public StrategyAnalyzer()
{
var fxEntities = new FXEntities.FXEntities();
_currencyDataSource = new CurrencyDataSource(fxEntities);
_currencyDataSource.PreLoad();
}
public void ExecutionTimeTest()
{
TradingStrategy tradingStratgy = ConstructTradingStrategy();
FXEntities.FXEntities fxEntities = new FXEntities.FXEntities();
CurrencyDataSource currencyDataSource = new CurrencyDataSource(fxEntities);
currencyDataSource.PreLoad();
StrategyInterpreter target = new StrategyInterpreter(fxEntities, currencyDataSource);
DateTime startExecutionTime;
DateTime endExecutionTime;
DateTime startDate = new DateTime(2000, 1, 1);
List<List<double>> results = new List<List<double>>();
StringBuilder output = new StringBuilder();
for (int j = 0; j < 10; j++)
{
results.Add(new List<double>());
output.AppendLine("Run no.: " + j);
for (int i = 0; i < 11; i++)
{
startExecutionTime = DateTime.Now;
target.Execute(tradingStratgy, startDate, startDate.AddYears(i + 1));
endExecutionTime = DateTime.Now;
results[j].Add((endExecutionTime - startExecutionTime).TotalMilliseconds);
output.AppendLine(String.Format("Execution time: {0}ms, Number of positionRecord: {1} ",
(endExecutionTime - startExecutionTime).TotalMilliseconds,
target.PositionSetTable.Sum(p => p.Value.Positions.SelectMany(pos => pos.PositionRecords).Count()
)
));
target.Clear();
//results.Add(endExecutionTime - startExecutionTime);
}
output.AppendLine();
}
output.AppendLine("Average: ");
for (int i = 0; i < 10; i++)
{
output.AppendLine( (i+1) + " Year: \t" + results.Select(r => r.ElementAt(i)).Average());
}
using (StreamWriter writer = new StreamWriter(@"D:\Documents\Study Materials\Master Thesis\Main Thesis\executionTime.txt"))
{
//for (int i = 1; i <= 10; i++)
//{
// output += String.Format(results[i - 1].Milliseconds + " ms \n");
//}
writer.WriteLine(output);
}
}
