public static List <FormulaItem> BuildArgs(string text, StrategyModel model)
{
var words = Tokens.Parse(text).ToList();
var argBuilder = new FormulaItemBuilder(model);
var args = new List <FormulaItem>();
foreach (var token in words)
{
switch (token.TokenType)
{
case Token.Type.Operator:
args.Add(argBuilder.Build());
args.Add(FormulaItem.BuildeOperand(token.Data));
argBuilder = new FormulaItemBuilder(model);
break;
case Token.Type.Number:
case Token.Type.Word:
if (!argBuilder.TryAddWord(token))
{
throw new InvalidSemanticItemException(null, text, message: $"Unknown or unsupported value {token.Data}");
}
break;
}
}
args.Add(argBuilder.Build());
return(args);
}
public void EditStrategy(StrategyModel request)
{
ValidateRequest(request);
var strategy = _dbContext.Strategies.Single(x => x.Id == request.Id);
_mapper.Map(request, strategy);
}
public JsonResult UpdateStrategy(int id, string name)
{
if (string.IsNullOrEmpty(name))
{
return(Json(new ResultModel(false, "策略名称不能为空")));
}
var mode = new StrategyModel {
Id = id, Name = name.Trim()
};
var result = iStrategyProvider.HasExistsStrategy(mode);
if (result.Result)
{
if (result.Data)
{
return(Json(new ResultModel(false, "策略名称已经存在")));
}
}
else
{
return(Json(new ResultModel(false, "服务器异常")));
}
var res = iStrategyProvider.UpdateStrategyName(mode);
return(Json(res.Result ? new ResultModel(true, "成功") : new ResultModel(false, "服务器异常")));
}
public async Task <StrategyModel> SaveStrategyAsync(StrategyModel model)
{
using (var scope = _container.BeginLifetimeScope())
{
Strategy record;
var repository = scope.Resolve <IStrategyRepository>();
if (model.StrategyId == 0)
{
record = repository.Add(new Strategy());
}
else
{
record = await repository.GetAsync(model.StrategyId);
}
if (record != null)
{
record.Name = model.Title;
record.Url = model.Url;
record.Deleted = model.Deleted;
record.Description = model.Summary;
record.Active = model.Active;
record.JsonArticleBlocks = JsonConvert.SerializeObject(model.Blocks);
await repository.CommitAsync();
model.StrategyId = record.StrategyId;
}
return(model);
}
}
public void ValidateRequest(StrategyModel request)
{
if (string.IsNullOrEmpty(request.Type))
{
throw new Exception("type is empty.");
}
var percentStrategy = request.Type.EqualsIgnoreCase(AppConstants.StrategyTypePercent);
var rangeStrategy = request.Type.EqualsIgnoreCase(AppConstants.StrategyTypeRange);
if (percentStrategy && request.Percent <= 0)
{
throw new Exception(
$"Strategy is of type {AppConstants.StrategyTypePercent} and the {nameof(request.Percent)} is {request.Percent}");
}
if (rangeStrategy && request.Minimum < 0)
{
throw new Exception(
$"Strategy is of type {AppConstants.StrategyTypeRange} and the {nameof(request.Minimum)} is {request.Minimum}");
}
if (rangeStrategy && request.Maximum < 0)
{
throw new Exception(
$"Strategy is of type {AppConstants.StrategyTypeRange} and the {nameof(request.Maximum)} is {request.Maximum}");
}
var strategiesExists =
_dbContext.Strategies.Where(x => x.Id != request.Id && x.Stock.ToUpper() == request.Stock.ToUpper());
if (strategiesExists.Any())
{
