public Alert EntryAlertCreate(Bar entryBar, double stopOrLimitPrice, string entrySignalName,
Direction direction, MarketLimitStop entryMarketLimitStop) {
this.checkThrowEntryBarIsValid(entryBar);
double priceScriptOrStreaming = stopOrLimitPrice;
OrderSpreadSide orderSpreadSide = OrderSpreadSide.Unknown;
if (entryMarketLimitStop == MarketLimitStop.Market) {
priceScriptOrStreaming = this.getStreamingPriceForMarketOrder(entryMarketLimitStop, direction, out orderSpreadSide);
}
PositionLongShort longShortFromDirection = MarketConverter.LongShortFromDirection(direction);
// ALREADY_ALIGNED_AFTER GetAlignedBidOrAskForTidalOrCrossMarketFromStreaming
double entryPriceScript = entryBar.ParentBars.SymbolInfo.RoundAlertPriceToPriceLevel(
priceScriptOrStreaming, true, longShortFromDirection, entryMarketLimitStop);
double shares = this.executor.PositionSizeCalculate(entryBar, entryPriceScript);
Alert alert = new Alert(entryBar, shares, entryPriceScript, entrySignalName,
direction, entryMarketLimitStop, orderSpreadSide,
//this.executor.Script,
this.executor.Strategy);
alert.AbsorbFromExecutor(executor);
return alert;
}
private void checkThrowEntryBarIsValid(Bar entryBar) {
// if (entryBar < this.executor.Bars.Count) {
// string msg = "use MarketSim for Backtest! MarketRealTime is for entryBars >= this.executor.Bars.Count";
// throw new Exception(msg);
// //this.executor.ThrowPopup(new Exception(msg));
//
// }
//
// if (entryBar > this.executor.Bars.Count) {
// string msg = "entryBar[" + entryBar + "] > Bars.Count[" + this.executor.Bars.Count + "]"
// + " for [" + this.executor.Bars + "]"
// + " Bars.StreamingBarSafeClone=[" + this.executor.Bars.StreamingBarCloneReadonly + "]"
// + "; can't open any other position but on StreamingBar; positions postponed for tomorrow NYI";
// throw new Exception(msg);
// //this.executor.ThrowPopup(new Exception(msg));
// }
if (entryBar == null) {
string msg = "entryBar == null";
throw new Exception(msg);
}
if (entryBar.ParentBars == null) {
string msg = "entryBar.ParentBars == null";
throw new Exception(msg);
}
if (entryBar.ParentBars.SymbolInfo == null) {
string msg = "entryBar.ParentBars.SymbolInfo == null";
throw new Exception(msg);
}
}
public Alert ExitAlertCreate(Bar exitBar, Position position, double stopOrLimitPrice, string signalName,
Direction direction, MarketLimitStop exitMarketLimitStop) {
this.checkThrowEntryBarIsValid(exitBar);
this.checkThrowPositionToCloseIsValid(position);
double priceScriptOrStreaming = stopOrLimitPrice;
OrderSpreadSide orderSpreadSide = OrderSpreadSide.Unknown;
if (exitMarketLimitStop == MarketLimitStop.Market) {
priceScriptOrStreaming = this.getStreamingPriceForMarketOrder(exitMarketLimitStop, direction, out orderSpreadSide);
}
PositionLongShort longShortFromDirection = MarketConverter.LongShortFromDirection(direction);
double exitPriceScript = exitBar.ParentBars.SymbolInfo.RoundAlertPriceToPriceLevel(
priceScriptOrStreaming, true, longShortFromDirection, exitMarketLimitStop);
Alert alert = new Alert(exitBar, position.Shares, exitPriceScript, signalName,
direction, exitMarketLimitStop, orderSpreadSide,
//this.executor.Script,
this.executor.Strategy);
alert.AbsorbFromExecutor(executor);
alert.PositionAffected = position;
// moved to CallbackAlertFilled - we can exit by TP or SL - and position has no clue which Alert was filled!!!
//position.ExitCopyFromAlert(alert);
alert.PositionAffected.ExitAlertAttach(alert);
return alert;
}
public void WillNotSerializeEvents()
{
IOExtensions.DeleteDirectory("Data");
try
{
using (var documentStore = new EmbeddableDocumentStore())
{
documentStore.Configuration.DataDirectory = "Data";
documentStore.Conventions.CustomizeJsonSerializer = x => x.TypeNameHandling = TypeNameHandling.Auto;
documentStore.Initialize();
var bar = new Bar();
var foo = new Foo();
foo.PropertyChanged += bar.FooChanged;
using (var session = documentStore.OpenSession())
{
session.Store(foo);
session.SaveChanges();
}
}
}
finally
{
IOExtensions.DeleteDirectory("Data");
}
}
void LoadMusicData(string jsonText)
{
JsonData data = JsonMapper.ToObject(jsonText);
JsonData bars = data["bars"];
_bars = new Bar[bars.Count];
for (int i = 0; i < bars.Count; i++) {
_bars[i] = new Bar(confidence: (double)(bars[i]["confidence"]),
start: (double)(bars[i]["start"]),
duration: (double)(bars[i]["duration"]));
}
JsonData beats = data["beats"];
_beats = new Bar[beats.Count];
for (int i = 0; i < beats.Count; i++) {
_beats[i] = new Bar(confidence: (double)(beats[i]["confidence"]),
start: (double)(beats[i]["start"]),
duration: (double)(beats[i]["duration"]));
}
JsonData tatums = data["tatums"];
_tatums = new Bar[tatums.Count];
for (int i = 0; i < tatums.Count; i++) {
_tatums[i] = new Bar(confidence: (double)(tatums[i]["confidence"]),
start: (double)(tatums[i]["start"]),
duration: (double)(tatums[i]["duration"]));
}
JsonData segments = data["segments"];
_segments = new Bar[segments.Count];
for (int i = 0; i < segments.Count; i++) {
_segments[i] = new Bar(confidence: (double)(segments[i]["confidence"]),
start: (double)(segments[i]["start"]),
duration: (double)(segments[i]["duration"]));
}
}
public void TestBarAsFoo()
{
Foo foo = new Bar { Value = 1 };
Foo clone = Serializer.DeepClone(foo);
Assert.AreEqual(foo.Value, clone.Value);
Assert.IsInstanceOfType(typeof(Bar), clone);
}
static void RunTest (int expected)
{
IFoo a = (IFoo) new Bar ();
Assert.AreEqual (expected, a.Execute (), "#A1");
Assert.AreEqual (expected, a.Count, "#A2");
Bar b = new Bar ();
Assert.AreEqual (expected, b.Execute (), "#B1");
Assert.AreEqual (expected, b.Count, "#B2");
Foo c = new Foo ();
Assert.AreEqual (1, c.Execute (), "#C1");
Assert.AreEqual (1, c.Count, "#C2");
Assert.AreEqual (expected, ((IFoo) new Bar ()).Execute (), "#D1");
Assert.AreEqual (expected, ((IFoo) new Bar ()).Count, "#D2");
Assert.AreEqual (1, new Bar ().Execute (), "#E1");
Assert.AreEqual (1, new Bar ().Count, "#E2");
Assert.AreEqual (1, new Foo ().Execute (), "#F1");
Assert.AreEqual (1, new Foo ().Count, "#F2");
Assert.AreEqual (expected, CreateBar ().Execute (), "#G1");
Assert.AreEqual (expected, CreateBar ().Count, "#G2");
}
private void OnBarSelection(Bar bar)
{
//reset value
selectedBarSlider.ValueChanged -= OnValuesSliderValueChanged;
selectedBarSlider.Value = bar.Value;
selectedBarSlider.ValueChanged += OnValuesSliderValueChanged;
}
public void ShouldWork()
{
using (var store = NewDocumentStore())
{
store.Conventions.IdentityTypeConvertors.Add(new UInt32Converter());
using (var session = store.OpenSession())
{
var foo = new Foo() { Id = uint.MaxValue };
foo.Related.Add(uint.MaxValue);
session.Store(foo);
var bar = new Bar { Id = uint.MaxValue };
session.Store(bar);
session.SaveChanges();
}
using (var session = store.OpenSession())
{
var foo = session.Query<Foo>()
.Customize(x=>x.WaitForNonStaleResults())
.ToList();
var bar = session.Query<Bar>().ToList();
//This line blows up
var foobar = session.Query<Foo>().Include<Foo, Bar>(f => f.Related).ToList();
}
}
}
public override void OnBar(Bar bar)
{
// always a good practice to be sure a series contains
// a bar for a particular date before you try to use it
if (bbl.Contains(bar.DateTime))
{
// We are always trying to buy at the lower Bollinger
// limit, and sell when the price goes up to the
// latest SMA value. So we are constantly
// updating both the buy point and the sell point.
// if we don't have an open position in this instrument,
// update the buy point to the latest lower bbl limit
if (!HasPosition)
{
if (buyOrder != null)
buyOrder.Cancel();
buyOrder = BuyLimitOrder(Qty, bbl.Last, "Entry");
buyOrder.Send();
}
// else if we already have a position going, update
// the sell point to follow the latest SMA value
else
UpdateExitLimit();
}
}
public void Add(Bar bar)
{
var barsWithInstrumentId = this.bars[bar.InstrumentId] = this.bars[bar.InstrumentId] ?? new IdArray<IdArray<BarSeries>>(8);
var barsWithInstrumentIdAndType = barsWithInstrumentId[(int)bar.Type] = barsWithInstrumentId[(int)bar.Type] ?? new IdArray<BarSeries>();
var barsWithInstrumentIdAndTypeAndSize = barsWithInstrumentIdAndType[(int)bar.Size] = barsWithInstrumentIdAndType[(int)bar.Size] ?? new BarSeries("", "", -1, -1);
barsWithInstrumentIdAndTypeAndSize.Add(bar);
}
static void ProduceSimpleHeapWithLOS () {
Console.WriteLine ("running in {0}", AppDomain.CurrentDomain);
byte[] a = new byte [4 * 1000 * 1000];
byte[] b = new byte [4 * 1000 * 1000];
byte[] c = new byte [4 * 1000 * 1000];
var lst = new List<object> ();
Bar la, lb, lc;
la = lb = lc = null;
for (int i = 0; i < 1000 * 200; ++i) {
var ba = new Bar ();
var bb = new Bar ();
var bc = new Bar ();
ba.a = la;
ba.b = bb;
ba.c = a;
bb.a = bc;
ba.b = b;
bb.c = lb;
bc.a = c;
bc.b = lc;
bc.c = ba;
la = ba;
lb = bb;
lc = bc;
lst.Add (ba);
}
}
/*
按照股指的时间要求，时间划分是这样的
9:15
9:45
10:15
10:45
11:15-11:30 13:00-13:15 两个15分钟被午休隔开了
13:45
14:15
14:45
15:15 交割日时只到15:00,已经到最后一天了，少15分钟也没什么
*/
public override void OnBar(Bar bar)
{
//只处理15分钟的
if (900 == bar.Size)
{
if (bars == null)
bars = new BarSeries();
bars.Add(bar);
//在处理11:15-11:30 13:00-13:15这两个15分钟时会合并成一个
if (bars.Count == 2) // 2 * 15min = 30 min
{
// get OHLC values for 30min bar
double open = bars[0].Open;
double high = bars.HighestHigh();
double low = bars.LowestLow();
double close = bars[1].Close;
long volume = bars[0].Volume + bars[1].Volume;
// todo something
Bar b = new Bar(bars[0].DateTime, open, high, low, close, volume, 900 * 2);
bars30min.Add(b);
Console.WriteLine(b);
// reset 15min bar series
bars = null;
}
}
}
public override void OnBar(Bar bar)
{
// we need at least one bar to go by before we do anything
if (prevClose != -1)
{
// if we don't have a position open, increment the count of down days (or reset it to zero)
if (!HasPosition)
{
if (prevClose > bar.Close)
count++;
else
count = 0;
// if this is the fourth (consClosesCount is equal to 4 by default) down day,
// issue a market order to open a long position tomorrow morning, on day 5
if (count == ConsClosesCount)
Buy(Qty, "Entry");
}
// else if we have a position open, close it now (today is the day after the trade was
// entered), so now is actually end of day 6, and the trade will be executed by the market
// on open day 7.
else
Sell(Qty, "Exit");
}
// today's close now becomes the previous close for the down day calculation
prevClose = bar.Close;
}
/// <summary>
/// Creates a new single-precision floating-point variable in a given bar.
