public static string CalculateRatio(BackTestRequest request)
{
double total = request.TradingResults.Count();
double win = request.TradingResults.Count(x => x.Pnl > 0);
double loss = request.TradingResults.Count(x => x.Pnl < 0);
//var diff = sum - request.StartAmount;
return($"{win}/{loss} {Math.Round((win/total)*100.0,0)}% - {total}");
}
public static decimal CalculatePercent(BackTestRequest request)
{
var sum = request.TradingResults.Sum(x => x.Pnl);
//var diff = sum - request.StartAmount;
var result = sum / request.StartAmount * 100;
return(Math.Round(result));
}
static void Main(string[] args)
{
//PARAMS
BackTestRequest request = new BackTestRequest
{
//
TradingPairs = new List <string> {
"sysbtc"
},
From = new DateTime(2020, 01, 29),
To = new DateTime(2020, 07, 29),
Interval = TimeInterval.Days_1,
Algorthm = TradingAlgorthm.Macd,
StartAmount = 0.5m,
TradingAmount = 0.25m,
OrderType = OrderType.LIMIT
};
//to start back testing, load the first 100 candles to build the relavent indicators
//then loop though the remianing candles to simulate live trade streaming.
//the system can then make decisions at which points to buy and sell (simple SMA strategy to start with).
//once the processing has been completed the result are displayed, each trade with buy price and sell price and percentage profit.
var backTest = new BackTest(request);
backTest.Log += LogTrade;
//TODO make this process ASYNC.
Console.WriteLine($"Starting Amount: {request.StartAmount}btc");
backTest.StartTrading();
backTest.FinishTrading();
Console.WriteLine($"StartTime: {backTest.StartTime} FinishTime: {backTest.FinishTime}");
DisplayTrades(request.TradingResults);
Console.WriteLine($"BTC Finishing Amount: {request.FinalAmount}btc");
Console.WriteLine($"Total PNL - {request.TradingResults.Sum(x=>x.Pnl)}");
Console.WriteLine($"Total % profit - {CalculatePercent(request)}");
Console.WriteLine($"Win/Loss - Total - {CalculateRatio(request)}");
Console.ReadKey();
}