throw new Exception("Strategy already exists for stock");
}
}
public StrategyViewModel(StrategiesViewModel parent, StrategyModel model, MarketService markets, AccountService accounts, SettingService settings)
{
_parent = parent;
Model = model ?? throw new ArgumentNullException(nameof(model));
_markets = markets;
_accounts = accounts;
_settings = settings;
StartCommand = new RelayCommand(() => DoRunStrategy(), () => true);
StopCommand = new RelayCommand(() => { }, () => false);
CloneCommand = new RelayCommand(() => DoCloneStrategy(), () => true);
CloneAlgorithmCommand = new RelayCommand(() => DoCloneAlgorithm(), () => !string.IsNullOrEmpty(Model.AlgorithmName));
ExportCommand = new RelayCommand(() => DoExportStrategy(), () => true);
DeleteCommand = new RelayCommand(() => _parent?.DoDeleteStrategy(this), () => true);
DeleteAllTracksCommand = new RelayCommand(() => DoDeleteTracks(null), () => true);
DeleteSelectedTracksCommand = new RelayCommand <IList>(m => DoDeleteTracks(m), m => true);
UseParametersCommand = new RelayCommand <IList>(m => DoUseParameters(m), m => true);
AddSymbolCommand = new RelayCommand(() => DoAddSymbol(), () => true);
DeleteSymbolsCommand = new RelayCommand <IList>(m => DoDeleteSymbols(m), m => SelectedSymbol != null);
ImportSymbolsCommand = new RelayCommand(() => DoImportSymbols(), () => true);
ExportSymbolsCommand = new RelayCommand <IList>(m => DoExportSymbols(m), trm => SelectedSymbol != null);
TrackDoubleClickCommand = new RelayCommand <TrackViewModel>(m => DoSelectItem(m));
MoveUpSymbolsCommand = new RelayCommand <IList>(m => OnMoveUpSymbols(m), m => SelectedSymbol != null);
MoveDownSymbolsCommand = new RelayCommand <IList>(m => OnMoveDownSymbols(m), m => SelectedSymbol != null);
SortSymbolsCommand = new RelayCommand(() => Symbols.Sort(), () => true);
Model.NameChanged += StrategyNameChanged;
Model.MarketChanged += MarketChanged;
Model.AlgorithmNameChanged += AlgorithmNameChanged;
DataFromModel();
Model.EndDate = DateTime.Now;
}
public JsonResult AddStrategy(string name, string strategyid)
{
if (string.IsNullOrEmpty(name))
{
return(Json(new ResultModel(false, "策略名称不能为空")));
}
var mode = new StrategyModel {
Name = name.Trim(), StrategyId = Convert.ToInt32(strategyid)
};
var result = iStrategyProvider.HasExistsStrategy(mode);
if (result.Result)
{
if (result.Data)
{
return(Json(new ResultModel(false, "策略名称已经存在")));
}
}
else
{
return(Json(new ResultModel(false, "服务器异常")));
}
var res = iStrategyProvider.AddStrategy(mode);
return(Json(res.Result ? new ResultModel(true, "成功") : new ResultModel(false, "服务器异常")));
}
public void TestStreamValueMinusParamValuePips()
{
var model = new StrategyModel()
{
Parameters = new List <StrategyParameter>()
{
new StrategyParameter()
{
Id = "param_1",
ParameterType = StrategyParameter.INTEGER,
DefaultValue = "5"
}
}
};
var parser = new StopLimitParser(model);
var order = parser.Parse("low - param_1");
Assert.IsNotNull(order);
Assert.AreEqual(3, order.ValueStack.Count());
Assert.AreEqual(null, order.ValueStack[0].Value);
Assert.AreEqual("low", order.ValueStack[0].Substream);
Assert.AreEqual(FormulaItem.STREAM, order.ValueStack[0].ValueType);
