public void UpdateFormulaSheetReferences()
{
var formulaManager = new FormulaManager();
var result = formulaManager.UpdateFormulaSheetReferences("5+'OldSheet'!$G3+'Some Other Sheet'!C3+SUM(1,2,3)", "OldSheet", "NewSheet");
Assert.AreEqual("5+'NewSheet'!$G3+'Some Other Sheet'!C3+SUM(1,2,3)", result);
}
public void UpdateFormulaDeletedSheetReference()
{
var formulaManager = new FormulaManager();
string actualFormula = formulaManager.UpdateFormulaDeletedSheetReferences("CONCATENATE(Sheet1!B2, Sheet2!C3)", "sheet1");
Assert.AreEqual("CONCATENATE(#REF!B2,'Sheet2'!C3)", actualFormula);
}
public void TestFormulas()
{
facade = new FacadeBacktester();
facade.LoadAtivo("PETR4", 100, Consts.PERIODO_ACAO.DIARIO, "dados/petr4-diario.js");
Ativo ativo = facade.GetAtivo("PETR4");
FormulaManager fm = facade.formulaManager;
Assert.IsNotNull(fm.GetFormula("3"));
Formula f = fm.GetFormula("RSI(HV(SUBTRACT(O,-9),L),C)");
Assert.IsNotNull(f);
f = fm.GetFormula("PERCENTIL(SUBTRACT(PERCENTIL(C),C))");
Assert.IsNotNull(f);
f = fm.GetFormula("RSI(HV(SUBTRACT(O,-9),L),C)");
Assert.IsNotNull(f);
Assert.IsNotNull(fm.GetFormula("MME(C,3)"));
string fonte = "C";
int periodos = 3;
validaFormulaMMS(ativo, fm, fonte, periodos);
periodos = 6;
fonte = "MME(O,6)";
validaFormulaMMS(ativo, fm, fonte, periodos);
}
public void UpdateFormulaReferencesReferencingADifferentSheetIsNotUpdated()
{
var formulaManager = new FormulaManager();
var result = formulaManager.UpdateFormulaReferences("'boring sheet'!C3", 3, 3, 2, 2, "boring sheet", "updated sheet");
Assert.AreEqual("'boring sheet'!C3", result);
}
public void UpdateFormulaReferencesFullyQualifiedCrossSheetReferenceArray()
{
var formulaManager = new FormulaManager();
var result = formulaManager.UpdateFormulaReferences("SUM('sheet name here'!B2:D4)", 3, 3, 3, 3, "cross sheet", "sheet name here");
Assert.AreEqual("SUM('sheet name here'!B2:G7)", result);
}
public void UpdateFormulaReferencesFullyQualifiedReferenceOnADifferentSheet()
{
var formulaManager = new FormulaManager();
var result = formulaManager.UpdateFormulaReferences("'updated sheet'!C3", 3, 3, 2, 2, "boring sheet", "updated sheet");
Assert.AreEqual("'updated sheet'!F6", result);
}
public void UpdateFormulaReferencesFullyQualifiedReferenceOnTheSameSheet()
{
var formulaManager = new FormulaManager();
var result = formulaManager.UpdateFormulaReferences("'sheet name here'!C3", 3, 3, 2, 2, "sheet name here", "sheet name here");
Assert.AreEqual("'sheet name here'!F6", result);
}
public void UpdateFormulaReferencesIgnoresIncorrectSheet()
{
var formulaManager = new FormulaManager();
var result = formulaManager.UpdateFormulaReferences("C3", 3, 3, 2, 2, "sheet", "other sheet");
Assert.AreEqual("C3", result);
}
private void FillTaskAdvancedFields(Model.Task task)
{
var eventDao = new EventInfoDao(dao.usingDbUtility);
var eventList = eventDao.GetLinkedEventList(task.id);
if (eventList.Length == 0)
{
task._hasLinkedEvent = false;
task._firstStartTime = DateTime.MaxValue;
task._lastEndTime = DateTime.MinValue;
}
else
{
task._hasLinkedEvent = true;
task._firstStartTime = DateTime.MaxValue;
task._lastEndTime = DateTime.MinValue;
foreach (var item in eventList)
{
var fm = new FormulaManager(item.remindFormula);
var startTime = fm.GetStartDate();