/// </summary>
/// <param name="bar">The bar to create the floating-point variable in.</param>
/// <param name="initialValue">The initial value of the variable.</param>
/// <param name="def">An optional definition string for the new variable.</param>
public FloatVariable(Bar bar, Single initialValue = 0, String def = null)
: base(bar, InitFloatVariable, def)
{
Validating += (s, e) => { e.Valid = (Min <= e.Value) && (e.Value <= Max); };
ValidateAndSet(initialValue);
}
public void CanSerializeWithEncryptRootObjectEnabled()
{
var encryptionMechanism = new Base64EncryptionMechanism();
var configuration = new JsonSerializerConfiguration
{
EncryptionMechanism = encryptionMechanism,
EncryptRootObject = true
};
var serializer = new JsonSerializer<Bar>(configuration);
var instance = new Bar
{
Baz = new Baz
{
Qux = "abc",
Garply = true
},
Corge = 123.45
};
var json = serializer.Serialize(instance);
var expected =
@""""
+ encryptionMechanism.Encrypt(@"{""Baz"":{""Qux"":""abc"",""Garply"":true},""Corge"":123.45}")
+ @"""";
Assert.That(json, Is.EqualTo(expected));
}
public override void OnBar(Bar bar)
{
// good practice to check if a series has the date you are interested in before you try
// to use it
if (b.Contains(bar))
{
// if we don't have a position and prices are below the lower band, open a long position
if (!HasPosition)
{
if (b[bar.DateTime] * 100 <= BLevel)
{
buyOrder = BuyOrder(Qty, "Entry");
buyOrder.Send();
}
}
else
{
barsFromEntry++;
// if we _have_ reached the exit day (4 days after entry), cancel the profit target
// sell order, and issue a new market order to close the position now.
if (barsFromEntry == MaxDuration)
{
barsFromEntry = 0;
// cancel existing sell order if there is one
if (sellOrder != null)
sellOrder.Cancel();
Sell(Qty, "Exit (Max Duration)");
}
}
}
}
public void BindOther()
{
var foo = new Foo("123");
var bar = new Bar(foo);
AssertChange(foo, bar, x => x.FooDependentValue, () => foo.Value = "arbitrary");
}
public void InsertAndSingleSelect()
{
using (var store = NewRemoteDocumentStore(requestedStorage: "esent"))
{
var expected = new Bar { Id = "test/bar/1", Foo = "Some value" };
using (new TransactionScope())
{
using (var session = store.OpenSession())
{
session.Store(expected);
session.SaveChanges();
}
using (var session = store.OpenSession())
{
var actual = session.Load<Bar>(expected.Id);
Assert.Equal(expected.Id, actual.Id);
Assert.Equal(expected.Foo, actual.Foo);
}
using (var session = store.OpenSession())
{
var actualList = session.Load<Bar>(expected.Id, "i do not exist");
Assert.Equal(2, actualList.Length);
Assert.NotNull(actualList[0]);
Assert.Null(actualList[1]);
Assert.Equal(expected.Id, actualList[0].Id);
Assert.Equal(expected.Foo, actualList[0].Foo);
}
}
}
}
private void OnNewBar(object sender, BarEventArgs args)
{
if (NewBar != null)
{
CThostFtdcDepthMarketDataField DepthMarket;
Instrument inst = InstrumentManager.Instruments[args.Instrument.Symbol];
string altSymbol = inst.GetSymbol(Name);
Bar bar = args.Bar;
if (_dictDepthMarketData.TryGetValue(altSymbol, out DepthMarket))
{
bar = new Bar(args.Bar);
bar.OpenInt = (long)DepthMarket.OpenInterest;
}
if (null != MarketDataFilter)
{
Bar b = MarketDataFilter.FilterBar(bar, args.Instrument.Symbol);
if (null != b)
{
NewBar(this, new BarEventArgs(b, args.Instrument, this));
}
}
else
{
NewBar(this, new BarEventArgs(bar, args.Instrument, this));
}
}
}
public override void OnBarOpen(Bar bar)
{
// calc quantity to reverse a position
double orderQty = 2 * Qty;
if (!HasPosition)
orderQty = Qty;
if (positionInBlock == 0)
{
if (buyOnNewBlock)
{
Buy(orderQty, "Reverse to Long");
buyOnNewBlock = false;
}
if (sellOnNewBlock)
{
Sell(orderQty, "Reverse to Short");
sellOnNewBlock = false;
}
}
}
/// <summary>
/// Creates a new boolean variable in a given bar.
/// </summary>
/// <param name="bar">The bar to create the boolean variable in.</param>
/// <param name="initialValue">The initial value of the variable.</param>
/// <param name="def">An optional definition string for the new variable.</param>
public BoolVariable(Bar bar, Boolean initialValue = false, String def = null)
: base(bar, InitBoolVariable, def)
{
Validating += (s, e) => { e.Valid = true; };
ValidateAndSet(initialValue);
}
public void Foo()
{
var bar = new Bar { List = new RxList<string>() };
bar.List.Add("foobar");
var json = JsonConvert.SerializeObject(bar);
var deserializedBar = JsonConvert.DeserializeObject<Bar>(json);
}
/// <summary>
/// 构建插件单元
/// </summary>
/// <param name="caller">调用者</param>
/// <param name="context">上下文，用于存放在构建时需要的组件</param>
/// <param name="element">插件单元</param>
/// <param name="subItems">被构建的子对象列表</param>
/// <returns>构建好的插件单元</returns>
public object BuildItem(object caller, WorkItem context, AddInElement element, ArrayList subItems)
{
if (element.Configuration.Attributes["label"] == null)
throw new AddInException(String.Format("没有为类型为 \"{0}\" 的插件单元{1}提供label属性。",
element.ClassName, element.Id));
string label = element.Configuration.Attributes["label"];
BarManager barManager = context.Items.Get<BarManager>(UIExtensionSiteNames.Shell_Bar_Manager);
if (barManager == null)
throw new UniframeworkException("未定义框架外壳的工具条管理器。");
Bar item = new Bar(barManager, label);
item.BarName = element.Name;
item.DockStyle = BarDockStyle.Top; // 默认停靠在顶部
if (element.Configuration.Attributes["dockstyle"] != null) {
string dockStyle = element.Configuration.Attributes["dockstyle"];
item.DockStyle = (BarDockStyle)Enum.Parse(typeof(BarDockStyle), dockStyle);
}
// 是否让工具栏显示整行
if (element.Configuration.Attributes["wholerow"] != null)
item.OptionsBar.UseWholeRow = bool.Parse(element.Configuration.Attributes["wholerow"]);
if (element.Configuration.Attributes["allowcustomization"] != null)
item.OptionsBar.AllowQuickCustomization = bool.Parse(element.Configuration.Attributes["allowcustomization"]);
if (element.Configuration.Attributes["register"] != null) {
bool register = bool.Parse(element.Configuration.Attributes["register"]);
if (register)
context.UIExtensionSites.RegisterSite(BuilderUtility.CombinPath(element.Path, element.Id), item); // 此处可能抛出异常
}
return item;
}
public void Adapter(Bar barTarget)
{
m_BarItems = new List<BarItem>();
BandItemLinks2(barTarget.ItemLinks, ref m_BarItems);
System.Windows.Forms.Application.Idle += new EventHandler(Application_Idle);
}
public Aggregate(Service1 one, Service2 two, Foo foo, Bar bar)
{
this.one = one;
this.two = two;
this.foo = foo;
this.bar = bar;
}
void run()
{
Bar b = new Bar();
Foo f = b.create();
FooBar fb = new FooBar();
FooBar2 fb2 = new FooBar2();
String s;
s = fb.used();
if ( s != ("Foo::pang();Bar::pong();Foo::pong();FooBar::ping();"))
throw new Exception("bad FooBar::used" + " - " + s);
s = fb2.used();
if ( s != ("FooBar2::pang();Bar::pong();Foo::pong();FooBar2::ping();"))
throw new Exception("bad FooBar2::used");
s = b.pong();
if ( s != ("Bar::pong();Foo::pong();Bar::ping();"))
throw new Exception("bad Bar::pong");
s = f.pong();
if ( s != ("Bar::pong();Foo::pong();Bar::ping();"))
throw new Exception("bad Foo::pong");
s = fb.pong();
if ( s != ("Bar::pong();Foo::pong();FooBar::ping();"))
throw new Exception("bad FooBar::pong");
}
public override void OnBar(Bar bar)
{
if (bbl.Contains(bar.DateTime))
{
if (!HasPosition)
{
// cancel previos buy limit
if (buyLimit != null)
buyLimit.Cancel();
// calculate limit price
double buyPrice = bbl.Last * (1 - Percent / 100);
// place new limit orders
buyLimit = BuyLimitOrder(Qty, buyPrice, "Entry");
buyLimit.Send();
}
else
{
barsFromEntry++;
// close position at the second bar after entry
if (barsFromEntry == 2)
{
barsFromEntry = 0;
sellLimit.Cancel();
Sell(Qty, "Exit (Second Bar After Entry)");
}
}
}
}
public override void OnBar(Bar bar)
{
// if we don't have a position and we have some bars
// in the bollinger series, try to enter a new trade
if (!HasPosition)
{
if (bbl.Count > 0)
{
// if the current bar is below the lower bollinger band
// buy long to close the gap
if (Bars.Crosses(bbl, bar) == Cross.Below)
{
buyOrder = MarketOrder(OrderSide.Buy, Qty, "Entry");
buyOrder.Send();
}
}
}
else
{
// else if we DO have an existing position, and if
// today's bar is above our entry price (profitable),
// then close the position with a market order
if (entryPrice < bar.Close)
{
barsFromEntry = 0;
Sell(Qty, "Exit (Take Profit)");
}
else
barsFromEntry++;
}
}
/// <summary>
/// Creates a new string variable in a given bar.
