allocationLongSeries = new DoubleSeries();
this.allocationShortSeries = new DoubleSeries();
this.roundTripList = new RoundTripList(this);
this.longRoundTripList = new RoundTripList(this);
this.shortRoundTripList = new RoundTripList(this);
this.isRoundTripsOnly = this.allowRoundTrips;
this.pnLSeries.Title = "Test PnL Series";
this.wealthSeries.Title = "Test Wealth Series";
this.drawdownSeries.Title = "Test Drawdown Series";
this.percentDrawdownSeries.Title = "Test Percent Drawdown Series";
this.costSeries.Title = "Test Cost Series";
this.returnSeries.Title = "Test Return Series";
this.pnLSeries.Name = "Test PnL Series";
this.wealthSeries.Name = "Test Wealth Series";
this.drawdownSeries.Name = "Test Drawdown Series";
this.percentDrawdownSeries.Name = "Test Percent Drawdown Series";
this.costSeries.Name = "Test Cost Series";
this.returnSeries.Name = "Test Return Series";
this.components = new TesterItemList();
this.components.ComponentListChanged += new EventHandler(this.GvwyC63XLV);
this.InitialWealth = -1.0;
this.riskFreeRate = 0.0;
this.businessDaysOnly = true;
this.totalCost = 0.0;
SimpleSeriesItem simpleSeriesItem1 = new SimpleSeriesItem("", this.wealthSeries);
SimpleSeriesItem simpleSeriesItem2 = new SimpleSeriesItem("", this.drawdownSeries);
SimpleSeriesItem simpleSeriesItem3 = new SimpleSeriesItem("", this.percentDrawdownSeries);
SimpleSeriesItem simpleSeriesItem4 = new SimpleSeriesItem("", this.costSeries);
SimpleSeriesItem simpleSeriesItem5 = new SimpleSeriesItem("", this.pnLSeries);
SimpleSeriesItem simpleSeriesItem6 = new SimpleSeriesItem("", this.returnSeries);
this.AddComponent(simpleSeriesItem1);
this.AddComponent(simpleSeriesItem2);
this.AddComponent(simpleSeriesItem3);
this.AddComponent(simpleSeriesItem4);
this.AddComponent(simpleSeriesItem5);
this.AddComponent(simpleSeriesItem6);
this.iLayprxSnG();
}
public DateTime SubtractInterval(DateTime dateTime, TimeIntervalSize intervalSize)
{
return this.AddInterval(dateTime, intervalSize, -1);
}
public DateTime AddInterval(DateTime dateTime, TimeIntervalSize intervalSize)
{
return this.AddInterval(dateTime, intervalSize, 1);
}
public ReturnForPeriod(string name, SeriesTesterItem parentSeriesItem, TimeIntervalSize intervalSize, TimeIntervalSize periodLength)
: base(name, parentSeriesItem, parentSeriesItem.Series.Title)
{
this.intervalSize = intervalSize;
this.periodLength = periodLength;
}