startTime = new DateTime(startTime.Year, startTime.Month, startTime.Day, item.startTime.Hour, item.startTime.Minute, 0);
var endTime = fm.GetEndDate();
endTime = new DateTime(endTime.Year, endTime.Month, endTime.Day, item.endTime.Hour, item.endTime.Minute, 59);
task._firstStartTime = startTime < task._firstStartTime ? startTime : task._firstStartTime;
task._lastEndTime = endTime > task._lastEndTime ? endTime : task._lastEndTime;
}
}
}
public void UpdateFormulaReferencesOnTheSameSheet()
{
var formulaManager = new FormulaManager();
var result = formulaManager.UpdateFormulaReferences("C3", 3, 3, 2, 2, "sheet", "sheet");
Assert.AreEqual("F6", result);
}
public void UpdateFormulaReferencesPreservesEscapedQuotes()
{
var formulaManager = new FormulaManager();
Assert.AreEqual("\"Hello,\"\" World\"&\"!\"", formulaManager.UpdateFormulaReferences("\"Hello,\"\" World\"&\"!\"", 1, 1, 8, 2, "Sheet", "Sheet"));
Assert.AreEqual("FUNCTION(1,\"Hello World\",\"My name is \"\"Bob\"\"\",16)", formulaManager.UpdateFormulaReferences("FUNCTION(1, \"Hello World\", \"My name is \"\"Bob\"\"\", 16)", 1, 1, 8, 2, "Sheet", "Sheet"));
Assert.AreEqual("FUNCTION(\"This is an example of \"\" Nested \"\"\"\" Quotes \"\".\")", formulaManager.UpdateFormulaReferences("FUNCTION(\"This is an example of \"\" Nested \"\"\"\" Quotes \"\".\")", 1, 1, 8, 2, "Sheet", "Sheet"));
}
public void TestGeracaoFormulas()
{
string formula = "MME(O,LV(PERCENTIL(MOD(L,H)),C))";
FormulaManager fm = facade.formulaManager;
Formula f1 = fm.GetFormula(formula);
Assert.IsNotNull(f1);
Assert.IsTrue(f1.GetCode() == formula);
}
public void ConfigureAppliesGivenIFormulaManager()
{
var formulaManager = new FormulaManager();
var excelPackage = new ExcelPackage();
Assert.AreNotEqual(formulaManager, excelPackage.FormulaManager);
excelPackage.Configure(formulaManager);
Assert.AreEqual(formulaManager, excelPackage.FormulaManager);
}
public LabeledTransitionMarkovChain GenerateLabeledMarkovChain()
{
FormulaManager.Calculate(Configuration);
var stateFormulasToCheckInBaseModel = FormulaManager.StateFormulasToCheckInBaseModel.ToArray();
var createModel = new AnalysisModelCreator(() => new LtmcRetraverseModel(_sourceLtmc, stateFormulasToCheckInBaseModel, Configuration));
Configuration.DefaultTraceOutput.WriteLine("Retraverse Model");
var labeledTransitionMarkovChain = GenerateLtmc(createModel);
return(labeledTransitionMarkovChain);
}
public void TestClarificarTradeSystem()
{
Config config = new Config();
FormulaManager fm = facade.formulaManager;
Clarify clarify = new Clarify();
//TradeSystem tradeSystem = new TradeSystem(config);
ValidaClarify(clarify, "SUM(H,MULTIPLY(STD(C,10),2))", "H + (STD(C,10) * 2)");
ValidaClarify(clarify, "GREATER(MME(C, 9), MME(C, 6))", "MME(C,9) > MME(C,6)");
ValidaClarify(clarify, "AND(LV(C, L), C)", "LV(C,L) && C");
ValidaClarifyViciado(clarify, "MME(C, 9)", false);
ValidaClarifyViciado(clarify, "MME(9, C)", true);
}
public void TestCondicaoComplexa()
{
facade.LoadAtivo("PETR4", 100, Consts.PERIODO_ACAO.DIARIO, "dados/petr4-diario.js");
Ativo ativo = facade.GetAtivo("PETR4");
Config config = new Config();
TradeSystem ts = new TradeSystem(config);
/*
* Exemplos:
* C>O
*
* !C>O
*
* C>O||C<REF(C,1)
*
* (C>O||C<REF(C,1))&&RSI(C,9)>7
*
*
*/
string strFormulaA = "MME(C,9)";
string strFormulaB = "MMS(C,9)";