/// </summary>
/// <param name="bar">The bar to create the string variable in.</param>
/// <param name="initialValue">The initial value of the variable.</param>
/// <param name="def">An optional definition string for the new variable.</param>
public StringVariable(Bar bar, String initialValue = "", String def = null)
: base(bar, InitStringVariable, def)
{
Validating += (s, e) => { e.Valid = (e.Value != null); };
ValidateAndSet(initialValue);
}
public override IEnumerable <Bar> Run(DateTime?startTime, DateTime?endTime)
{
//========== initialization ==========
#if USE_BENSDORPS_RANGE
// matching range in the book
StartTime = SubclassedStartTime ?? DateTime.Parse("01/02/1995", CultureInfo.InvariantCulture);
EndTime = SubclassedEndTime ?? DateTime.Parse("11/23/2016", CultureInfo.InvariantCulture);
WarmupStartTime = StartTime - TimeSpan.FromDays(365);
#else
StartTime = startTime ?? Globals.START_TIME;
EndTime = endTime ?? Globals.END_TIME;
WarmupStartTime = Globals.WARMUP_START_TIME;
#endif
AddDataSources(UNIVERSE.Constituents);
AddDataSource(BENCHMARK);
Deposit(Globals.INITIAL_CAPITAL);
CommissionPerShare = 0.015;
var entryParameters = Enumerable.Empty <Instrument>()
.ToDictionary(
i => i,
i => new
{
entryDate = default(DateTime),
entryPrice = default(double),
stopLoss = default(double),
profitTarget = default(double),
});
//========== simulation loop ==========
foreach (var s in SimTimes)
{
//----- find instruments
_benchmark = _benchmark ?? FindInstrument(BENCHMARK);
var universe = Instruments
.Where(i => i.IsConstituent(UNIVERSE))
#if false
// we don't like to have these filter rules here. Instead,
// this should be solved by proper universe selection
.Where(i =>
i.Close[0] > 1.00 &&
i.Volume.ToDouble().SMA(50)[0] > 0.5e6 &&
i.Close.Multiply(i.Volume.ToDouble()).SMA(50)[0] > 2.5e6)
#endif
.ToList();
//----- calculate indicators
// make sure to calculate indicators for all
// known instruments, as they may enter the universe
// at any time
var indicators = Instruments
.ToDictionary(
i => i,
i => new
{
sma150 = i.Close.SMA(SMA_DAYS),
adx7 = i.ADX(7),
atr10 = i.TrueRange().Divide(i.Close).SMA(10),
rsi3 = i.Close.RSI(3),
});
// filter universe to potential candidates
var filtered = ENTRY_DIR > 0
? (universe
.Where(i => // - long -
i.Close[0] > indicators[i].sma150[0] && // close above 150-day SMA
indicators[i].adx7[0] > MIN_ADX && // 7-day ADX above 45
indicators[i].atr10[0] > MIN_ATR / 10000.0 && // 10-day ATR above 4%
indicators[i].rsi3[0] < MINMAX_RSI) // 3-day RSI below 30
.ToList())
: (universe
.Where(i => // - short -
i.Close[0] > i.Close[1] && i.Close[1] > i.Close[2] && // 2 up-days
indicators[i].adx7[0] > MIN_ADX && // 7-day ADX above 50
indicators[i].atr10[0] > MIN_ATR / 10000.0 && // 10-day ATR above 5%
indicators[i].rsi3[0] > MINMAX_RSI) // 3-day RSI above 85
.ToList());
//----- manage existing positions
int numOpenPositions = Positions.Keys.Count();
foreach (var pos in Positions.Keys)
{
// time-based exit
if (entryParameters[pos].entryDate <= SimTime[MAX_HOLD_DAYS - 1])
{
pos.Trade(-pos.Position, OrderType.closeThisBar).Comment = "time exit";
numOpenPositions--;
}
else if (ENTRY_DIR > 0
? pos.Close[0] >= entryParameters[pos].profitTarget // long
: pos.Close[0] <= entryParameters[pos].profitTarget) // short
{
pos.Trade(-pos.Position,
OrderType.openNextBar)
.Comment = "profit target";
numOpenPositions--;
}
else
{
pos.Trade(-pos.Position,
OrderType.stopNextBar,
entryParameters[pos].stopLoss)
.Comment = "stop loss";
}
}
//----- open new positions
// sort candidates by RSI to find entries
var entries = ENTRY_DIR > 0
? filtered // long
.Where(i => i.Position == 0)
.OrderBy(i => indicators[i].rsi3[0])
.Take(MAX_ENTRIES - numOpenPositions)
.ToList()
: filtered // short
.Where(i => i.Position == 0)
.OrderByDescending(i => indicators[i].rsi3[0])
.Take(MAX_ENTRIES - numOpenPositions)
.ToList();
foreach (var i in entries)
{
// save our entry parameters, so that we may access
// them later to manage exits
double entryPrice = ENTRY_DIR > 0
? i.Close[0] * (1.0 - MIN_ATR / 10000.0) // long
: i.Close[0]; // short
double stopLoss = ENTRY_DIR > 0
? entryPrice * (1.0 - STOP_LOSS / 100.0 * indicators[i].atr10[0]) // long
: entryPrice * (1.0 + STOP_LOSS / 100.0 * indicators[i].atr10[0]); // short
double profitTarget = ENTRY_DIR > 0
? entryPrice * (1.0 + PROFIT_TARGET / 10000.0) // long
: entryPrice * (1.0 - PROFIT_TARGET / 10000.0); // short
entryParameters[i] = new
{
entryDate = NextSimTime,
entryPrice,
stopLoss,
profitTarget,
};
// calculate target shares in two ways:
// * fixed-fractional risk (with entry - stop-loss = "risk"), and
// * fixed percentage of total equity
double riskPerShare = ENTRY_DIR > 0
? Math.Max(0.10, entryPrice - stopLoss) // long
: Math.Max(0.10, stopLoss - entryPrice); // short
int sharesRiskLimited = (int)Math.Floor(MAX_RISK / 100.0 / MAX_ENTRIES * NetAssetValue[0] / riskPerShare);
int sharesCapLimited = (int)Math.Floor(MAX_CAP / 100.0 / MAX_ENTRIES * NetAssetValue[0] / entryParameters[i].entryPrice);
int targetShares = (ENTRY_DIR > 0 ? 1 : -1) * Math.Min(sharesRiskLimited, sharesCapLimited);
// enter positions with limit order
i.Trade(targetShares,
OrderType.limitNextBar,
entryParameters[i].entryPrice);
}
//----- output
if (!IsOptimizing && TradingDays > 0)
{
_plotter.AddNavAndBenchmark(this, FindInstrument(BENCHMARK));
//_plotter.AddStrategyHoldings(this, universe);
// plot strategy exposure
_plotter.SelectChart("Exposure Chart", "Date");
_plotter.SetX(SimTime[0]);
_plotter.Plot("Exposure", Instruments.Sum(i => i.Position * i.Close[0]) / NetAssetValue[0]);
if (IsDataSource)
{
var v = 10.0 * NetAssetValue[0] / Globals.INITIAL_CAPITAL;
yield return(Bar.NewOHLC(
this.GetType().Name, SimTime[0],
v, v, v, v, 0));
}
}
}
//========== post processing ==========
if (!IsOptimizing)
{
//_plotter.AddTargetAllocation(_alloc);
//_plotter.AddOrderLog(this);
//_plotter.AddPositionLog(this);
//_plotter.AddPnLHoldTime(this);
//_plotter.AddMfeMae(this);
_plotter.AddParameters(this);
}
FitnessValue = this.CalcFitness();
}
public static void Main()
{
Foo test = new Bar();
Console.WriteLine(test.DoSomething());
}
static void Main()
{
var tmp = new Bar();
tmp.Method();
}
public static void Main()
{
// item 159
Bar db = new Bar();
// item 76
Bar.IEmployee john = db.InsertEmployee(0, "John", new DateTime(1978, 1, 1));
Bar.IEmployee mark = db.InsertEmployee(0, "Mark", new DateTime(1978, 1, 1));
Bar.IEmployee john2 = db.InsertEmployee(0, "John", new DateTime(1985, 1, 1));
// item 75
db.InsertDepartment(0, "Marketing");
db.InsertDepartment(0, "Sales");
db.InsertDepartment(0, "Logistics");
Bar.IDepartment marketing = db.FindDepartmentByTitle("Marketing");
Bar.IDepartment sales = db.FindDepartmentByTitle("Sales");
Bar.IDepartment logistics = db.FindDepartmentByTitle("Logistics");
// item 205
Equal(null, john.Department);
Equal(null, john2.Department);
Equal(null, mark.Department);
// item 137
db.SetEmployeeDepartment(john, null);
db.SetEmployeeDepartment(john2, null);
db.SetEmployeeDepartment(mark, null);
// item 136
Equal(null, john.Department);
Equal(null, john2.Department);
Equal(null, mark.Department);
// item 114
var fakeDepartment = new FakeDepartment {
Id = 1000, Title = "Fake"
};
ExpectException(() =>
db.SetEmployeeDepartment(john, fakeDepartment)
);
// item 138
db.SetEmployeeDepartment(john, marketing);
db.SetEmployeeDepartment(john2, sales);
db.SetEmployeeDepartment(mark, marketing);
// item 139
Equal(marketing, john.Department);
Equal(sales, john2.Department);
Equal(marketing, mark.Department);
// item 141
db.SetEmployeeDepartment(john, marketing);
db.SetEmployeeDepartment(john2, logistics);
db.SetEmployeeDepartment(mark, null);
// item 142
Equal(marketing, john.Department);
Equal(logistics, john2.Department);
Equal(null, mark.Department);
// item 143
db.DeleteDepartment(sales);
Equal(null, db.FindDepartmentByTitle("Sales"));
// item 144
ExpectException(() => db.DeleteDepartment(marketing));
ExpectException(() => db.DeleteDepartment(logistics));
// item 100
db.DeleteEmployee(john);
db.DeleteDepartment(marketing);
// item 101
db.SetEmployeeDepartment(john2, null);
db.DeleteDepartment(logistics);
// item 145
Equal(2, db.EmployeeCount());
Equal(0, db.DepartmentCount());
}
public virtual void DoDelete(Bar db, System.Collections.Generic.HashSet <IDelRecord> deletionList)
{
db._department_Title.Remove(this);
db._department_pk.Remove(_id);
}
public virtual void EvaluateSingleObject(ITradingObject tradingObject, Bar bar)
{
}
public virtual void WarmUp(ITradingObject tradingObject, Bar bar)
{
// do nothing
}
public override void OnNewBar(Bar bar)
{
}
private void load()
{
if (hitEvents == null || hitEvents.Count == 0)
{
return;
}
int[] bins = new int[total_timing_distribution_bins];
double binSize = Math.Ceiling(hitEvents.Max(e => Math.Abs(e.TimeOffset)) / timing_distribution_bins);
// Prevent div-by-0 by enforcing a minimum bin size
binSize = Math.Max(1, binSize);
foreach (var e in hitEvents)
{
int binOffset = (int)(e.TimeOffset / binSize);
bins[timing_distribution_centre_bin_index + binOffset]++;
}
int maxCount = bins.Max();
var bars = new Drawable[total_timing_distribution_bins];
for (int i = 0; i < bars.Length; i++)
{
bars[i] = new Bar {
Height = Math.Max(0.05f, (float)bins[i] / maxCount)
}
}
;
Container axisFlow;
InternalChild = new GridContainer
{
Anchor = Anchor.Centre,
Origin = Anchor.Centre,
RelativeSizeAxes = Axes.Both,
Width = 0.8f,
Content = new[]
{
new Drawable[]
{
new GridContainer
{
RelativeSizeAxes = Axes.Both,
Content = new[] { bars }
}
},
new Drawable[]
{
axisFlow = new Container
{
RelativeSizeAxes = Axes.X,
AutoSizeAxes = Axes.Y
}
},
},
RowDimensions = new[]
{
new Dimension(),
new Dimension(GridSizeMode.AutoSize),
}
};
// Our axis will contain one centre element + 5 points on each side, each with a value depending on the number of bins * bin size.