Assert.AreEqual("-", order.ValueStack[1].Value);
Assert.AreEqual(FormulaItem.OPERAND, order.ValueStack[1].ValueType);
Assert.AreEqual("param_1", order.ValueStack[2].Value);
Assert.AreEqual(FormulaItem.PARAM, order.ValueStack[2].ValueType);
Assert.AreEqual("low - param_1", order.UserInput);
}
public void ModelParser_IndicatorLessThanNumber()
{
var model = new StrategyModel()
{
Sources = new System.Collections.Generic.List <Source>()
{
new Source()
{
Id = "rsi",
Name = "RSI",
SourceType = Source.INDICATOR
}
}
};
var parser = new ConditionParser(model);
var condition = parser.Parse("rsi < 20");
Assert.IsNotNull(condition);
Assert.AreEqual(Condition.LT, condition.ConditionType);
Assert.AreEqual("rsi", condition.Arg1.Value);
Assert.AreEqual(FormulaItem.STREAM, condition.Arg1.ValueType);
Assert.AreEqual(FormulaItem.VALUE, condition.Arg2.ValueType);
Assert.AreEqual("20.0", condition.Arg2.Value);
Assert.AreEqual("rsi < 20", condition.UserInput);
}
public StrategyViewModel(ITreeViewModel parent, StrategyModel model, MarketsModel markets, SettingModel settings)
{
_parent = parent;
Model = model ?? throw new ArgumentNullException(nameof(model));
_markets = markets;
_settings = settings;
StartCommand = new RelayCommand(() => DoStartCommand(), () => !IsBusy && !Active);
StopCommand = new RelayCommand(() => DoStopCommand(), () => !IsBusy && Active);
CloneCommand = new RelayCommand(() => DoCloneStrategy(), () => !IsBusy);
CloneAlgorithmCommand = new RelayCommand(() => DoCloneAlgorithm(), () => !IsBusy && !string.IsNullOrEmpty(Model.AlgorithmLocation));
ExportCommand = new RelayCommand(() => DoExportStrategy(), () => !IsBusy);
DeleteCommand = new RelayCommand(() => DoDeleteStrategy(), () => !IsBusy);
DeleteAllTracksCommand = new RelayCommand(() => DoDeleteTracks(null), () => !IsBusy);
DeleteSelectedTracksCommand = new RelayCommand <IList>(m => DoDeleteTracks(m), m => !IsBusy);
UseParametersCommand = new RelayCommand <IList>(m => DoUseParameters(m), m => !IsBusy);
AddSymbolCommand = new RelayCommand(() => DoAddSymbol(), () => !IsBusy);
DeleteSymbolsCommand = new RelayCommand <IList>(m => DoDeleteSymbols(m), m => !IsBusy && SelectedSymbol != null);
ImportSymbolsCommand = new RelayCommand(() => DoImportSymbols(), () => !IsBusy);
ExportSymbolsCommand = new RelayCommand <IList>(m => DoExportSymbols(m), trm => !IsBusy && SelectedSymbol != null);
TrackDoubleClickCommand = new RelayCommand <TrackViewModel>(m => DoSelectItem(m), m => !IsBusy);
MoveUpSymbolsCommand = new RelayCommand <IList>(m => OnMoveUpSymbols(m), m => !IsBusy && SelectedSymbol != null);
MoveDownSymbolsCommand = new RelayCommand <IList>(m => OnMoveDownSymbols(m), m => !IsBusy && SelectedSymbol != null);
SortSymbolsCommand = new RelayCommand(() => Symbols.Sort(), () => !IsBusy);
MoveStrategyCommand = new RelayCommand <ITreeViewModel>(m => OnMoveStrategy(m), m => !IsBusy);
DropDownOpenedCommand = new RelayCommand(() => DoDropDownOpenedCommand(), () => !IsBusy);
Model.NameChanged += StrategyNameChanged;
Model.AlgorithmNameChanged += AlgorithmNameChanged;
DataFromModel();
Model.EndDate = DateTime.Now;