string strFormulaC = "MMS(C,3)";
ICondicao cond1 = new CondicaoComplexa(config, strFormulaA + ">" + strFormulaB);
FormulaManager fm = facade.formulaManager;
Candle candle = ativo.firstCandle;
candle.SetValor(strFormulaA, 10);
candle.SetValor(strFormulaB, 20);
candle.SetValor(strFormulaC, 5);
Assert.IsFalse(cond1.VerificaCondicao(candle, ts));
candle.SetValor(strFormulaA, 30);
Assert.IsTrue(cond1.VerificaCondicao(candle, ts));
ICondicao cond2 = new CondicaoComplexa(config, strFormulaA + ">" + strFormulaB + "&&" + strFormulaB + ">" + strFormulaC);
Assert.IsTrue(cond2.VerificaCondicao(candle, ts));
candle.SetValor(strFormulaC, 30);
Assert.IsFalse(cond2.VerificaCondicao(candle, ts));
candle.SetValor(strFormulaC, 5);
Assert.IsTrue(cond2.VerificaCondicao(candle, ts));
candle.SetValor(strFormulaA, 10);
Assert.IsFalse(cond2.VerificaCondicao(candle, ts));
}
/// <summary>
/// Generates a <see cref="MarkovDecisionProcess" /> for the model created by <paramref name="createModel" />.
/// </summary>
public LabeledTransitionMarkovDecisionProcess GenerateLabeledTransitionMarkovDecisionProcess()
{
Requires.That(IntPtr.Size == 8, "Model checking is only supported in 64bit processes.");
ProbabilityMatrixCreationStarted = true;
FormulaManager.Calculate(Configuration);
var stateFormulasToCheckInBaseModel = FormulaManager.StateFormulasToCheckInBaseModel.ToArray();
ExecutedModel <TExecutableModel> model = null;
var modelCreator = _runtimeModelCreator.CreateCoupledModelCreator(stateFormulasToCheckInBaseModel);
Func <AnalysisModel> createAnalysisModelFunc = () =>
model = new LtmdpExecutedModel <TExecutableModel>(modelCreator, Configuration);
var createAnalysisModel = new AnalysisModelCreator(createAnalysisModelFunc);
var ltmdp = GenerateLtmdp(createAnalysisModel);
return(ltmdp);
}
private static void validaFormulaMMS(Ativo ativo, FormulaManager fm, string fonte, int periodos)
{
string codigoFormula = "MMS(" + fonte + "," + periodos + ")";
Formula formulaMMS = fm.GetFormula(codigoFormula);
Assert.IsNotNull(formulaMMS);
Assert.IsTrue(formulaMMS.GetCode() == codigoFormula, formulaMMS.GetCode() + "<>" + codigoFormula);
float soma = 0;
Candle candle = ativo.firstCandle;
for (int i = 0; i < 10; i++)
{
candle = candle.proximoCandle;
}
for (int i = 0; i < periodos; i++)
{
soma += candle.GetValor(fonte);
candle = candle.proximoCandle;
}
soma = soma / periodos;
candle = candle.candleAnterior;
Assert.IsTrue(Math.Abs(candle.GetValor(codigoFormula) - soma) < 0.1f, candle.GetValor(codigoFormula) + "<>" + soma);
}
public float getProduction()
{
return(FormulaManager.productionFormula(baseProduction, level, multiplier));
}
public float getCost()
{
return(FormulaManager.costFormula(baseCost, level, coefficient));
}
public FacadeBacktester()
{
dm = new DataLoader(this);
dh = new DataHolder(this);
formulaManager = new FormulaManager(this);
}
public void FinishStats(FormulaManager fm, Carteira carteira)
{
TradeSystem tradeSystem = carteira.tradeSystem;
if (ERROR_STOP_0)
{
fitness -= PENALTY * 100;
carteira.tradeSystem.AddError("Stop 0");
}
if (ERROR_VLR_STOP_ERRADO)
{
fitness -= PENALTY * 100;
}
if (ERROR_DISTANCIA_SUPERADA > 0)
{
fitness -= PENALTY * ERROR_DISTANCIA_SUPERADA * 100;
}
//O tradesystem tentou entrar em todo candle... o que é ruim...
