public void TestTradesToday()
{
//string filename = "today_trades.txt";
string fileSummary = "summary.xls";
string fileVariability = "variability.txt";
string fileBrutto = "brutto.txt";
string fileBruttoFiltr = "brutto_filtr.txt";
string fileBruttoFiltrPro = "brutto_filtr_pro.txt";
string fileTrades = "trades.txt";
MarketTradesRepository mTR = new MarketTradesRepository();
TradesBolingerRepository tBR = new TradesBolingerRepository();
mTR = (MarketTradesRepository)StaticService.Deserializes(mTR.GetType().ToString(), mTR);
tBR = (TradesBolingerRepository)StaticService.Deserializes("09.11.2016_070008", tBR);
//for (int i = 3; i <= 3; i++)
//{
// CalculationExtremumPrice(mTR, i, filename);
//}
StaticService.DeleteFile(fileSummary);
StaticService.DeleteFile(fileVariability);
StaticService.DeleteFile(fileTrades);
StaticService.DeleteFile(fileBruttoFiltr);
StaticService.DeleteFile(fileBruttoFiltrPro);
StaticService.LogFileWriteNotDateTime("Profit sett\tProfit\tCount profit\tCount loss\tCount all", fileSummary, true);
// оптимизация по профиту
for (int i = 5; i <= 5; i++)
{
CalculationExtremumProfit(mTR, tBR, 5, i, fileSummary, fileTrades, fileVariability, fileBrutto, fileBruttoFiltr, fileBruttoFiltrPro);
}
}
/// <summary>
/// Запуск расчета Болинжера по множеству параметров
/// </summary>
private async Task TaskMultiParametrBB(string _path, SettingsClass _sc)
{
MarketTradesRepository _marketTrad = (MarketTradesRepository)StaticService.Deserializes(_path);
List <Task> tasks = new List <Task>();
int countPeriod = _sc.CountPeriodBB_Start;
double k_stddev;
string _fileNameInp = Path.GetFileNameWithoutExtension(_path) + "_";
for (int i = 0; i < _sc.CountStepPeriod; i++)
{
k_stddev = _sc.CountStdDevBB_Start;
for (int ii = 0; ii < _sc.CountStepStdDev; ii++)
{
Task theTask = CreateRepositoryBolinger(_marketTrad, countPeriod, k_stddev, _fileNameInp);
tasks.Add(theTask);
k_stddev += _sc.StdDevBBStep;
}
countPeriod += _sc.PeriodBBStep;
}
await Task.WhenAll(tasks);
}
/// <summary>
/// Возвращает данные для графика(прибыли по сделкам). Десериализация сохраненного файла
/// </summary>
public TradesProfitCharts GetDataForCharts(string _path)
{
TradesProfitCharts result = new TradesProfitCharts();
TestTradesCollection _testTradCol = (TestTradesCollection)StaticService.Deserializes(Directory.GetCurrentDirectory() + _path);
foreach (ParametrTestTrades _testTrd in _testTradCol)
{
result.AddInDictionary(_testTrd.DateTimeTestTrad, _testTrd.ProfitPortfolio);
}
return(result);
}
public async Task TestTradesTodayAsync()
{
string _result_test = String.Empty;
TimeSpan _runTime;
DateTime _startRun = DateTime.Now;
decimal otkat = 30;
decimal distance = 30;
decimal profit = 30;
List <Task <string> > tasks = new List <Task <string> >();
MarketTradesRepository mTR = new MarketTradesRepository();
mTR = (MarketTradesRepository)StaticService.Deserializes(mTR.GetType().ToString(), mTR);
StaticService.DeleteFile("trade_log.txt");
StaticService.DeleteFile("equ.txt");
StaticService.LogFileWriteNotDateTime("EqCurrent\tCountTrades\tCountProfit\tCountLoss\tDrawdown\t_otkat\t_distance\t_profit", "equ.txt", true);
for (int i = (int)otkat; i <= 200; i += 10)
{
for (int ii = i; ii <= 200; ii += 10)
{
for (int iii = i; iii <= 200; iii += 10)
{
//ExtremumPrice _extPrice2 = new ExtremumPrice();
//CalculationExtremumPrice1(mTR, _extPrice2, i, ii, iii, false);
Task <string> theTask = TaskCalculation(mTR, i, ii, iii);
tasks.Add(theTask);
}
}
}
await Task <string> .WhenAll(tasks);
foreach (Task <string> item in tasks)
{
_result_test += item.Result;
}
_runTime = DateTime.Now - _startRun;
StaticService.LogFileWriteNotDateTime(String.Format("{0:00}:{1:00}:{2:00}.{3:000}", _runTime.Hours, _runTime.Minutes, _runTime.Seconds, _runTime.Milliseconds), "runtime.txt", true);
StaticService.LogFileWriteNotDateTime(_result_test, "equ.txt", true);
}
/// <summary>
/// Прогон по единичным параметрам
/// </summary>
public ExtremumPrice TestTradesToday1()
{
decimal otkat = 80;
decimal distance = 190;
decimal profit = 170;
MarketTradesRepository mTR = new MarketTradesRepository();
mTR = (MarketTradesRepository)StaticService.Deserializes(mTR.GetType().ToString(), mTR);
StaticService.DeleteFile("trade_log.txt");
StaticService.DeleteFile("equ.txt");
return(CalculationExtremumPrice1(mTR, otkat, distance, profit, true));
}
/// <summary>
/// Открываем лонги, если цена выше самой верхней линии.
