void makeSystem(string parameter, double value, bool inputsValid)
{
var these = new Parameters {
{ "systemId", systemId },
{ "RunMode", (double)RunMode.RIGHTEDGE },
{ "TradeSize", 1 },
{ parameter, value }
};
var qre = new QREBridge <IndependentSymbolSystems <BuySellAndHold> >(arguments(these));
var ss = qre.system.systems_[symbol()];
AreEqual(inputsValid, ss.inputsValid());
}
public override void setUp()
{
base.setUp();
liveSystem = fakeLiveSystem(parameters(), runInNativeCurrency());
systemId = liveSystem.id();
initializeSymbols();
bridge_ = new QREBridge <S>(arguments());
loader = new FakeBarLoader(bridge_.arguments().symbols);
loader.setSpudManager(bridge_.manager);
barsLoadedThisBar = false;
noOrders();
}
public void testDifferentDatesBehaviorIsConsistent()
{
insertSymbol(A.name);
insertSymbol(B.name);
var systemId = OneSystemTest <TestSystemWithEWMA> .fakeLiveSystem(new Parameters { { "LeadBars", 2.0 } }, false).id();
var parameters = new Parameters {
{ "systemId", (double)systemId }, { "RunMode", (double)RunMode.LIVE }
};
combined = new SystemArguments(O.list(A, B), parameters).bridge <IndependentSymbolSystems <TestSystemWithEWMA> >();
a = new SystemArguments(O.list(A), parameters).bridge <IndependentSymbolSystems <TestSystemWithEWMA> >();
b = new SystemArguments(O.list(B), parameters).bridge <IndependentSymbolSystems <TestSystemWithEWMA> >();
bar(1.0, null);
bar(2.0, 1.0);
bar(null, 2.0);
bar(3.0, 3.0);
AreEqual(ewma(a, A)[0], ewma(b, B)[0]);
}
void makeSystem(string parameter, double value, bool inputsValid)
{
var these = new Parameters {
{ "systemId", systemId },
{ "RunMode", (double)RunMode.RIGHTEDGE },
{ "exitLongLevel", EXIT_LONG },
{ "exitShortLevel", EXIT_SHORT },
{ "lengthZScore", leadBars() },
{ "longSize", 10 },
{ "lossStopLevel", 1000000 },
{ "shortSize", 100 },
{ "triggerLong", TRIGGER_LONG },
{ "triggerShort", TRIGGER_SHORT },
{ parameter, value }
};
var qre = new QREBridge <IndependentSymbolSystems <DTDRichCheap> >(arguments(these));
var ss = qre.system.systems_[symbol()];
AreEqual(inputsValid, ss.dtd != null);
}
void makeSystem(string parameter, double value, bool inputsValid)
{
var these = new Parameters {
{ "systemId", systemId },
{ "RunMode", (double)RunMode.RIGHTEDGE },
{ "exitLongLevel", EXIT_LONG },
{ "exitShortLevel", EXIT_SHORT },
{ "lengthZScore", leadBars() },
{ "tradeSize", 200 },
{ "stopLoss", 500 },
{ "triggerLong", TRIGGER_LONG },
{ "triggerShort", TRIGGER_SHORT },
{ "timeStopBars", TIME_STOP_BARS },
{ "trailingStopFlag", 0 },
{ "minPrice", MIN_PRICE },
{ "ATRLen", 5 },
{ parameter, value }
};
var qre = new QREBridge <IndependentSymbolSystems <ReverseDTD> >(arguments(these));
var ss = qre.system.systems_[symbol()];
AreEqual(inputsValid, ss.dtd != null);
}
void makeSystem(string parameter, double value, bool inputsValid)
{
var these = new Parameters {
{ "systemId", systemId },
{ "RunMode", (double)RunMode.RIGHTEDGE },
{ "exitLongLevel", EXIT_LONG },
{ "exitShortLevel", EXIT_SHORT },
{ "lengthZScore", leadBars() },
{ "longSize", 10 },
{ "lossStopLevel", 1000000 },
{ "shortSize", 100 },
{ "triggerLong", TRIGGER_LONG },
{ "triggerShort", TRIGGER_SHORT },
{ "timeStopBars", TIME_STOP_BARS },
{ "trailingStopFlag", 0 },
{ "maxSpread", MAX_SPREAD },
{ "profitObjectiveMultiple", PROFIT_OBJECTIVE_MULTIPLE },
{ parameter, value }
};
var qre = new QREBridge <IndependentSymbolSystems <DTDRichCheapV2> >(arguments(these));
var ss = qre.system.systems_[symbol()];
AreEqual(inputsValid, ss.dtd != null);
}
static EWMA ewma(QREBridge <IndependentSymbolSystems <TestSystemWithEWMA> > bridge, Symbol symbol)
{
return(bridge.system.systems_[symbol].ewma);
}