Debug.Assert(IsUiThread(), "Not UI thread!");
}
public void ModelParser_IndicatorSubstream()
{
var model = new StrategyModel()
{
Sources = new System.Collections.Generic.List <Source>()
{
new Source()
{
Id = "stoch",
Name = "STOCHASTIC",
SourceType = Source.INDICATOR
}
}
};
var parser = new ConditionParser(model);
var condition = parser.Parse("stoch.K <= 30");
Assert.IsNotNull(condition);
Assert.AreEqual(Condition.LTE, condition.ConditionType);
Assert.AreEqual("stoch", condition.Arg1.Value);
Assert.AreEqual("K", condition.Arg1.Substream);
Assert.AreEqual(FormulaItem.STREAM, condition.Arg1.ValueType);
Assert.AreEqual(FormulaItem.VALUE, condition.Arg2.ValueType);
Assert.AreEqual("30.0", condition.Arg2.Value);
Assert.AreEqual("stoch.K <= 30", condition.UserInput);
}
public void ModelParser_CloseCrossMVAWithShift()
{
var model = new StrategyModel()
{
Sources = new System.Collections.Generic.List <Source>()
{
new Source()
{
Id = "mva",
Name = "MVA",
SourceType = Source.INDICATOR
}
}
};
var parser = new ConditionParser(model);
var condition = parser.Parse("close cross mva 2 period back");
Assert.IsNotNull(condition);
Assert.AreEqual(Condition.CROSSES, condition.ConditionType);
Assert.AreEqual(null, condition.Arg1.Value);
Assert.AreEqual(FormulaItem.STREAM, condition.Arg1.ValueType);
Assert.AreEqual(2, condition.Arg1.PeriodShift);
Assert.AreEqual("close", condition.Arg1.Substream);
Assert.AreEqual(FormulaItem.STREAM, condition.Arg2.ValueType);
Assert.AreEqual(2, condition.Arg2.PeriodShift);
Assert.AreEqual("mva", condition.Arg2.Value);
Assert.IsNotNull(condition.Conditions);
Assert.AreEqual("close cross mva 2 period back", condition.UserInput);
}
public static StrategyModel ToModel(this StrategyEntity SE)
{
if (SE != null)
{
BossesPerZoneRepository repoBZ = new BossesPerZoneRepository();
CharactersConfigurationRepository repoCC = new CharactersConfigurationRepository();
UserRepository repoU = new UserRepository();
StrategyModel SM = new StrategyModel();
SM.User = repoU.GetOne(SE.UserId).MapTo <UserModel>();
SM.CharactersConfiguration = repoCC.GetOne(SE.CharactersConfigurationId).ToModel();
SM.BossZone = repoBZ.GetOne(SE.BossZoneId).ToModel();
SM.ImagePath1 = SE.ImagePath1;
SM.ImagePath2 = SE.ImagePath2;
SM.ImagePath3 = SE.ImagePath3;
SM.ImagePath4 = SE.ImagePath4;
SM.Description = SE.Description;
SM.Note = SE.Note;
SM.Id = SE.Id;
SM.Active = SE.Active;
return(SM);
}
else
{
return(null);
}
}
/// <summary>
/// 初始化的时候，需要设置具体策略（参数就是策略类型）
/// </summary>
/// <param name="type"></param>
public StrategyContext(string strategyName) : this()
{
//if (type == "正常收费")
// settlement= new NormalSettlement();
//else if (type == "每满300减100")
// settlement = new RebateSettlement(300, 100);
//else if (type == "打8折")
// settlement = new DiscountSettlement(0.8);
//找到当前的策略模型
StrategyModel mode = (from m in modelList
where m.StrategyName.Equals(strategyName)
select m).First();
//找到策略参数
object[] param = null;
if (mode.Param != null && mode.Param.Length != 0)
{
param = mode.Param.Split(',');
}
//基于反射创建策略对象
settlement = (SettlementAbstract)Assembly.Load("StrategyDesignPattern4").
