public ProbabilityKellyStaking(
     ProbabilityStrategy strategy,
     IMarketDataCache marketDataCache)
 {
     _strategy        = strategy;
     _marketDataCache = marketDataCache;
 }
예제 #2
0
 public TrainingSimulator(
     IMarketDataCache dataCache,
     ISimulationCache simulationCache)
 {
     _dataCache       = dataCache;
     _simulationCache = simulationCache;
 }
예제 #3
0
 public BacktestingSimulator(
     IMarketDataCache dataCache,
     ISimulationCache simulationCache)
 {
     _dataCache       = dataCache;
     _simulationCache = simulationCache;
 }
예제 #4
0
 public RatingService(
     IMarketDataCache marketDataCache,
     SimulatorFactory simulatorFactory,
     IInvestorProvider investorProvider)
 {
     _marketDataCache  = marketDataCache;
     _simulatorFactory = simulatorFactory;
     _investorProvider = investorProvider;
 }
예제 #5
0
 public StrategyKellyStaking(
     IStrategy strategy,
     IMarketDataCache marketDataCache,
     ISimulationCache simulationCache)
 {
     _strategy        = strategy;
     _marketDataCache = marketDataCache;
     _simulationCache = simulationCache;
 }
예제 #6
0
 public SimulatorFactory(
     IMarketDataCache marketDataCache,
     ISimulationCache simulationCache)
 {
     _typeLookup = new Dictionary <Type, Func <ISimulator> >
     {
         { typeof(TrainingSimulator), () => new TrainingSimulator(marketDataCache, simulationCache) },
         { typeof(BacktestingSimulator), () => new BacktestingSimulator(marketDataCache, simulationCache) }
     };
 }
예제 #7
0
 public LinearRegressionStrategy(
     IMarketDataCache marketDataCache,
     ISearcher searcher,
     IStakingService stakingService,
     LinearRegressionParameters parameters)
 {
     _searcher        = searcher;
     _marketDataCache = marketDataCache;
     _stakingService  = stakingService;
     _parameters      = parameters;
 }
예제 #8
0
 public GradientStrategy(
     IMarketDataCache marketDataCache,
     IStakingService stakingService,
     ISearcher searcher,
     GradientParameters parameters)
 {
     _marketDataCache = marketDataCache;
     _stakingService  = stakingService;
     _searcher        = searcher;
     _parameters      = parameters;
 }
 public ProbabilityStrategy(
     IMarketDataCache marketDataCache,
     ISearcher searcher,
     IStakingService stakingService,
     ProbabilityParameters parameters)
 {
     _marketDataCache = marketDataCache;
     _searcher        = searcher;
     _stakingService  = stakingService;
     _parameters      = parameters;
 }
예제 #10
0
 public LinearSearch(
     IMarketDataCache dataCache,
     ISimulationCache simulationCache,
     IInvestorProvider investorProvider,
     StrategyFactory strategyFactory)
 {
     _dataCache        = dataCache;
     _simulationCache  = simulationCache;
     _investorProvider = investorProvider;
     _strategyFactory  = strategyFactory;
 }
예제 #11
0
 public MovingAverageStrategy(
     IMarketDataCache marketDataCache,
     IStakingService stakingService,
     ISearcher searcher,
     MovingAverageParameters parameters)
 {
     _searcher        = searcher;
     _marketDataCache = marketDataCache;
     _stakingService  = stakingService;
     _parameters      = parameters;
 }
예제 #12
0
 public EntropyStrategy(
     IMarketDataCache marketDataCache,
     ISearcher searcher,
     IStakingService stakingService,
     EntropyParameters parameters)
 {
     _searcher        = searcher;
     _stakingService  = stakingService;
     _marketDataCache = marketDataCache;
     _parameters      = parameters;
 }
 public RelativeStrengthStrategy(
     IMarketDataCache marketDataCache,
     IStakingService stakingService,
     ISearcher searcher,
     RelativeStrengthParameters parameters)
 {
     _searcher        = searcher;
     _marketDataCache = marketDataCache;
     _stakingService  = stakingService;
     _parameters      = parameters;
 }
예제 #14
0
 public OptimiserFactory(
     IMarketDataCache marketDataCache,
     ISimulationCache simulationCache,
     IInvestorProvider investorProvider,
     StrategyFactory strategyFactory)
 {
     _typeLookup = new Dictionary <Type, Func <ISearcher> >
     {
         { typeof(LinearSearch), () => new LinearSearch(marketDataCache, simulationCache, investorProvider, strategyFactory) },
     };
 }
예제 #15
0
 public StrategyFactory(
     IMarketDataCache marketDataCache,
     ISimulationCache simulationCache,
     IInvestorProvider investorProvider,
     RatingService ratingService)
 {
     _marketDataCache  = marketDataCache;
     _simulationCache  = simulationCache;
     _ratingService    = ratingService;
     _optimiserFactory = new OptimiserFactory(_marketDataCache, _simulationCache, investorProvider, this);
 }
예제 #16
0
 public ClusteringStrategy(
     ISearcher searcher,
     IMarketDataCache marketDataCache,
     RatingService ratingService,
     IStakingService stakingService,
     ClusteringParameters parameters)
 {
     _searcher        = searcher;
     _marketDataCache = marketDataCache;
     _ratingService   = ratingService;
     _stakingService  = stakingService;
     _parameters      = parameters;
 }
예제 #17
0
 public AnalysisService(
     IMarketDataCache marketDataCache,
     IResultsProvider resultsProvider,
     StrategyProvider strategyProvider,
     IInvestorProvider investorProvider,
     SimulatorFactory simulatorFactory,
     MarketDataProvider marketDataProvider,
     ICommunicationService communicationService)
 {
     _simulatorFactory     = simulatorFactory;
     _marketDataCache      = marketDataCache;
     _resultsProvider      = resultsProvider;
     _strategyProvider     = strategyProvider;
     _investorProvider     = investorProvider;
     _marketDataProvider   = marketDataProvider;
     _communicationService = communicationService;
 }
예제 #18
0
 public BasicKellyStaking(IMarketDataCache marketDataCache)
 {
     _marketDataCache = marketDataCache;
 }
예제 #19
0
 protected static StrategyFactory CreateStrategyFactory(
     IMarketDataCache marketDataCache,
     ISimulationCache simulationCache,
     IInvestorProvider investorProvider,
     RatingService ratingService)
 => new (marketDataCache, simulationCache, investorProvider, ratingService);
 public DollarValueAveraging(IMarketDataCache cache)
 {
     _cache = cache;
 }