protected override void OnStart(string[] args)
{
try
{
var dailyQuoteStorage = new DailyQuoteStorage();
var equityCurveCalculator = new EquityCurveCalculator();
cache = new AccountEfficiencyCache(new EfficiencyCalculator(dailyQuoteStorage, equityCurveCalculator), dailyQuoteStorage);
cache.Start();
hostServerStat = new ServiceHost(cache);
hostServerStat.Open();
}
catch (Exception ex)
{
Logger.Error("Ошибка в OnStart", ex);
}
}
protected override void OnStart(string[] args)
{
try
{
var dailyQuoteStorage = new DailyQuoteStorage();
var equityCurveCalculator = new EquityCurveCalculator();
cache = new AccountEfficiencyCache(new EfficiencyCalculator(dailyQuoteStorage, equityCurveCalculator), dailyQuoteStorage);
cache.Start();
hostServerStat = new ServiceHost(cache);
hostServerStat.Open();
}
catch (Exception ex)
{
Logger.Error("Ошибка в OnStart", ex);
}
}
public void NuGetPerformersByFilter()
{
var cache = new AccountEfficiencyCache(new FakeCalculator(), new MockDailyQuoteStorage());
cache.UpdateCache();
var filters = new List<PerformerSearchCriteria>
{
new PerformerSearchCriteria
{
propertyName = new PerformerStat().Property(p => p.Account),
checkWholeWord = true,
compradant = "1",
ignoreCase = false
}
};
var performers = cache.GetPerformersByFilter(false, filters, 100);
Assert.AreEqual(1, performers.Count, "GetPerformersByFilter(Account=1) - должен вернуть 1 счет");
filters[0].propertyName = new PerformerStat().Property(p => p.FullName);
filters[0].compradant = "Владислав";
filters[0].ignoreCase = false;
filters[0].checkWholeWord = false;
performers = cache.GetPerformersByFilter(false, filters, 100);
Assert.AreEqual(1, performers.Count, "GetPerformersByFilter(FullName=Владислав) - должен вернуть 1 счет");
}
public void TestGetPerformersByCriteriaGivesCorrectMatches()
{
var cache = new AccountEfficiencyCache(new FakeCalculator(), new MockDailyQuoteStorage());
cache.UpdateCache();
const string criteria = "((AYP>0)&(DD<30))*P";
var performerScore = testPerformers.ToDictionary(p => p, p => (p.AvgYearProfit <= 0 || p.MaxRelDrawDown >= 30) ? 0 : p.Profit);
var bestScoredOne = performerScore.First(p => p.Value == performerScore.Values.Max()).Key;
// по убыванию, без указания граничного критерия
var performers = cache.GetAllPerformersWithCriteria(false, criteria, 100, false, null, 0);
Assert.AreEqual(testPerformers.Count, performers.Count, "GetAllPerformersWithCriteria(формула) - все перформеры получены");
Assert.AreEqual(bestScoredOne, performers[0], "GetAllPerformersWithCriteria(формула) - лучший вверху списка");
performers = cache.GetAllPerformersWithCriteria(false, criteria, 100, false, 0, 0);
Assert.AreEqual(performerScore.Count(s => s.Value > 0), performers.Count, "GetAllPerformersWithCriteria(формула) - все перформеры с критерием > 0 получены");
}
public void TestGetPerformersByCriteriaGivesCorrectCount()
{
var cache = new AccountEfficiencyCache(new FakeCalculator(), new MockDailyQuoteStorage());
try
{
cache.UpdateCache();
}
catch (Exception ex)
{
Assert.Fail("Ошибка в AccountEfficiencyCache.TestGetPerformersByCriteria(): {0}", ex);
}
var performers = cache.GetAllPerformers(true);
Assert.AreEqual(testPerformers.Count(p => p.Service > 0), performers.Count,
"GetAllPerformers(managers=true) возвращает правильное количество перформеров");
performers = cache.GetAllPerformers(false);
Assert.AreEqual(testPerformers.Count, performers.Count,
"GetAllPerformers(managers=false) возвращает правильное количество перформеров");
}