double maxValue = timing_distribution_bins * binSize;
double axisValueStep = maxValue / axis_points;
axisFlow.Add(new OsuSpriteText
{
Anchor = Anchor.Centre,
Origin = Anchor.Centre,
Text = "0",
Font = OsuFont.GetFont(size: 12, weight: FontWeight.SemiBold)
});
for (int i = 1; i <= axis_points; i++)
{
double axisValue = i * axisValueStep;
float position = (float)(axisValue / maxValue);
float alpha = 1f - position * 0.8f;
axisFlow.Add(new OsuSpriteText
{
Anchor = Anchor.Centre,
Origin = Anchor.Centre,
RelativePositionAxes = Axes.X,
X = -position / 2,
Alpha = alpha,
Text = axisValue.ToString("-0"),
Font = OsuFont.GetFont(size: 12, weight: FontWeight.SemiBold)
});
axisFlow.Add(new OsuSpriteText
{
Anchor = Anchor.Centre,
Origin = Anchor.Centre,
RelativePositionAxes = Axes.X,
X = position / 2,
Alpha = alpha,
Text = axisValue.ToString("+0"),
Font = OsuFont.GetFont(size: 12, weight: FontWeight.SemiBold)
});
}
}
public override IEnumerable <Bar> Run(DateTime?startTime, DateTime?endTime)
{
//========== initialization ==========
#if USE_BENSDORPS_RANGE
// matching range in the book
StartTime = SubclassedStartTime ?? DateTime.Parse("01/02/1995", CultureInfo.InvariantCulture);
EndTime = SubclassedEndTime ?? DateTime.Parse("11/23/2016", CultureInfo.InvariantCulture);
WarmupStartTime = StartTime - TimeSpan.FromDays(365);
#else
StartTime = startTime ?? Globals.START_TIME;
EndTime = endTime ?? Globals.END_TIME;
WarmupStartTime = Globals.WARMUP_START_TIME;
#endif
Deposit(Globals.INITIAL_CAPITAL);
CommissionPerShare = Globals.COMMISSION;
AddDataSources(UNIVERSE.Constituents);
var spx = AddDataSource(SPX);
var benchmark = AddDataSource(BENCHMARK);
//========== simulation loop ==========
double nn = 0.0;
foreach (var s in SimTimes)
{
var universe = Instruments
.Where(i => i.IsConstituent(UNIVERSE))
.ToList();
//----- calculate indicators
// calculate indicators for all known instruments,
// as they might enter the universe any time
var indicators = Instruments
.ToDictionary(
i => i,
i => new
{
rsi = i.Close.RSI(3),
roc = i.Close.Momentum(200),
});
if (!HasInstrument(benchmark))
{
continue;
}
var smaBand = spx.Instrument.Close.SMA(200).Multiply(0.98); // 2% below 200-day SMA
// open positions on Monday
if (NextSimTime.DayOfWeek < SimTime[0].DayOfWeek) // open positions on Monday
{
// we are not entirely sure how Bensdorp wants this strategy to work.
// we see three alternatives
#if false
// solution A
// create one list of 10 stocks, none of which are overbought,
// ranked by momentum
// good: new entries are guaranteed to be on keep-list on day 1
// also, we always hold 10 stocks
// bad: we might exit stocks with top momentum, as soon as they become overbought
// => this strategy seems to never hold stocks longer than 60 days,
// conflicting with the statements made in the book
var nextHoldings = universe
.Where(i => spx.Instrument.Close[0] > smaBand[0])
.Where(i => indicators[i].rsi[0] < MAX_RSI)
.OrderByDescending(i => indicators[i].roc[0])
.Take(MAX_ENTRIES)
.ToList();
#endif
#if false
// solution B
// create separate list for new entries and for keepers
// good: this makes sure that we almost always hold 10 stocks
// bad: a new stock entered might not meet the hold requirements,
// as it might not have top-10 momentum. this adds somewhat of
// a mean-reversion component to the strategy
// => this strategy seems to work very well over the book's backtesting period.
// overall, higher return and higher drawdown than C, worse Sharpe ratio
var keep = universe
.Where(i => spx.Instrument.Close[0] > smaBand[0])
.OrderByDescending(i => indicators[i].roc[0])
.Take(MAX_ENTRIES)
.Where(i => i.Position != 0)
.ToList();
var enter = universe
.Where(i => spx.Instrument.Close[0] > smaBand[0])
.Where(i => i.Position == 0 && indicators[i].rsi[0] < MAX_RSI)
.OrderByDescending(i => indicators[i].roc[0])
.Take(MAX_ENTRIES - keep.Count)
.ToList();
var nextHoldings = keep
.Concat(enter)
.ToList();
#endif
#if true
// solution C
// draw new entries and keeps both from top-10 ranked stocks
// good: new entries are guaranteed to be on the keep list on day 1
// bad: the enter list might be empty, if all top-10 stocks are overbought
// driving down our exposure and therewith return
var top10 = universe
.Where(i => spx.Instrument.Close[0] > smaBand[0])
.OrderByDescending(i => indicators[i].roc[0])
.Take(MAX_ENTRIES)
.ToList();
var keep = top10
.Where(i => i.Position != 0)
.ToList();
var enter = top10
.Where(i => i.Position == 0 && indicators[i].rsi[0] < MAX_RSI)
.ToList();
var nextHoldings = keep
.Concat(enter)
.ToList();
#endif
Alloc.Allocation.Clear();
foreach (var i in Instruments)
{
double targetPercentage = nextHoldings.Contains(i)
? 1.0 / MAX_ENTRIES
: 0.0;
int targetShares = (int)Math.Floor(NetAssetValue[0] * targetPercentage / i.Close[0]);
if (targetPercentage != 0.0)
{
Alloc.Allocation[i] = targetPercentage;
}
i.Trade(targetShares - i.Position);
}
nn = nextHoldings.Count / 10.0;
}
//----- output
if (!IsOptimizing && TradingDays > 0)
{
_plotter.AddNavAndBenchmark(this, FindInstrument(BENCHMARK));
//_plotter.AddStrategyHoldings(this, universe);
// plot strategy exposure
_plotter.SelectChart("Exposure Chart", "Date");
_plotter.SetX(SimTime[0]);
_plotter.Plot("Exposure", Instruments.Sum(i => i.Position * i.Close[0]) / NetAssetValue[0]);
//_plotter.Plot("Choices", nn);
if (Alloc.LastUpdate == SimTime[0])
{
_plotter.AddTargetAllocationRow(Alloc);
}
if (IsDataSource)
{
var v = 10.0 * NetAssetValue[0] / Globals.INITIAL_CAPITAL;
yield return(Bar.NewOHLC(
this.GetType().Name, SimTime[0],
v, v, v, v, 0));
}
}
}
//========== post processing ==========
if (!IsOptimizing)
{
_plotter.AddTargetAllocation(Alloc);
_plotter.AddOrderLog(this);
_plotter.AddPositionLog(this);
_plotter.AddPnLHoldTime(this);
_plotter.AddMfeMae(this);
_plotter.AddParameters(this);
}
FitnessValue = this.CalcFitness();
}
public async Task CreateComment_whenAlreadyCommented()
{
var testBarName = "TestBarName";
var testUserName = "******";
var options = Utils.GetOptions(nameof(CreateComment_whenAlreadyCommented));
var testUser = new User()
{
Id = Utils.MySampleGuid(),
UserName = testUserName,
};
var testBar = new Bar()
{
Id = Utils.MySampleGuid3(),
Name = testBarName,
};
var testComment = new BarUserComment()
{
UserId = testUser.Id,
User = testUser,
BarId = testBar.Id,
Bar = testBar,
Text = "Comment text here.",
};
var dto = new BarUserCommentDTO()
{
UserId = testUser.Id,
BarId = testBar.Id,
Text = "New comment text here.",
};
var mockMapper = new Mock <IBarUserCommentMapper>();
mockMapper.Setup(x => x.MapDTOToEntity(It.IsAny <BarUserCommentDTO>()))
.Returns((BarUserCommentDTO x) => new BarUserComment()
{
BarId = x.BarId,
UserId = x.UserId,
Text = x.Text
});
mockMapper.Setup(x => x.MapEntityToDTO(It.IsAny <BarUserComment>()))
.Returns((BarUserComment x) => new BarUserCommentDTO()
{
BarId = x.BarId,
BarName = x.Bar.Name,
UserId = x.UserId,
UserName = x.User.UserName,
Text = x.Text
});
using (var arrangeContext = new BCcontext(options))
{
await arrangeContext.Users.AddAsync(testUser);
await arrangeContext.Bars.AddAsync(testBar);
await arrangeContext.BarComments.AddAsync(testComment);
await arrangeContext.SaveChangesAsync();
}
using (var context = new BCcontext(options))
{
var sut = new BarUserCommentsService(context, mockMapper.Object);
//Act
