예제 #1
0
        public void TestTradesToday()
        {
            //string filename = "today_trades.txt";
            string fileSummary        = "summary.xls";
            string fileVariability    = "variability.txt";
            string fileBrutto         = "brutto.txt";
            string fileBruttoFiltr    = "brutto_filtr.txt";
            string fileBruttoFiltrPro = "brutto_filtr_pro.txt";
            string fileTrades         = "trades.txt";

            MarketTradesRepository   mTR = new MarketTradesRepository();
            TradesBolingerRepository tBR = new TradesBolingerRepository();

            mTR = (MarketTradesRepository)StaticService.Deserializes(mTR.GetType().ToString(), mTR);
            tBR = (TradesBolingerRepository)StaticService.Deserializes("09.11.2016_070008", tBR);

            //for (int i = 3; i <= 3; i++)
            //{
            //    CalculationExtremumPrice(mTR, i, filename);
            //}

            StaticService.DeleteFile(fileSummary);
            StaticService.DeleteFile(fileVariability);
            StaticService.DeleteFile(fileTrades);
            StaticService.DeleteFile(fileBruttoFiltr);
            StaticService.DeleteFile(fileBruttoFiltrPro);
            StaticService.LogFileWriteNotDateTime("Profit sett\tProfit\tCount profit\tCount loss\tCount all", fileSummary, true);

            // оптимизация по профиту
            for (int i = 5; i <= 5; i++)
            {
                CalculationExtremumProfit(mTR, tBR, 5, i, fileSummary, fileTrades, fileVariability, fileBrutto, fileBruttoFiltr, fileBruttoFiltrPro);
            }
        }
예제 #2
0
        public async Task TestTradesTodayAsync()
        {
            string _result_test = String.Empty;

            TimeSpan _runTime;
            DateTime _startRun = DateTime.Now;

            decimal otkat    = 30;
            decimal distance = 30;
            decimal profit   = 30;

            List <Task <string> > tasks = new List <Task <string> >();

            MarketTradesRepository mTR = new MarketTradesRepository();

            mTR = (MarketTradesRepository)StaticService.Deserializes(mTR.GetType().ToString(), mTR);

            StaticService.DeleteFile("trade_log.txt");
            StaticService.DeleteFile("equ.txt");

            StaticService.LogFileWriteNotDateTime("EqCurrent\tCountTrades\tCountProfit\tCountLoss\tDrawdown\t_otkat\t_distance\t_profit", "equ.txt", true);

            for (int i = (int)otkat; i <= 200; i += 10)
            {
                for (int ii = i; ii <= 200; ii += 10)
                {
                    for (int iii = i; iii <= 200; iii += 10)
                    {
                        //ExtremumPrice _extPrice2 = new ExtremumPrice();
                        //CalculationExtremumPrice1(mTR, _extPrice2, i, ii, iii, false);

                        Task <string> theTask = TaskCalculation(mTR, i, ii, iii);
                        tasks.Add(theTask);
                    }
                }
            }

            await Task <string> .WhenAll(tasks);

            foreach (Task <string> item in tasks)
            {
                _result_test += item.Result;
            }


            _runTime = DateTime.Now - _startRun;
            StaticService.LogFileWriteNotDateTime(String.Format("{0:00}:{1:00}:{2:00}.{3:000}", _runTime.Hours, _runTime.Minutes, _runTime.Seconds, _runTime.Milliseconds), "runtime.txt", true);

            StaticService.LogFileWriteNotDateTime(_result_test, "equ.txt", true);
        }
예제 #3
0
        /// <summary>
        /// Прогон по единичным параметрам
        /// </summary>
        public ExtremumPrice TestTradesToday1()
        {
            decimal otkat    = 80;
            decimal distance = 190;
            decimal profit   = 170;

            MarketTradesRepository mTR = new MarketTradesRepository();

            mTR = (MarketTradesRepository)StaticService.Deserializes(mTR.GetType().ToString(), mTR);

            StaticService.DeleteFile("trade_log.txt");
            StaticService.DeleteFile("equ.txt");

            return(CalculationExtremumPrice1(mTR, otkat, distance, profit, true));
        }