if (tentouEntrarTodoCandle)
{
fitness -= PENALTY * 10000;
carteira.tradeSystem.AddError("Tentou entrar em todo candle (condicao entrada sempre true)");
}
//tentou usar um de sizing fora do range 0 a 100
if (flagSizingForaRange)
{
fitness -= PENALTY * 1000;
carteira.tradeSystem.AddError("Sizing fora do range");
}
if (qtdTrades == 0)
{
fitness -= PENALTY * 10000f;
carteira.tradeSystem.AddError("Zero trades Gerados");
}
fitness += qtdTradesGanhadores * BONUS * 10f;
if (qtdTradesGanhadores < QTD_MINIMA_TRADES / 4)
{
fitness -= PENALTY * 10000f;
carteira.tradeSystem.AddWarning("Qtd. Trades Ganhadores muito baixa.");
}
bool viciadaCompra = carteira.config.flagCompra && ((tradeSystem.usaStopMovel && clarify.VerificaFormulaViciada(fm, tradeSystem.stopMovelC)) || clarify.VerificaFormulaViciada(fm, tradeSystem.condicaoEntradaC) || clarify.VerificaFormulaViciada(fm, tradeSystem.stopInicialC));
bool viciadaVenda = carteira.config.flagVenda && ((tradeSystem.usaStopMovel && clarify.VerificaFormulaViciada(fm, tradeSystem.stopMovelV)) || clarify.VerificaFormulaViciada(fm, tradeSystem.condicaoEntradaV) || clarify.VerificaFormulaViciada(fm, tradeSystem.stopInicialV));
if (viciadaCompra || viciadaVenda)
{
fitness -= PENALTY * 10000f;
carteira.tradeSystem.AddError("TradeSystem dependendo de números para gerar resultados.");
}
//TODO: Rever essa conta... acho que está prejudicando os que começam a dar lucro...
/* if (global.maxCapital > carteira.capitalInicial)
* {
* float difMaxCapital = (global.maxCapital - carteira.GetCapital()) * 10;
* fitness -= difMaxCapital;
* }*/
//Conta a variedade nas ações ganhadoras: acerta 2 ações é melhor que 1 ação
fitness += CalcBonusVariedade(carteira);
float difCapital = carteira.GetCapital() - carteira.capitalInicial;
fitness += BONUS * difCapital / 1000;
if (difCapital <= 0)
{
fitness -= PENALTY * 100;
}
fitness += VerificaNumerosFormula(carteira);
int difTrades = QTD_MINIMA_TRADES - qtdTrades;
if (difTrades > 0)
{
fitness -= PENALTY * difTrades * 1000;
carteira.tradeSystem.AddWarning("Não atingiu a quantidade mínima de trades.");
}
else if (difCapital > 0)
{
fitness += percAcerto * BONUS * 100;
}
/*//só dou bonus de acerto para os que estiverem acima do objetivo de qtd minima de trades
* if (difTrades == 0)
* {
* FitnessQtdAcoes();
* FitnessPercUsoCapital();
* fitness += BONUS * percAcerto / 10;
* float avgDias = global.getGeral().getAmbasPontas().getTodosTrades().getAvgDias();
* //bonus até 50 dias...