var result = await sut.CreateAsync(dto);
//Assert
Assert.AreNotEqual(testBar.Id, result.BarId);
Assert.IsNull(result.BarName);
Assert.AreNotEqual(testUser.Id, result.UserId);
Assert.IsNull(result.UserName);
Assert.IsNull(result.Text);
Assert.AreEqual(1, context.BarComments.Count());
var bar = await context.Bars
.Include(x => x.Comments)
.FirstOrDefaultAsync(x => x.Name == testBarName);
var comment = bar.Comments.FirstOrDefault();
Assert.IsNotNull(comment);
Assert.AreNotEqual(dto.Text, comment.Text);
}
}
public static JObject InsertNewRatingToDB(Rate rate)
{
JObject rateToReturn = new JObject();
bool insertSucceeded = true, firstRate;
ArrayList barByIds;
List <SqlParameter> barIds = new List <SqlParameter>();
List <SqlParameter> barParameters = new List <SqlParameter>();
barIds.Add(new SqlParameter("@barId", rate.BarId));
string challengeWin = "";
barByIds = DBController.ExecuteStoredProcedure_Select("sp_get_bar_by_barId", barIds);
if (barByIds.Count == 0)
{
barParameters.Add(new SqlParameter("@barId", rate.BarId));
barParameters.Add(new SqlParameter("@barGoogleId", rate.BarGoogleId));
barParameters.Add(new SqlParameter("@barName", rate.BarName));
barParameters.Add(new SqlParameter("@photoUrl", rate.photoURL));
barParameters.Add(new SqlParameter("@Address", rate.address));
insertSucceeded = DBController.ExecuteStoredProcedure_InsertOrUpdateOrDelete("sp_insert_new_bar", barParameters);
}
if (insertSucceeded == true)
{
ArrayList rating_of_user_and_bar;
List <SqlParameter> parameters = new List <SqlParameter>();
parameters.Add(new SqlParameter("userName", rate.UserName));
parameters.Add(new SqlParameter("barId", rate.BarId));
parameters.Add(new SqlParameter("barGoogleId", rate.BarGoogleId));
parameters.Add(new SqlParameter("@barName", rate.BarName));
parameters.Add(new SqlParameter("date", rate.date));
parameters.Add(new SqlParameter("age", (int)rate.Age));
parameters.Add(new SqlParameter("service", (int)rate.Service));
parameters.Add(new SqlParameter("price", (int)rate.Price));
parameters.Add(new SqlParameter("burgers", rate.Food.Burger));
parameters.Add(new SqlParameter("pizza", rate.Food.Pizza));
parameters.Add(new SqlParameter("sushi", rate.Food.Sushi));
parameters.Add(new SqlParameter("snacks", rate.Food.Snacks));
parameters.Add(new SqlParameter("vegan", rate.Food.Vegan));
parameters.Add(new SqlParameter("kosher", rate.Food.Kosher));
parameters.Add(new SqlParameter("beer", rate.Drinks.Beer));
parameters.Add(new SqlParameter("wine", rate.Drinks.Wine));
parameters.Add(new SqlParameter("cocktail", rate.Drinks.Cocktail));
parameters.Add(new SqlParameter("beveragePackages", rate.Drinks.BeveragePackages));
parameters.Add(new SqlParameter("Jin", rate.Drinks.Jin));
parameters.Add(new SqlParameter("whiskey", rate.Drinks.Whiskey));
parameters.Add(new SqlParameter("wideRangeOfBeverages", rate.Drinks.WideRangeOfBeverages));
parameters.Add(new SqlParameter("irish", rate.Atmosphere.Irish));
parameters.Add(new SqlParameter("chill", rate.Atmosphere.Chill));
parameters.Add(new SqlParameter("dance", rate.Atmosphere.Dance));
parameters.Add(new SqlParameter("sport", rate.Atmosphere.Sport));
parameters.Add(new SqlParameter("shisha", rate.Atmosphere.Shisha));
parameters.Add(new SqlParameter("party", rate.Atmosphere.Party));
parameters.Add(new SqlParameter("smokingFree", rate.SmokingFree));
parameters.Add(new SqlParameter("dating", rate.Company.Dating));
parameters.Add(new SqlParameter("friends", rate.Company.Friends));
parameters.Add(new SqlParameter("kidsFriendly", rate.Company.KidsFriendly));
parameters.Add(new SqlParameter("petsFriendly", rate.Company.PetsFriendly));
parameters.Add(new SqlParameter("colleagues", rate.Company.Colleagues));
parameters.Add(new SqlParameter("pop", rate.Music.Pop));
parameters.Add(new SqlParameter("jazz", rate.Music.Jazz));
parameters.Add(new SqlParameter("mizrahit", rate.Music.Mizrahit));
parameters.Add(new SqlParameter("greek", rate.Music.Greek));
parameters.Add(new SqlParameter("trance", rate.Music.Trance));
parameters.Add(new SqlParameter("mainstream", rate.Music.Mainstream));
parameters.Add(new SqlParameter("israeli", rate.Music.Israeli));
parameters.Add(new SqlParameter("liveMusic", rate.Music.LiveMusic));
parameters.Add(new SqlParameter("reggaeton", rate.Music.Reggaeton));
parameters.Add(new SqlParameter("openMic", rate.Music.OpenMic));
parameters.Add(new SqlParameter("standup", rate.Music.StandUp));
List <SqlParameter> parameters1 = new List <SqlParameter>();
parameters1.Add(new SqlParameter("userName", rate.UserName));
parameters1.Add(new SqlParameter("barId", rate.BarId));
rating_of_user_and_bar = DBController.ExecuteStoredProcedure_Select("sp_get_rating_of_user_and_bar", parameters1);
if (rating_of_user_and_bar.Count == 0)
{
firstRate = true;
insertSucceeded = DBController.ExecuteStoredProcedure_InsertOrUpdateOrDelete("sp_insert_new_rating", parameters);
}
else
{
firstRate = false;
insertSucceeded = DBController.ExecuteStoredProcedure_InsertOrUpdateOrDelete("sp_update_rating", parameters);
}
Bar bar = Engine.GetBarByBarID(rate.BarId);
//Engine.updatePhotoUrlInDB();
bar.UpdateBarByRate();
Engine.InsertUpdateBarCharacteristicToDB(bar);
User user = Engine.GetUserByUserName(rate.UserName);
user.UpdateUserByRate(rate);
if (firstRate)
{
Engine.GetChallengeUserByUserName(user);
user.UpdateScoreAfterRating(bar);
if (user.IsDeservedAJerusalemBadge(bar))
{
challengeWin = "ירושלים";
}
if (user.IsDeservedATLVBadge(bar))
{
challengeWin = "תל אביב";
}
if (user.IsDeservedAWorldBadge(bar))
{
challengeWin = "עולמי";
}
}
Engine.InsertUpdateUserCountersToDB(user);
if (insertSucceeded)
{
HttpContext.Current.Session["needUpdate"] = "1";
}
}
rateToReturn["insertSucceeded"] = insertSucceeded.ToString();
rateToReturn["challengeWin"] = challengeWin;
return(rateToReturn);
}
public void TestHello()
{
var hello = new Hello();
hello.PrintHello("Hello world");
Assert.That(hello.Add(1, 1), Is.EqualTo(2));
Assert.That(hello.Add(5, 5), Is.EqualTo(10));
Assert.IsTrue(hello.Test1(3, 3.0f));
Assert.IsFalse(hello.Test1(2, 3.0f));
var foo = new Foo {
A = 4, B = 7
};
Assert.That(hello.AddFoo(foo), Is.EqualTo(11));
Assert.That(hello.AddFooPtr(foo), Is.EqualTo(11));
Assert.That(hello.AddFooPtr(foo), Is.EqualTo(11));
Assert.That(hello.AddFooRef(foo), Is.EqualTo(11));
unsafe
{
var pointer = foo.SomePointer;
var pointerPointer = foo.SomePointerPointer;
for (int i = 0; i < 4; i++)
{
Assert.AreEqual(i, pointer[i]);
Assert.AreEqual(i, (*pointerPointer)[i]);
}
}
var bar = new Bar {
A = 4, B = 7
};
Assert.That(hello.AddBar(bar), Is.EqualTo(11));
Assert.That(bar.RetItem1(), Is.EqualTo(Bar.Item.Item1));
var retFoo = hello.RetFoo(7, 2.0f);
Assert.That(retFoo.A, Is.EqualTo(7));
Assert.That(retFoo.B, Is.EqualTo(2.0));
var foo2 = new Foo2 {
A = 4, B = 2, C = 3
};
Assert.That(hello.AddFoo(foo2), Is.EqualTo(6));
Assert.That(hello.AddFoo2(foo2), Is.EqualTo(9));
var bar2 = new Bar2 {
A = 4, B = 7, C = 3
};
Assert.That(hello.AddBar2(bar2), Is.EqualTo(14));
Assert.That(hello.RetEnum(Enum.A), Is.EqualTo(0));
Assert.That(hello.RetEnum(Enum.B), Is.EqualTo(2));
Assert.That(hello.RetEnum(Enum.C), Is.EqualTo(5));
//Assert.That(hello.RetEnum(Enum.D), Is.EqualTo(-2147483648));
Assert.That(hello.RetEnum(Enum.E), Is.EqualTo(1));
Assert.That(hello.RetEnum(Enum.F), Is.EqualTo(-9));
}
/// <summary>
/// Populate values from the base palette.
