public void TestOptimize() { Starter starter = new OptimizeStarter(); ProfitLossCallback profitLossLogic = new ProfitLossCallback(); starter.ProjectProperties.Starter.StartTime = (TimeStamp) new DateTime(2005,1,1); starter.ProjectProperties.Starter.EndTime = (TimeStamp) new DateTime(2006,2,1); starter.ProjectProperties.Starter.IntervalDefault = Intervals.Hour1; starter.DataFolder = "Test\\DataCache"; starter.ProjectProperties.Starter.SetSymbols("USD_JPY"); starter.ProjectProperties.Starter.SymbolProperties[0].ProfitLoss = profitLossLogic; starter.Run(new OptimizeLoader()); Assert.IsTrue(FileCompare(storageFolder+@"\Statistics\optimizeResults.csv",@"..\..\Platform\TickZoomTesting\Startup\optimizeResults.csv")); }
public void TestOptimize() { Assert.Ignore(); Starter starter = new OptimizeStarter(); var profitLossLogic = new ProfitLossCallback2(); starter.ProjectProperties.Starter.StartTime = (TimeStamp) new DateTime(2005,1,1); starter.ProjectProperties.Starter.EndTime = (TimeStamp) new DateTime(2006,2,1); starter.ProjectProperties.Starter.IntervalDefault = Intervals.Hour1; starter.DataFolder = "Test"; starter.ProjectProperties.Starter.SetSymbols("USD_JPY"); starter.ProjectProperties.Starter.SymbolProperties[0].ProfitLoss = profitLossLogic; FillSimulatorPhysical.MaxPartialFillsPerOrder = 10; starter.Run(new OptimizeLoader()); Assert.IsTrue(FileCompare(storageFolder+@"\Statistics\optimizeResults.csv",@"..\..\Platform\TickZoomTesting\Startup\optimizeResults.csv")); }
public void TestOptimizeBadVariable() { Thread.Sleep(2000); // Delay for file lock to get released. Starter starter = new OptimizeStarter(); starter.ProjectProperties.Starter.StartTime = (TimeStamp) new DateTime(2005,1,1); starter.ProjectProperties.Starter.EndTime = (TimeStamp) new DateTime(2006,2,1); starter.ProjectProperties.Starter.IntervalDefault = Intervals.Hour1; starter.DataFolder = "Test\\DataCache"; starter.ProjectProperties.Starter.SetSymbols("USD_JPY"); try { starter.Run(new OptimizeLoaderBad()); Assert.Fail("Supposed to throw an exception about a bad optimize variable."); } catch( ApplicationException ex) { Assert.AreEqual("Error, setting optimize variables.",ex.Message); } Assert.IsFalse(File.Exists(storageFolder+@"\Statistics\optimizeResults.csv")); }