CreateInstance("StrategyDesignPattern4." + mode.ClassName,
false, BindingFlags.Default, null, param, null, null);
}
public void AddStrategy(ApplicationUser user, StrategyModel request)
{
ValidateRequest(request);
var strategy = MapRequest(request);
strategy.UserId = user.Id;
_dbContext.Strategies.Add(strategy);
}
public WorkItem(string code)
{
_code = code;
_source = new DataService(code);
_target = new LogService(code);
_method = StrategyFactory.Create("Inertance", _source);
_source.Start(this.handler);
}
/// <summary>
/// 视频综合概览
/// </summary>
private void AlarmTypeCountData()
{
DataTable table = new DataTable();
table.TableName = "视综_视频综合概览";
table.Columns.Add("Id", typeof(Int32));
table.Columns.Add("Face", typeof(Int32));
table.Columns.Add("Car", typeof(Int32));
table.Columns.Add("Strategy", typeof(Int32));
table.Columns.Add("Time", typeof(DateTime));
DateTime dtStart = TimeZone.CurrentTimeZone.ToLocalTime(new DateTime(1970, 1, 1));
//DateTime startTime = new DateTime(2019, 9, 25);
//DateTime endTime = new DateTime(2019, 9, 26);
DateTime startTime = DateTime.Now.AddDays(-1);
DateTime endTime = DateTime.Now;
TimeSpan toStart = startTime.Subtract(dtStart);
TimeSpan toEnd = endTime.Subtract(dtStart);
string time = "{\"startTime\":" + toStart.Ticks.ToString().Substring(0, toStart.Ticks.ToString().Length - 4) + ",\"endTime\":" + toEnd.Ticks.ToString().Substring(0, toEnd.Ticks.ToString().Length - 4) + "}\"";
AlarmTypeCountModel alarmTypeCountModel = HttpHelper.HttpWangLiPost <AlarmTypeCountModel>("http://14.29.73.5/gateway/statistics_service/alarm/statistics/alarmTypeCount", LoginWangLi(), time);
int face = 0;
int car = 0;
int strategy = 0;
for (int i = 0; i < alarmTypeCountModel.data.Count; i++)
{
if (alarmTypeCountModel.data[i].name == "人脸告警")
{
face = alarmTypeCountModel.data[i].value;
}
else if (alarmTypeCountModel.data[i].name == "车辆告警")
{
car = alarmTypeCountModel.data[i].value;
}
}
StrategyModel strategyModel = HttpHelper.HttpWangLiGet <StrategyModel>("http://14.29.73.5/gateway/logservice/nplog/logs/projects/logs/logstores/appLog/querySettingList?currentPage=1&pageSize=10&beginTime=" + toStart.Ticks.ToString().Substring(0, toStart.Ticks.ToString().Length - 4) + "&endTime=" + toEnd.Ticks.ToString().Substring(0, toEnd.Ticks.ToString().Length - 4) + "", LoginWangLi());
strategy = strategyModel.data.count;
DataRow row = table.NewRow();
row["Id"] = 1;
row["Face"] = face;
row["Car"] = car;
row["Strategy"] = strategy;
row["Time"] = DateTime.Now;
table.Rows.Add(row);
DataHelper.SaveCsv(table);
}
void init(string code, Painter painter, DateTime day)
{
_code = code;
_painter = painter;
_source = new DataService(_code);
_target = new LogService(_code);
_method = StrategyFactory.Create("Inertance", _source);
_painter.Init(_source.GetPreClose(day), _source.GetRecentAvgVol(day));
}
public ConditionBuilder(StrategyModel model)
{
_model = model;
_firstArgumentBuilder = new FormulaItemBuilder(model);
_secondArgumentBuilder = new FormulaItemBuilder(model);
_operationBuilder = new CompareOperationBuilder();
_builders = new BuilderSequence()
.Add(_firstArgumentBuilder)
.Add(_operationBuilder)
.Add(_secondArgumentBuilder);
}
public static Strategy ToEntity(this StrategyModel model)
{
Strategy entity = new Strategy();
entity.Name = model.Name;
entity.OptimalTimeframe = model.OptimalPeriodCode;
entity.NumberOfCandles = model.NumberOfCandles;
entity.Id = model.Id;
entity.IsEnabled = model.IsEnabled;
return(entity);