/// </summary>
public void PopulateFromBase()
{
Bar.PopulateFromBase();
}
public void historicalDataUpdate(int reqId, Bar bar)
{
}
public async Task ReturnCount_WhenSearchByMultipleParameters()
{
var barFactoryMock = new Mock <IBarFactory>();
var barCocktailFactoryMock = new Mock <IBarCocktailFactory>();
var imagaUrlTest = "https://www.google.com/";
var bar1TestName = "abC";
var bar2TestName = "Def";
var bar3TestName = "Bci";
var bar4TestName = "jkl";
var city1Name = "Sofia";
var city2Name = "Varna";
var options = TestUtilities.GetOptions(nameof(ReturnCount_WhenSearchByMultipleParameters));
using (var arrangeContext = new CocktailMagicianDb(options))
{
arrangeContext.Cities.AddRange(new List <City>
{
new City {
Name = city1Name
},
new City {
Name = city2Name
}
});
await arrangeContext.SaveChangesAsync();
var city1Id = await arrangeContext.Cities.Where(c => c.Name == city1Name).Select(c => c.Id).FirstAsync();
var city2Id = await arrangeContext.Cities.Where(c => c.Name == city2Name).Select(c => c.Id).FirstAsync();
var address1Test = new Address
{
Name = "Address1Test",
CityId = city1Id,
Latitude = 1.1,
Longitude = 1.1
};
var address2Test = new Address
{
Name = "Address2Test",
CityId = city2Id,
Latitude = 1.1,
Longitude = 1.1
};
var bar1 = new Bar
{
Name = bar1TestName,
ImagePath = imagaUrlTest,
Address = address1Test,
BarReviews = new List <BarReview>
{
new BarReview {
Rating = 3
}
}
};
var bar2 = new Bar
{
Name = bar2TestName,
ImagePath = imagaUrlTest,
Address = address2Test,
BarReviews = new List <BarReview>
{
new BarReview {
Rating = 4
}
}
};
var bar3 = new Bar
{
Name = bar3TestName,
ImagePath = imagaUrlTest,
Address = address1Test,
BarReviews = new List <BarReview>
{
new BarReview {
Rating = 4
}
}
};
var bar4 = new Bar
{
Name = bar4TestName,
ImagePath = imagaUrlTest,
Address = address1Test,
BarReviews = new List <BarReview>
{
new BarReview {
Rating = 5
}
}
};
arrangeContext.Bars.AddRange(new List <Bar> {
bar1, bar2, bar3, bar4
});
await arrangeContext.SaveChangesAsync();
}
using (var assertContext = new CocktailMagicianDb(options))
{
var substringToSearch = "Bc";
var cityIdToSearch = await assertContext.Cities.Where(c => c.Name == city1Name).Select(c => c.Id).FirstAsync();
var minRatingToSearch = 4;
var dtoTest = new BarSearchDTO
{
CityId = cityIdToSearch,
MinRating = minRatingToSearch,
NameKey = substringToSearch
};
var sut = new BarServices(assertContext, barFactoryMock.Object, barCocktailFactoryMock.Object);
var resultCount = await sut.SerchResultCountAsync(dtoTest);
Assert.AreEqual(1, resultCount);
}
}
void blt_GotNewBar(string symbol, int interval)
{
int idx = _active.getindex(symbol);
Tick tOther = _kt[symbol];
// calculate the SMA using closign prices for so many bars back
decimal SMA = decimal.MinValue;
BarList _myBars = _blt[symbol, interval];
// make sure the lastBar is full
Bar _lastBar = _myBars[_myBars.Count - 2];
if (UseSMAFromATSGlobalIndicator)
{
_SMAFromATSGlobalIndicator.UpdateValue(_lastBar.Close);
SMA = _SMAFromATSGlobalIndicator.GetSignal();
}
else
{
SMA = Calc.Avg(Calc.EndSlice(_blt[symbol].Open(), _barsback));
}
// wait until we have an SMA
if (SMA == 0)
{
return;
}
//ensure we aren't waiting for previous order to fill
if (!_wait[symbol])
{
// if we're flat and not waiting
if (_pt[symbol].isFlat)
{
// if our current price is above SMA, buy
if (_blt[symbol].RecentBar.Close > SMA)
{
D("crosses above MA, buy");
//sendorder(new BuyMarket(symbol, EntrySize));
_side = true;
_adj = (_side ? -1 : +1) * _quasiMarketOrderAdjSize;
Int64 _orderidLocal = _idtLocal.AssignId;
LimitOrder lOrder = new LimitOrder(symbol, _side, EntrySize, tOther.trade - _adj, _orderidLocal);
sendorder(lOrder);
// wait for fill
_wait[symbol] = true;
}
// otherwise if it's less than SMA, sell
if (_blt[symbol].RecentBar.Close < SMA)
{
D("crosses below MA, sell");
//sendorder(new SellMarket(symbol, EntrySize));
_side = false;
_adj = (_side ? -1 : +1) * _quasiMarketOrderAdjSize;
Int64 _orderidLocal = _idtLocal.AssignId;
LimitOrder lOrder = new LimitOrder(symbol, _side, EntrySize, tOther.trade - _adj, _orderidLocal);
sendorder(lOrder);
// wait for fill
_wait[symbol] = true;
}
}
else if ((_pt[symbol].isLong && (_blt[symbol].RecentBar.Close < SMA)) ||
(_pt[symbol].isShort && (_blt[symbol].RecentBar.Close > SMA)))
{
D("counter trend, exit.");
//sendorder(new MarketOrderFlat(pt[symbol]));
_side = !_pt[symbol].isLong;
_adj = (_side ? -1 : +1) * _quasiMarketOrderAdjSize;
Int64 _orderidLocal = _idtLocal.AssignId;
LimitOrder lOrder = new LimitOrder(symbol, _side, EntrySize, tOther.trade - _adj, _orderidLocal);
sendorder(lOrder);
// wait for fill
_wait[symbol] = true;
}
}
// this way we can debug our indicators during development
// indicators are sent in the same order as they are named above
sendindicators(new string[] { _time.ToString(), SMA.ToString("F5", System.Globalization.CultureInfo.InvariantCulture), _lastBar.Close.ToString("F5", System.Globalization.CultureInfo.InvariantCulture) });
}
public Foo(Bar bar)
{
}
public async Task ReturnsMostRatedInOrderOfRating()
{
var options = Utils.GetOptions(nameof(ReturnsMostRatedInOrderOfRating));
var barList = new List <Bar>();
for (int i = 1; i <= 3; i++)
{
var bar = new Bar()
{
Name = "BestBar" + i,
Rating = 3,
TimesRated = i,
ImageSrc = null,
IsDeleted = false,
Address = "Street " + i,
Country = "България",
District = "District " + i,
Email = "*****@*****.**",
Phone = "+ " + i + "8888888",
Town = "София",
LocationId = null,
};
barList.Add(bar);
}
using (var context = new BCcontext(options))
{
await context.Bars.AddRangeAsync(barList);
await context.SaveChangesAsync();
}
var mockMapper = new Mock <IBarMapper>();
mockMapper.Setup((x) => x.MapEntityToDTO(It.IsAny <Bar>()))
.Returns((Bar b) => new BarDTO()
{
Id = b.Id,
Name = b.Name,
Rating = b.Rating,
TimesRated = b.TimesRated,
ImageSrc = b.ImageSrc,
IsDeleted = b.IsDeleted,
Address = b.Address,
Country = b.Country,
District = b.District,
Email = b.Email,
LocationId = b.LocationId,
Phone = b.Phone,
Town = b.Town
});
var http = new Mock <IHttpClientFactory>();
var coctailMapper = new Mock <ICocktailMapper>();
//Act & Assert
using (var context = new BCcontext(options))
{
var sut = new BarsService(context, mockMapper.Object, http.Object, coctailMapper.Object);
var result = await sut.GetBestBarsAsync();
var ordered = result.OrderBy(o => o.TimesRated).ThenByDescending(o => o.Rating).ToList();
Assert.AreEqual(result.Count(), 3);
CollectionAssert.AreEqual(result.ToList(), ordered);
}
}
public void historicalData(int reqId, Bar bar)
{
}
public override IEnumerable <Bar> Run(DateTime?startTime, DateTime?endTime)
{
//========== initialization ==========
#if USE_CLENOWS_RANGE
// matching Clenow's charts
StartTime = DateTime.Parse("01/01/1999", CultureInfo.InvariantCulture);
WarmupStartTime = StartTime - TimeSpan.FromDays(180);
EndTime = DateTime.Parse("12/31/2014", CultureInfo.InvariantCulture);
#else
WarmupStartTime = Globals.WARMUP_START_TIME;
StartTime = Globals.START_TIME;
EndTime = Globals.END_TIME;
#endif
Deposit(IsChildAlgorithm ? 0.0 : Globals.INITIAL_CAPITAL);
CommissionPerShare = Globals.COMMISSION; // Clenow is not considering commissions
var all = AddDataSources(UNIVERSE.Constituents);
var sp500 = AddDataSource(SP500);
var benchmark = AddDataSource(BENCHMARK);
//========== simulation loop ==========
double?sp500Initial = null;
// loop through all bars
foreach (DateTime simTime in SimTimes)
{
if (!HasInstrument(benchmark))
{
continue;
}
sp500Initial = sp500Initial ?? sp500.Instrument.Open[0];
// calculate indicators exactly once per bar
// we are doing this on all available instruments,
// as we don't know when they will become S&P500 constituents
var indicators = Instruments
.ToDictionary(
i => i,
i => new
{
regression = i.Close.LogRegression(MOM_PERIOD),
maxMove = i.Close.SimpleMomentum(1).AbsValue().Highest(MOM_PERIOD),
avg100 = i.Close.SMA(INSTR_TREND),
atr20 = i.AverageTrueRange(ATR_PERIOD),
});;
// index filter: only buy any shares, while S&P-500 is trading above its 200-day moving average
// NOTE: the 10-day SMA on the benchmark is _not_ mentioned in
// the book. We added it here, to compensate for the
// simplified re-balancing schedule.
bool allowNewEntries = sp500.Instrument.Close.SMA(INDEX_FLT)[0]
> sp500.Instrument.Close.SMA(INDEX_TREND)[0];
// determine current S&P 500 constituents
var constituents = Instruments
.Where(i => i.IsConstituent(UNIVERSE))
.ToList();
// trade once per week
// this is a slight simplification from Clenow's suggestion to adjust positions
// every week, and adjust position sizes only every other week
if (IsTradingDay)
{
// rank by volatility-adjusted momentum and pick top 20% (top-100)
var topRankedInstruments = constituents
// FIXME: how exactly are we multiplying the regression slope with R2?
.OrderByDescending(i => (Math.Exp(252.0 * indicators[i].regression.Slope[0]) - 1.0) * indicators[i].regression.R2[0])
//.OrderByDescending(i => indicators[i].regression.Slope[0] * indicators[i].regression.R2[0])
.Take((int)Math.Round(TOP_PCNT / 100.0 * constituents.Count))
.ToList();
// disqualify
// - trading below 100-day moving average
// - maximum move > 15%
// FIXME: is maxMove > 1.0???