/// Открываем шорты, если цена ниже самой нижней линии.
/// Закрытие: переворачиваемся.
/// </summary>
private Task TrendAlgoritmTest(string _path)
{
return(Task.Run(() =>
{
TradesBolingerRepository _trdBRepo = null;
string file_name = "test_result.txt";
try
{
_trdBRepo = (TradesBolingerRepository)StaticService.Deserializes(_path);
}
catch (Exception)
{
StaticService.LogFileWrite(_path, "error_log.txt", true);
}
string _key = Path.GetFileNameWithoutExtension(_path);
string _dateRes = StaticService.GetComment(_key, SettingsClass.PaternDate1);
string _settBB = StaticService.GetComment(_key, SettingsClass.Patern);
TestTradesCollection testTradColl = new TestTradesCollection();
TestTradesCollection testTradCollOPT = new TestTradesCollection();
int tp = 0;
double profitPortfolio = 0; // прибыль портфеля на каждую сделку
int countTrades = 0;
double maxProfit = 0;
double minProfit = 0;
int countProfitTrades = 0;
int countLossTrades = 0;
// OPT
double profitPortfolioOpt = 0;
int countTradesOpt = 0;
double maxProfitOpt = 0;
double minProfitOpt = 0;
int countProfitTradesOpt = 0;
int countLossTradesOpt = 0;
// end opt
StaticService.LogFileWrite("\n ---------" + _key + "---------", file_name, true);
if (_trdBRepo != null)
{
foreach (ParametrTradesBolinger pcT in _trdBRepo)
{
//StaticClassService.LogFileWrite(pcT.DateTimeTrades + "\t" + pcT.NumberTrades + "\t" + pcT.PriceTrades + "\t" + pcT.SeccodeTrades + "\t" + pcT.LineUp + "\t" + pcT.LineDown + "\t" + pcT.LineMidl, file_name, true);
DateTime dateTimeTrade = pcT.DateTimeTrades;
if (dateTimeTrade.TimeOfDay < new TimeSpan(19, 0, 0))
{
double price = (double)pcT.PriceTrades;
//---Здесь вызываем Класс нужного алгоритма---
Algoritms.BollingerCrossing.Algoritm(pcT, testTradColl, testTradCollOPT, file_name, price, dateTimeTrade, ref tp, ref countTrades, ref countTradesOpt, ref profitPortfolio, ref profitPortfolioOpt, ref maxProfit, ref maxProfitOpt, ref minProfit, ref minProfitOpt, ref countProfitTrades, ref countProfitTradesOpt, ref countLossTrades, ref countLossTradesOpt);
//--------------------------------------------
}
}
}
// save result
testResultRepo.Add(new ParametrTestResult(_key, _dateRes, _settBB, profitPortfolio, countTrades, maxProfit, minProfit, countProfitTrades, countLossTrades));
testResultRepo.Add(new ParametrTestResult(_key + "OPT", _dateRes, _settBB, profitPortfolioOpt, countTradesOpt, maxProfitOpt, minProfitOpt, countProfitTradesOpt, countLossTradesOpt)); // Opt
// serialize TestTradesCollection end TestTradesCollection'OPT'
StaticService.Serializes(testTradColl, folderOutTestTradesSimple + _key);
StaticService.Serializes(testTradCollOPT, folderOutTestTradesOPT + _key);
}));
}
/// <summary>
/// Десериализация сохраненных объектов
/// </summary>
private void DeserializesObject()
{
settingsClass = (SettingsClass)StaticService.Deserializes(settingsClass.GetType().ToString(), settingsClass);
testResultRepository = (TestResultRepositiry)StaticService.Deserializes(StaticService.RelativePatchCreate(SettingsClass.TestResult + SettingsClass.FolderSBRF) + "!_actul_result", new TestResultRepositiry());
}