}
public static StrategyModel ToModel(this Strategy entity)
{
StrategyModel model = new StrategyModel();
model.Id = entity.Id;
model.Name = entity.Name;
model.OptimalPeriodCode = PeriodCode.Create(entity.OptimalTimeframe).Code;
model.OptimalPeriodName = PeriodCode.Create(entity.OptimalTimeframe).Description;
model.NumberOfCandles = entity.NumberOfCandles;
model.IsEnabled = entity.IsEnabled;
return(model);
}
public void TestStreamValue()
{
var model = new StrategyModel();
var parser = new StopLimitParser(model);
var order = parser.Parse("low");
Assert.IsNotNull(order);
Assert.AreEqual(1, order.ValueStack.Count());
Assert.AreEqual(null, order.ValueStack.First().Value);
Assert.AreEqual("low", order.ValueStack.First().Substream);
Assert.AreEqual(FormulaItem.STREAM, order.ValueStack.First().ValueType);
Assert.AreEqual("low", order.UserInput);
}
/// <summary>
/// 判断策略是否已经创建过
/// </summary>
/// <param name="model"></param>
/// <returns></returns>
public bool HasExistsStrategy(StrategyModel model)
{
string sql = @" select 1 from [Strategy] with(nolock) where Name=@Name";
IDbParameters dbParameters = DbHelper.CreateDbParameters();
dbParameters.AddWithValue("Name", model.Name);
object i = DbHelper.ExecuteScalar(SuperMan_Read, sql, dbParameters);
if (i != null)
{
return(int.Parse(i.ToString()) > 0);
}
return(false);
}
public async Task <IActionResult> EditStrategy([FromBody] StrategyModel request)
{
try
{
var service = new StrategyService(_dbContext, _mapper);
service.EditStrategy(request);
await _dbContext.SaveChangesAsync();
return(Ok());
}
catch (Exception e)
{
return(BadRequest(e.Message));
}
}
/// <summary>
/// 修改策略名称信息
/// </summary>
/// <param name="model"></param>
/// <returns></returns>
public bool UpdateStrategyName(StrategyModel model)
{
string sql = " update [Strategy] set Name=@Name where id=@id";
IDbParameters dbParameters = DbHelper.CreateDbParameters();
dbParameters.AddWithValue("@id", model.Id);
dbParameters.AddWithValue("@Name", model.Name);
int i = DbHelper.ExecuteNonQuery(SuperMan_Write, sql, dbParameters);
if (i > 0)
{
return(true);
}
return(false);
}
public FormulaItemBuilder(StrategyModel model)
{
_parsers.Add(new DefaultStreamItemParser());
_parsers.Add(new NumberItemParser());
if (model.Parameters != null)
{
var parameters = model.Parameters;
if (parameters.Count() > 0)
{
_parsers.Add(new ParameterItemParser(parameters));
}
}
this.model = model;
}
public void ModelParser_BoolParmeterInCondition()
{
var model = new StrategyModel()
{
Sources = new System.Collections.Generic.List <Source>()
{
new Source()
{
Id = "stoch",
Name = "STOCHASTIC",
SourceType = Source.INDICATOR
}
},
Parameters = new System.Collections.Generic.List <StrategyParameter>()
{
new StrategyParameter()
{
Id = "allow_buy",
ParameterType = StrategyParameter.BOOLEAN,
DefaultValue = "true"
}
}
};
var parser = new ConditionParser(model);
var condition = parser.Parse("stoch.K > 30 and allow_buy");
Assert.IsNotNull(condition);
Assert.AreEqual(Condition.AND, condition.ConditionType);
Assert.AreEqual(2, condition.Conditions.Count);
Assert.AreEqual(Condition.GT, condition.Conditions[0].ConditionType);
Assert.AreEqual("stoch", condition.Conditions[0].Arg1.Value);
Assert.AreEqual("K", condition.Conditions[0].Arg1.Substream);
Assert.AreEqual(FormulaItem.STREAM, condition.Conditions[0].Arg1.ValueType);
Assert.AreEqual(FormulaItem.VALUE, condition.Conditions[0].Arg2.ValueType);
Assert.AreEqual("30.0", condition.Conditions[0].Arg2.Value);