var availableInstruments = topRankedInstruments
.Where(i => i.Close[0] > indicators[i].avg100[0] &&
indicators[i].maxMove[0] < MAX_MOVE / 100.0)
.ToList();
// allocate capital until we run out of cash
var weights = Instruments
.ToDictionary(
i => i,
i => 0.0);
double availableCapital = 1.0;
int portfolioRisk = 0;
foreach (var i in availableInstruments)
{
// Clenow does not limit the total portfolio risk
if (portfolioRisk > RISK_TOTAL)
{
continue;
}
var currentWeight = NetAssetValue[0] > 0
? i.Position * i.Close[0] / NetAssetValue[0]
: 0.0;
var newWeight = Math.Min(Math.Min(availableCapital, MAX_PER_STOCK / 100.0),
RISK_PER_STOCK * 0.0001 / indicators[i].atr20[0] * i.Close[0]);
var w = allowNewEntries
? newWeight
: Math.Min(currentWeight, newWeight);
weights[i] = w;
availableCapital -= w;
portfolioRisk += RISK_PER_STOCK;
}
// perform customized money-management
ManageWeights(weights);
// submit trades
Alloc.LastUpdate = SimTime[0];
Alloc.Allocation.Clear();
foreach (var i in Instruments)
{
if (weights[i] > 0.005)
{
Alloc.Allocation[i] = weights[i];
}
var targetShares = (int)Math.Round(NetAssetValue[0] * weights[i] / i.Close[0]);
i.Trade(targetShares - i.Position, OrderType.openNextBar);
}
if (!IsOptimizing && (EndTime - SimTime[0]).TotalDays < 30)
{
string message = constituents
.Where(i => weights[i] != 0.0)
.Aggregate(string.Format("{0:MM/dd/yyyy}: ", SimTime[0]),
(prev, i) => prev + string.Format("{0}={1:P2} ", i.Symbol, weights[i]));
Output.WriteLine(message);
}
}
// create charts
if (!IsOptimizing && TradingDays > 0)
{
_plotter.AddNavAndBenchmark(this, benchmark.Instrument);
//_plotter.AddStrategyHoldings(this, universeConstituents);
// plot strategy exposure
_plotter.SelectChart("Strategy Exposure", "Date");
_plotter.SetX(SimTime[0]);
_plotter.Plot("Stock Exposure", constituents.Sum(i => i.Position * i.Close[0]) / NetAssetValue[0]);
_plotter.Plot("Number of Stocks", constituents.Where(i => i.Position != 0).Count());
if (Alloc.LastUpdate == SimTime[0])
{
_plotter.AddTargetAllocationRow(Alloc);
}
#if true
_plotter.SelectChart("Clenow-style Chart", "Date");
_plotter.SetX(SimTime[0]);
_plotter.Plot(Name, NetAssetValue[0] / Globals.INITIAL_CAPITAL);
_plotter.Plot(sp500.Instrument.Name, sp500.Instrument.Close[0] / sp500Initial);
_plotter.Plot(sp500.Instrument.Name + " 200-day moving average", sp500.Instrument.Close.SMA(200)[0] / sp500Initial);
_plotter.Plot("Cash", Cash / NetAssetValue[0]);
#endif
}
if (IsDataSource)
{
var v = 10.0 * NetAssetValue[0] / Globals.INITIAL_CAPITAL;
yield return(Bar.NewOHLC(
this.GetType().Name, SimTime[0],
v, v, v, v, 0));
}
}
//========== post processing ==========
if (!IsOptimizing)
{
_plotter.AddTargetAllocation(Alloc);
_plotter.AddOrderLog(this);
_plotter.AddPositionLog(this);
_plotter.AddPnLHoldTime(this);
_plotter.AddMfeMae(this);
_plotter.AddParameters(this);
}
FitnessValue = this.CalcFitness();
}
private async Task CreateCommunity()
{
UserInfo1 = await CreateTestUser();
UserInfo2 = await CreateTestUser();
UserInfo3 = await CreateTestUser();
var community1Id = Guid.NewGuid().ToString();
var community2Id = Guid.NewGuid().ToString();
var community3Id = Guid.NewGuid().ToString();
var bar1 = new Bar()
{
Id = Guid.NewGuid().ToString(),
CommunityId = community1Id
};
await Database.Save(bar1);
Community1 = new Community()
{
Id = community1Id,
Name = "Test Community",
DefaultBarId = bar1.Id
};
await Database.Save(Community1);
var bar2 = new Bar()
{
Id = Guid.NewGuid().ToString(),
CommunityId = community2Id
};
await Database.Save(bar2);
Community2 = new Community()
{
Id = community2Id,
Name = "Test Community 2",
DefaultBarId = bar2.Id
};
await Database.Save(Community2);
var bar3 = new Bar()
{
Id = Guid.NewGuid().ToString(),
CommunityId = community3Id
};
await Database.Save(bar3);
Community3 = new Community()
{
Id = community3Id,
Name = "Test Community 3",
DefaultBarId = bar3.Id
};
await Database.Save(Community3);
var member = new Member()
{
Id = Guid.NewGuid().ToString(),
CommunityId = Community1.Id,
UserId = UserInfo1.Id,
State = MemberState.Active,
Role = MemberRole.Manager
};
await Database.Save(member);
member = new Member()
{
Id = Guid.NewGuid().ToString(),
CommunityId = Community2.Id,
UserId = UserInfo1.Id,
State = MemberState.Invited,
Role = MemberRole.Member
};
await Database.Save(member);
member = new Member()
{
Id = Guid.NewGuid().ToString(),
CommunityId = Community3.Id,
UserId = UserInfo1.Id,
State = MemberState.Active,
Role = MemberRole.Member
};
await Database.Save(member);
member = new Member()
{
Id = Guid.NewGuid().ToString(),
CommunityId = Community1.Id,
UserId = UserInfo2.Id,
State = MemberState.Active,
Role = MemberRole.Member
};
await Database.Save(member);
member = new Member()
{
Id = Guid.NewGuid().ToString(),
CommunityId = Community2.Id,
UserId = UserInfo2.Id,
State = MemberState.Uninvited,
Role = MemberRole.Member
};
await Database.Save(member);
}
public void Add(string series, Bar bar)
{
DataManager.Add(this, series, bar);
}
public async Task ReturnsOnlyUndeletedRecords()
{
var options = Utils.GetOptions(nameof(ReturnsOnlyUndeletedRecords));
var barList = new List <Bar>();
for (int i = 1; i <= 3; i++)
{
var bar = new Bar()
{
Name = "BestBar" + i,
Rating = 4,
TimesRated = 1,
ImageSrc = null,
IsDeleted = false,
Address = "Street " + i,
Country = "България",
District = "District " + i,
Email = "*****@*****.**",
Phone = "+ " + i + "8888888",
Town = "София",
LocationId = null,
};
if (i % 2 != 0)
{
bar.IsDeleted = true;
}
barList.Add(bar);
}
using (var context = new BCcontext(options))
{
await context.Bars.AddRangeAsync(barList);
await context.SaveChangesAsync();
}
var mockMapper = new Mock <IBarMapper>();
mockMapper.Setup((x) => x.MapEntityToDTO(It.IsAny <Bar>()))
.Returns((Bar b) => new BarDTO()
{
Id = b.Id,
Name = b.Name,
Rating = b.Rating,
TimesRated = b.TimesRated,
ImageSrc = b.ImageSrc,
IsDeleted = b.IsDeleted,
Address = b.Address,
Country = b.Country,
District = b.District,
Email = b.Email,
LocationId = b.LocationId,
Phone = b.Phone,
Town = b.Town
});
var http = new Mock <IHttpClientFactory>();
var coctailMapper = new Mock <ICocktailMapper>();
//Act & Assert
using (var context = new BCcontext(options))
{
var sut = new BarsService(context, mockMapper.Object, http.Object, coctailMapper.Object);
var result = await sut.GetBestBarsAsync();
Assert.AreEqual(result.Count(), 1);
Assert.AreEqual(result.Any(b => b.IsDeleted == true), false);
}
}
/// <summary>
/// Required method for Designer support - do not modify
/// the contents of this method with the code editor.
/// </summary>
private void InitializeComponent()
{
System.Resources.ResourceManager resources = new System.Resources.ResourceManager(typeof(ProjectExplorer));
this.barManager1 = new DevExpress.XtraBars.BarManager();
this.bar1 = new DevExpress.XtraBars.Bar();
this.barStaticItem1 = new DevExpress.XtraBars.BarStaticItem();
this.barFileView = new DevExpress.XtraBars.BarCheckItem();
this.barObjectView = new DevExpress.XtraBars.BarCheckItem();
this.barButtonItem1 = new DevExpress.XtraBars.BarButtonItem();
this.barButtonItem2 = new DevExpress.XtraBars.BarButtonItem();
this.barButtonItem3 = new DevExpress.XtraBars.BarButtonItem();
this.barDockControlTop = new DevExpress.XtraBars.BarDockControl();
this.barDockControlBottom = new DevExpress.XtraBars.BarDockControl();
this.barDockControlLeft = new DevExpress.XtraBars.BarDockControl();
this.barDockControlRight = new DevExpress.XtraBars.BarDockControl();
this.barButtonItem4 = new DevExpress.XtraBars.BarButtonItem();
this.barButtonItem5 = new DevExpress.XtraBars.BarButtonItem();
this.tagTree = new Prometheus.Controls.MultiSyncTreeView();
this.tagContainerPopup = new DevExpress.XtraBars.PopupMenu();
this.tagObjectPopup = new DevExpress.XtraBars.PopupMenu();
this.baseTagPopup = new DevExpress.XtraBars.PopupMenu();
this.barButtonItem6 = new DevExpress.XtraBars.BarButtonItem();
((System.ComponentModel.ISupportInitialize)(this.barManager1)).BeginInit();
((System.ComponentModel.ISupportInitialize)(this.tagContainerPopup)).BeginInit();
((System.ComponentModel.ISupportInitialize)(this.tagObjectPopup)).BeginInit();
((System.ComponentModel.ISupportInitialize)(this.baseTagPopup)).BeginInit();
this.SuspendLayout();
//
// barManager1
//
this.barManager1.Bars.AddRange(new DevExpress.XtraBars.Bar[] {
this.bar1
});
this.barManager1.DockControls.Add(this.barDockControlTop);
this.barManager1.DockControls.Add(this.barDockControlBottom);
this.barManager1.DockControls.Add(this.barDockControlLeft);
this.barManager1.DockControls.Add(this.barDockControlRight);
this.barManager1.Form = this;
this.barManager1.Items.AddRange(new DevExpress.XtraBars.BarItem[] {
this.barStaticItem1,
this.barFileView,
this.barObjectView,
this.barButtonItem1,
this.barButtonItem2,
this.barButtonItem3,
this.barButtonItem4,
this.barButtonItem5,
this.barButtonItem6
});
this.barManager1.MaxItemId = 12;
//
// bar1
//
this.bar1.BarName = "Custom 1";
this.bar1.DockCol = 0;
this.bar1.DockRow = 1;
this.bar1.DockStyle = DevExpress.XtraBars.BarDockStyle.Top;
this.bar1.LinksPersistInfo.AddRange(new DevExpress.XtraBars.LinkPersistInfo[] {
new DevExpress.XtraBars.LinkPersistInfo(this.barStaticItem1),
new DevExpress.XtraBars.LinkPersistInfo(this.barFileView),
new DevExpress.XtraBars.LinkPersistInfo(this.barObjectView),
new DevExpress.XtraBars.LinkPersistInfo(this.barButtonItem1, true),
