public void HandleResult(SimCaseResultOverview experimentData, ProfitAndLossResult result)
{
String fileName = String.Format("pnl_{0}.csv", result.Key);
CsvUtil.CsvOut(fileName, result);
DrawDown mdd = MathUtil.GetMaxDrawDown(result);
double pnLRateTotal = MathUtil.GetPnLRateTotal(result);
double pnlRatePerYear = MathUtil.GetPnLRatePerYear(result);
double ppm = MathUtil.GetPPM(result);
}
public void Run()
{
// Data를 준비한다.
_strategy.ReadyData();
SimCaseResultOverview experimentData = new SimCaseResultOverview(_strategy.GetInput(), 0, (int)_strategy.GetPossibleCase());
for (int i = 0; i < _strategy.GetPossibleCase(); ++i)
{
// 실행한다.
AssetRateDataLog log = _strategy.Execute(i);
// 결과를 보여준다.
ProfitAndLossResult result = _strategy.GetResult(log);
experimentData.CurCaseCount = i + 1;
foreach (IResultHandler handler in _resultHandlers)
{
handler.HandleResult(experimentData, result);
}
}
_strategy.InternalLogToCsv();
}
void AddNewResult_Raw(SimCaseResultOverview experimentData, IPnLResult result)
{
_result.Add(result);
UpdateDataGridView(experimentData);
}
public void HandleResult(SimCaseResultOverview experimentData, IPnLResult result)
{
this.Invoke(new AddNewResult(AddNewResult_Raw), new object[] { experimentData, result });
//this.Invoke(new AddNewResult(AddNewResult_Raw), result);
}
void UpdateDataGridView(SimCaseResultOverview experimentData)
{
textBox0.Text = experimentData.ToString();
dataGridView1.Rows.Clear();
foreach (IPnLResult row in _result)
{
double yearPnLPerMDD = row.PPM;
if (double.IsNaN(yearPnLPerMDD))
{
continue;
}
int index = dataGridView1.Rows.Add();
dataGridView1.Rows[index].Cells[0].Value = row.Name;
dataGridView1.Rows[index].Cells[1].Value = yearPnLPerMDD.ToString("n4");
double avgInvest = row.AvgInvest;
double maxInvest = row.MaxInvest;
double roi = row.AvgPnLPerYear;
dataGridView1.Rows[index].Cells[2].Value = roi.ToString("n0");
dataGridView1.Rows[index].Cells[3].Value = avgInvest.ToString("n0");
dataGridView1.Rows[index].Cells[4].Value = maxInvest.ToString("n0");
}
}
void UpdateOverview(SimCaseResultOverview overview)
{
textBox1.Text = overview.ToString();
}
void AddNewResult_Raw(SimCaseResultOverview overview, ProfitAndLossResult result)
{
_result.Add(result);
// UpdateDataGridView(experimentData);
UpdateOverview(overview);
}
