public static void Set(this MOParams moParams, string paramName, int paramValue)
{
moParams.Set(paramName, new MOParamInt()
{
Name = paramName, Value = paramValue
});
}
public static void Set(this MOParams moParams, string paramName, double paramValue)
{
moParams.Set(paramName, new MOParamDouble()
{
Name = paramName, Value = paramValue
});
}
public void LoadParams(MOParams moParams)
{
srcParams.Clear();
foreach (var param in moParams)
{
srcParams.Add(new MOParamEditMapper(param.Clone()));
}
}
private string GetStatHeaderParams(MOParams statParams)
{
List <string> values = new List <string>();
foreach (MOParam param in statParams)
{
values.Add(param.Value.ToString());
}
return(string.Join(",", values));
}
public void SaveParams(MOParams moParams)
{
var list = srcParams.GetEnumerator();
while (list.MoveNext())
{
MOParamEditMapper paramMapper = (MOParamEditMapper)list.Current;
moParams.Get(paramMapper.Name).ValueString = paramMapper.Value;
}
}
public void Set_String__GetsCorrectValue()
{
MOParams testObj = new MOParams();
const string testValue = "abcdefkgofdsa dfgsdfg";
testObj.Set("test", new MOParamString()
{
Value = testValue
});
testObj.Get("test").As <string>().ShouldBe(testValue);
}
public void Set_Double__GetsCorrectValue()
{
MOParams testObj = new MOParams();
const double testValue = 123.123;
testObj.Set("test", new MOParamDouble()
{
Value = testValue
});
testObj.Get("test").As <double>().ShouldBe(testValue);
}
public void Set_Float__GetsCorrectValue()
{
MOParams testObj = new MOParams();
const float testValue = 123.123f;
testObj.Set("test", new MOParamFloat()
{
Value = testValue
});
testObj.Get("test").As <float>().ShouldBe(testValue);
}
public void Set_Int__GetsCorrectValue()
{
MOParams testObj = new MOParams();
const int testValue = 123;
testObj.Set("test", new MOParamInt()
{
Value = testValue
});
testObj.Get("test").As <int>().ShouldBe(testValue);
}
public void UpdateValue__GetsCorrectValue()
{
MOParams testObj = new MOParams();
const int val1 = 123;
const int val2 = 987;
testObj.Set("test", new MOParamInt()
{
Value = val1
});
testObj.Get("test").As <int>().ShouldBe(val1);
testObj.Set("test", new MOParamInt()
{
Value = val2
});
testObj.Get("test").As <int>().ShouldBe(val2);
}
public void Set_TwoDifferentParams__GetsCorrectValues()
{
MOParams testObj = new MOParams();
const int val1 = 123;
const int val2 = 987;
testObj.Set("param1", new MOParamInt()
{
Value = val1
});
testObj.Set("param2", new MOParamInt()
{
Value = val2
});
testObj.Get("param1").As <int>().ShouldBe(val1);
testObj.Get("param2").As <int>().ShouldBe(val2);
}
public void Get_NotExistingParam__Throws()
{
MOParams testObj = new MOParams();
Should.Throw <Exception>(() => testObj.Get("notexistingparam"));
}
public SignalsSimplexMultiFunds(ISystemDataLoader dataLoader, IStockDataProvider dataProvider, ISystemExecutionLogger systemExecutionLogger, MOParams systemParams)
{
_avgProfitRange = systemParams.Get(SimplexMultiFundsParams.AvgProfitRange).As <int>();
_avgChangeRange = systemParams.Get(SimplexMultiFundsParams.AvgChangeRange).As <int>();
_acceptableSingleDD = systemParams.Get(SimplexMultiFundsParams.AcceptableSingleDD).As <double>();
_riskSigmaMultiplier = systemParams.Get(SimplexMultiFundsParams.RiskSigmaMultiplier).As <double>();
_maxSinglePositionSize = systemParams.Get(SimplexMultiFundsParams.MaxSinglePositionSize).As <double>();
_maxPortfolioRisk = systemParams.Get(SimplexMultiFundsParams.MaxPortfolioRisk).As <double>();
_truncateBalanceToNthPlace = systemParams.Get(SimplexMultiFundsParams.TruncateBalanceToNthPlace).As <int>();
_aggressiveFunds = _fundsNames.Select((_, i) => i > 0).ToArray();
if (_fundsNames.Length != _aggressiveFunds.Length)
{
throw new Exception("_fundsNames != _aggressiveFunds");
}
_dataLoader = dataLoader;
_systemExecutionLogger = systemExecutionLogger;
_dataRange = StockDataRange.Monthly;
_fundsData = new SimplexFundsData(_fundsNames.Length);
SimplexFundsDataCalculator.Initialize(_fundsData, _fundsNames, dataProvider);
}
public void SetUp()
{
testObj = new MOParams();
}