new DevExpress.XtraBars.LinkPersistInfo(this.barButtonItem2),
new DevExpress.XtraBars.LinkPersistInfo(this.barButtonItem3)
});
this.bar1.OptionsBar.AllowQuickCustomization = false;
this.bar1.OptionsBar.DisableClose = true;
this.bar1.OptionsBar.DisableCustomization = true;
this.bar1.OptionsBar.DrawDragBorder = false;
this.bar1.OptionsBar.UseWholeRow = true;
this.bar1.Text = "Custom 1";
//
// barStaticItem1
//
this.barStaticItem1.Border = DevExpress.XtraEditors.Controls.BorderStyles.NoBorder;
this.barStaticItem1.Caption = "View: ";
this.barStaticItem1.Id = 0;
this.barStaticItem1.Name = "barStaticItem1";
this.barStaticItem1.TextAlignment = System.Drawing.StringAlignment.Near;
//
// barFileView
//
this.barFileView.Caption = "File View";
this.barFileView.Checked = true;
this.barFileView.Glyph = ((System.Drawing.Image)(resources.GetObject("barFileView.Glyph")));
this.barFileView.GroupIndex = 1;
this.barFileView.Id = 1;
this.barFileView.Name = "barFileView";
//
// barObjectView
//
this.barObjectView.Caption = "Object View";
this.barObjectView.Glyph = ((System.Drawing.Image)(resources.GetObject("barObjectView.Glyph")));
this.barObjectView.GroupIndex = 1;
this.barObjectView.Id = 2;
this.barObjectView.Name = "barObjectView";
//
// barButtonItem1
//
this.barButtonItem1.Caption = "barButtonItem1";
this.barButtonItem1.Glyph = ((System.Drawing.Image)(resources.GetObject("barButtonItem1.Glyph")));
this.barButtonItem1.Id = 6;
this.barButtonItem1.Name = "barButtonItem1";
//
// barButtonItem2
//
this.barButtonItem2.Caption = "barButtonItem2";
this.barButtonItem2.Glyph = ((System.Drawing.Image)(resources.GetObject("barButtonItem2.Glyph")));
this.barButtonItem2.Id = 7;
this.barButtonItem2.Name = "barButtonItem2";
//
// barButtonItem3
//
this.barButtonItem3.Caption = "barButtonItem3";
this.barButtonItem3.Glyph = ((System.Drawing.Image)(resources.GetObject("barButtonItem3.Glyph")));
this.barButtonItem3.Id = 8;
this.barButtonItem3.Name = "barButtonItem3";
//
// barButtonItem4
//
this.barButtonItem4.Caption = "Container Test Item";
this.barButtonItem4.Id = 9;
this.barButtonItem4.Name = "barButtonItem4";
//
// barButtonItem5
//
this.barButtonItem5.Caption = "Object Test Item";
this.barButtonItem5.Id = 10;
this.barButtonItem5.Name = "barButtonItem5";
//
// tagTree
//
this.tagTree.Anchor = ((System.Windows.Forms.AnchorStyles)((((System.Windows.Forms.AnchorStyles.Top | System.Windows.Forms.AnchorStyles.Bottom)
| System.Windows.Forms.AnchorStyles.Left)
| System.Windows.Forms.AnchorStyles.Right)));
this.tagTree.ImageIndex = -1;
this.tagTree.Location = new System.Drawing.Point(8, 32);
this.tagTree.Name = "tagTree";
this.tagTree.SelectedImageIndex = -1;
this.tagTree.ShowFiles = true;
this.tagTree.Size = new System.Drawing.Size(168, 328);
this.tagTree.TabIndex = 4;
//
// tagContainerPopup
//
this.tagContainerPopup.LinksPersistInfo.AddRange(new DevExpress.XtraBars.LinkPersistInfo[] {
new DevExpress.XtraBars.LinkPersistInfo(this.barButtonItem4)
});
this.tagContainerPopup.Manager = this.barManager1;
this.tagContainerPopup.Name = "tagContainerPopup";
//
// tagObjectPopup
//
this.tagObjectPopup.LinksPersistInfo.AddRange(new DevExpress.XtraBars.LinkPersistInfo[] {
new DevExpress.XtraBars.LinkPersistInfo(this.barButtonItem5)
});
this.tagObjectPopup.Manager = this.barManager1;
this.tagObjectPopup.Name = "tagObjectPopup";
//
// baseTagPopup
//
this.baseTagPopup.LinksPersistInfo.AddRange(new DevExpress.XtraBars.LinkPersistInfo[] {
new DevExpress.XtraBars.LinkPersistInfo(this.barButtonItem6)
});
this.baseTagPopup.Manager = this.barManager1;
this.baseTagPopup.Name = "baseTagPopup";
//
// barButtonItem6
//
this.barButtonItem6.Caption = "This is definately a base tag!";
this.barButtonItem6.Glyph = ((System.Drawing.Image)(resources.GetObject("barButtonItem6.Glyph")));
this.barButtonItem6.Id = 11;
this.barButtonItem6.Name = "barButtonItem6";
//
// ProjectExplorer
//
this.Controls.Add(this.tagTree);
this.Controls.Add(this.barDockControlLeft);
this.Controls.Add(this.barDockControlRight);
this.Controls.Add(this.barDockControlBottom);
this.Controls.Add(this.barDockControlTop);
this.Name = "ProjectExplorer";
this.Size = new System.Drawing.Size(184, 368);
((System.ComponentModel.ISupportInitialize)(this.barManager1)).EndInit();
((System.ComponentModel.ISupportInitialize)(this.tagContainerPopup)).EndInit();
((System.ComponentModel.ISupportInitialize)(this.tagObjectPopup)).EndInit();
((System.ComponentModel.ISupportInitialize)(this.baseTagPopup)).EndInit();
this.ResumeLayout(false);
}
public void Add(Bar bar)
{
DataManager.Add(this, bar);
}
public Foo()
{
StaticBar = new Bar();
}
protected override sealed TNotNamed NumbersTest<T>(ref Foo foo, out Bar @class, params ArrayOfSomething[] somethings) where T : event, IDisposable, IFoo {
/// <summary>
/// refer: https://www.cnblogs.com/kulong995/p/5237796.html
/// </summary>
/// <returns></returns>
public static string TemperatureBar()
{
ChartOption option = new ChartOption();
option.Title().Text("温度计式图表").Subtext("Form ExcelHome").
Sublink("http://e.weibo.com/1341556070/AizJXrAEa");
option.ToolTip().Trigger(TriggerType.axis)
// 原作者嘅 code，好似有 bug，暫時取消
//.Formatter(new JRaw(@"function (params){
// return params[0].name + '<br/>'
// + params[0].seriesName + ' : ' + params[0].value + '<br/>'
// + params[1].seriesName + ' : ' + (params[1].value + params[0].value);
// }"))
.AxisPointer().Type(AxisPointType.shadow);
option.Legend().Data("Acutal", "Forecast");
Feature feature = new Feature();
feature.Mark().Show(true);
feature.DataView().Show(true).ReadOnly(false);
feature.Restore().Show(true);
feature.SaveAsImage().Show(true);
option.ToolBox().Show(true).SetFeature(feature);
option.Grid().Y(80).Y2(30);
CategoryAxis x = new CategoryAxis();
x.Data("Cosco", "CMA", "APL", "OOCL", "Wanhai", "Zim");
option.XAxis(x);
ValueAxis y = new ValueAxis();
y.BoundaryGap(new List <double>()
{
0, 0.1
});
option.YAxis(y);
var tomatoStyle = new ItemStyle();
tomatoStyle.Normal().Color("tomato").BarBorderRadius(0)
.BarBorderColor("tomato").BarBorderWidth(6)
.Label().Show(true).Position(StyleLabelType.insideTop);
Bar b1 = new Bar("Acutal");
b1.Stack("sum");
b1.SetItemStyle(tomatoStyle);
b1.Data(260, 200, 220, 120, 100, 80);
var forecastStyle = new ItemStyle();
var pattern = @"(""(?:[^""\\]|\\.)*"")|\s+"; // remove space and CRLF
var raw = @"function (params) {for (var i = 0, l = option.xAxis[0].data.length; i < l; i++) {if (option.xAxis[0].data[i] == params.name) {return option.series[0].data[i] + params.value;}}}";
var formatter = string.Format(@"eval(""{0}"")", raw);
var tmp = new JRaw(raw);
//! HACK: Formatter 去到 EChartsBox.html script 會出 JSON.parse error
forecastStyle.Normal().Color("#fff").BarBorderRadius(0)
.BarBorderColor("tomato").BarBorderWidth(6)
.Label().Show(true).Position(StyleLabelType.top)
.Formatter(new JRaw(@"function (params) {
for (var i = 0, l = option.xAxis[0].data.length; i < l; i++) {
if (option.xAxis[0].data[i] == params.name) {
return option.series[0].data[i] + params.value;
}
}
}"))
//.Formatter(new JRaw(formatter))
.TextStyle().Color("tomato");
Bar b2 = new Bar("Forecast");
b2.Stack("sum");
b2.SetItemStyle(forecastStyle);
b2.Data(40, 80, 50, 80, 80, 70);
option.Series(b1, b2);
var result = JsonHelper.ObjectToJson2(option);
return(result);
}
public unsafe void TestCodeGeneration()
{
#pragma warning disable 0168 // warning CS0168: The variable `foo' is declared but never used
#pragma warning disable 0219 // warning CS0219: The variable `foo' is assigned but its value is never used
using (var changedAccessOfInheritedProperty = new ChangedAccessOfInheritedProperty())
{
Assert.That(changedAccessOfInheritedProperty.Property, Is.EqualTo(2));
}
Foo.NestedAbstract a;
var renamedEmptyEnum = Foo.RenamedEmptyEnum.EmptyEnum1;
using (var foo = new Foo())
{
Bar bar = foo;
Assert.IsTrue(Bar.Item.Item1 == bar);
using (var hasOverloadsWithDifferentPointerKindsToSameType =
new HasOverloadsWithDifferentPointerKindsToSameType())
{
hasOverloadsWithDifferentPointerKindsToSameType.Overload(foo, 0);
using (var foo2 = new Foo2())
hasOverloadsWithDifferentPointerKindsToSameType.Overload(foo2, 0);
}
}
using (var overridesNonDirectVirtual = new OverridesNonDirectVirtual())
{
using (var foo = new Foo())
{
Assert.That(overridesNonDirectVirtual.RetInt(foo), Is.EqualTo(3));
Assert.That(foo.FooPtr, Is.EqualTo(1));
}
}
using (var derivedFromTemplateInstantiationWithVirtual = new DerivedFromTemplateInstantiationWithVirtual())
{
}
using (var hasProtectedEnum = new HasProtectedEnum())
{
}
using (var hasPropertyNamedAsParent = new HasPropertyNamedAsParent())
{
hasPropertyNamedAsParent.hasPropertyNamedAsParent.GetHashCode();
}
EnumWithUnderscores e = EnumWithUnderscores.lOWER_BEFORE_CAPITAL;
e = EnumWithUnderscores.UnderscoreAtEnd;
e = EnumWithUnderscores.CAPITALS_More;
e = EnumWithUnderscores.UsesDigits1_0;
e.GetHashCode();
ItemsDifferByCase itemsDifferByCase = ItemsDifferByCase.Case_a;
itemsDifferByCase = ItemsDifferByCase.CaseA;
itemsDifferByCase.GetHashCode();
new AmbiguousParamNames(0, 0).Dispose();
Common.SMallFollowedByCapital();
Common.IntegerOverload(0);
Common.IntegerOverload((uint)0);
Common.TakeVoidStarStar(null);
Common.OverloadPointer(IntPtr.Zero, 1);
using (new DerivedFromSecondaryBaseWithIgnoredVirtualMethod()) { }
#pragma warning restore 0168
#pragma warning restore 0219
}