* if (avgDias < AVG_DIAS_GOAL)
* {
* fitness += BONUS;
* }
* }
*/
fitness /= 1000;
}
public void UpdateFormulaDeletedSheetReferenceEmptySheetNameThrowsException()
{
var formulaManager = new FormulaManager();
string actualFormula = formulaManager.UpdateFormulaDeletedSheetReferences("CONCATENATE(Sheet1!B2, Sheet2!C3)", string.Empty);
}
public float getOutputPerSecond()
{
return(FormulaManager.productionFormula(outputPerSecond, level, multiplier));
}
public void UpdateFormulaSheetReferencesNullOldSheetThrowsException()
{
var formulaManager = new FormulaManager();
formulaManager.UpdateFormulaSheetReferences("formula", null, "sheet2");
}
public void TestaFormulasDiretamente()
{
facade = new FacadeBacktester();
FormulaManager fm = facade.formulaManager;
facade.LoadAtivo("PETR4", 100, Consts.PERIODO_ACAO.DIARIO, "dados/petr4-diario.js");
Ativo ativo = facade.GetAtivo("PETR4");
Formula fTeste = new Formula(facade, "TESTE");
Formula fTeste2 = new Formula(facade, "TESTE2");
Formula f = new FormulaPercentil(facade, "PERCENTIL", fTeste);
Candle candle = ativo.firstCandle;
candle.SetValor("TESTE", candle.GetValor(FormulaManager.LOW));
Assert.IsTrue(f.Calc(candle) == 0, f.Calc(candle) + " <> " + 0);
candle.SetValor("TESTE", candle.GetValor(FormulaManager.HIGH));
Assert.IsTrue(f.Calc(candle) == 1, f.Calc(candle) + " <> " + 1);
f = new FormulaMultiply(facade, "MULT", fTeste, 10);
candle.SetValor(fTeste, 10);
Assert.IsTrue(f.Calc(candle) == 100, f.Calc(candle) + " <> " + 100);
candle.SetValor(fTeste, 5);
Assert.IsTrue(f.Calc(candle) == 50, f.Calc(candle) + " <> " + 50);
f = new FormulaSUM(facade, "MULT", fTeste, fTeste2);
candle.SetValor(fTeste2, 10);
Assert.IsTrue(f.Calc(candle) == 15, f.Calc(candle) + " <> " + 15);
//HV e LV
Candle candle2 = candle.proximoCandle;
Candle candle3 = candle2.proximoCandle;
Candle candle4 = candle3.proximoCandle;
Formula fHV = new FormulaHV(facade, "HV", fm.GetFormula(FormulaManager.HIGH), fTeste2);
Formula fLV = new FormulaLV(facade, "LV", fm.GetFormula(FormulaManager.HIGH), fTeste2);
candle4.SetValor(fTeste2, 3);
float max = candle4.GetValor(fm.GetFormula(FormulaManager.HIGH));
float low = candle4.GetValor(fm.GetFormula(FormulaManager.HIGH));
Candle c = candle4;
for (int i = 0; i < 3; i++)
{
float value = c.GetValor(fm.GetFormula(FormulaManager.HIGH));
if (value > max)
{
max = value;
}
if (value < low)
{
low = value;
}
c = c.candleAnterior;
}
Assert.IsTrue(max == fHV.Calc(candle4), max + "<>" + fHV.Calc(candle4));
Assert.IsTrue(low == fLV.Calc(candle4), max + "<>" + fLV.Calc(candle4));
//REF
f = new FormulaREF(facade, "REF", fTeste, fTeste2);
candle4.SetValor(fTeste, 10);
candle3.SetValor(fTeste, 20);
candle2.SetValor(fTeste, 30);
candle4.SetValor(fTeste2, 1);
Assert.IsTrue(20 == f.Calc(candle4));
candle4.SetValor(fTeste2, 2);
Assert.IsTrue(30 == f.Calc(candle4));
}
public void UpdateFormulaSheetReferencesEmptyOldSheetThrowsException()
{
var formulaManager = new FormulaManager();
formulaManager.UpdateFormulaSheetReferences("formula", string.Empty, "sheet2");
}
private void ValidaClarifyViciado(Clarify clarify, string formula, bool esperado)
{
FormulaManager fm = facade.formulaManager;
Assert.IsTrue(clarify.VerificaFormulaViciada(fm, formula) == esperado, "Formula '" + formula + "' retornou diferente de " + esperado);
}
public Output Get(Input input)
{
FormulaManager manager = new FormulaManager();
return(manager.Identify(input));
}
public RodSetOutput CalculateRodset(RodSetInput input)
{
FormulaManager manager = new FormulaManager();
return(manager.Identify(input));
}