Assert.AreEqual(Condition.EQ, condition.Conditions[1].ConditionType);
Assert.AreEqual("allow_buy", condition.Conditions[1].Arg1.Value);
Assert.AreEqual(FormulaItem.PARAM, condition.Conditions[1].Arg1.ValueType);
Assert.AreEqual(FormulaItem.VALUE, condition.Conditions[1].Arg2.ValueType);
Assert.AreEqual("true", condition.Conditions[1].Arg2.Value);
Assert.AreEqual("stoch.K > 30 and allow_buy", condition.UserInput);
}
private void Sumbit_Click(object sender, System.Windows.RoutedEventArgs e)
{
BGroup group = (BGroup)GroupCombox.SelectedItem;
IApi api = (IApi)LibCombox.SelectedItem;
StrategyModel strategyModel = (StrategyModel)StrategyCombobox.SelectedItem;
if (group == null || api == null || strategyModel == null)
{
return;
}
var active = ServerKeeper.Instance.DBLocalKeeper.DBObject <B_Active>().Add(new Active
{
Gid = group.Gid,
Name = addVM.ActiveName,
Describe = addVM.ActiveDescribe
});
List <string> paramsFormat = new List <string>();
foreach (var item in addVM.Params)
{
if (item.Checked)
{
paramsFormat.Add(item.BParam.Pid);
}
}
string @params = string.Empty;
for (int pCount = 0; pCount < paramsFormat.Count; pCount++)
{
@params += paramsFormat[pCount];
if (pCount < paramsFormat.Count - 1)
{
@params += ",";
}
}
ServerKeeper.Instance.DBLocalKeeper.DBObject <D_MsSQL>().Add(new MsSQL
{
Aid = active.Aid,
ApiId = api.Apiid,
Paramskey = @params,
Strategy = strategyModel.Name,
Sql = addVM.Sql
});
}
public void TestStreamValueMinusValuePips()
{
var model = new StrategyModel();
var parser = new StopLimitParser(model);
var order = parser.Parse("low - 5");
Assert.IsNotNull(order);
Assert.AreEqual(3, order.ValueStack.Count());
Assert.AreEqual(null, order.ValueStack[0].Value);
Assert.AreEqual("low", order.ValueStack[0].Substream);
Assert.AreEqual(FormulaItem.STREAM, order.ValueStack[0].ValueType);
Assert.AreEqual("-", order.ValueStack[1].Value);
Assert.AreEqual(FormulaItem.OPERAND, order.ValueStack[1].ValueType);
Assert.AreEqual("5.0", order.ValueStack[2].Value);
Assert.AreEqual(FormulaItem.VALUE, order.ValueStack[2].ValueType);
Assert.AreEqual("low - 5", order.UserInput);
}
public void ModelParser_AndCondition()
{
var model = new StrategyModel()
{
Sources = new System.Collections.Generic.List <Source>()
{
new Source()
{
Id = "stoch",
Name = "STOCHASTIC",
SourceType = Source.INDICATOR
},
new Source()
{
Id = "rsi",
Name = "RSI",
SourceType = Source.INDICATOR
}
}
};
var parser = new ConditionParser(model);
var condition = parser.Parse("stoch.K == 30 and rsi != 20");
Assert.IsNotNull(condition);
Assert.AreEqual(Condition.AND, condition.ConditionType);
Assert.AreEqual(2, condition.Conditions.Count);
Assert.AreEqual(Condition.EQ, condition.Conditions[0].ConditionType);
Assert.AreEqual("stoch", condition.Conditions[0].Arg1.Value);
Assert.AreEqual("K", condition.Conditions[0].Arg1.Substream);
Assert.AreEqual(FormulaItem.STREAM, condition.Conditions[0].Arg1.ValueType);
Assert.AreEqual(FormulaItem.VALUE, condition.Conditions[0].Arg2.ValueType);
Assert.AreEqual("30.0", condition.Conditions[0].Arg2.Value);
Assert.AreEqual(Condition.NEQ, condition.Conditions[1].ConditionType);
Assert.AreEqual("rsi", condition.Conditions[1].Arg1.Value);
Assert.AreEqual(FormulaItem.STREAM, condition.Conditions[1].Arg1.ValueType);
Assert.AreEqual(FormulaItem.VALUE, condition.Conditions[1].Arg2.ValueType);
Assert.AreEqual("20.0", condition.Conditions[1].Arg2.Value);
Assert.AreEqual("stoch.K == 30 and rsi != 20", condition.UserInput);
}
