public void AnalyseStrategy(DateTime?fromNullable, DateTime?toNullable)
{
Dictionary <int, ResetTimeAnalyzer> dictResp = new Dictionary <int, ResetTimeAnalyzer>();
double swap = 0;
if (ResetTimeAnalysis.SideAnalyser.Buy == Side && SwapCollection != null)
{
swap = SwapCollection.GetBuySwap(SymbolName);
}
if (ResetTimeAnalysis.SideAnalyser.Sell == Side && SwapCollection != null)
{
swap = SwapCollection.GetSellSwap(SymbolName);
}
InputData inDataAll = new InputData();
inDataAll.LoadFromDirectory(this.SourceDirectory, null);
DateTime from = fromNullable.HasValue ? fromNullable.Value : inDataAll.Data.First().DateTime;
DateTime to = toNullable.HasValue ? toNullable.Value : inDataAll.Data.Last().DateTime;
inDataAll = inDataAll.Select(from, to);
while (from < to)
{
InputData inData = inDataAll.Select(from, to);
if (inData.Data.Count == 0)
{
continue;
}
int countDiff = inDataAll.Data.Count - inData.Data.Count;
FuturePredictor fPredictor = new FuturePredictor(inData.Data);
List <StratergyParameterRange> ranges = new BuyLimitAndWaitConfigReader().GetRanges(new List <string>());
Dictionary <int, ResetTimeAnalyzer> dictRespTest = new Dictionary <int, ResetTimeAnalyzer>();
foreach (StrategyParameter currParam in ranges[0].GetAllParameters())
{
if (!dictResp.ContainsKey(currParam["TP"]))
{
dictResp.Add(currParam["TP"], new ResetTimeAnalyzer(currParam["TP"], 1 / 60d, fPredictor.Bids, fPredictor.Asks, 1, swap));
}
IEnumerable <int> buyArray, sellArray;
ResetTimeAnalysis.CalculatePoints(currParam, inData, fPredictor, countDiff, out buyArray, out sellArray);
dictResp[currParam["TP"]].Process(buyArray, sellArray);
}
from = from.AddDays(14);
}
ResetTimeScript rts = new ResetTimeScript(dictResp.Values.ToList(), "",
GetScriptDirectory(this.SymbolName, "", fromNullable, toNullable));;
rts.Save();
}
public void AnalyseAllPoints(DateTime?fromNullable, DateTime?toNullable)
{
InputData inDataAll = new InputData();
inDataAll.LoadFromDirectory(this.SourceDirectory, null);
DateTime from = fromNullable.HasValue ? fromNullable.Value : inDataAll.Data.First().DateTime;
DateTime to = toNullable.HasValue ? toNullable.Value : inDataAll.Data.Last().DateTime;
InputData inData = inDataAll.Select(from, to);
FuturePredictor fPredictor = new FuturePredictor(inData.Data);
List <StratergyParameterRange> ranges = new BuyLimitAndWaitConfigReader().GetRanges(new List <string>());
Dictionary <int, ResetTimeAnalyzer> dictResp = new Dictionary <int, ResetTimeAnalyzer>();
foreach (StrategyParameter currParam in ranges[0].GetAllParameters())
{
if (!dictResp.ContainsKey(currParam["TP"]) /*&& i++ < inData.Data.Count / 2*/)
{
string profitSymbol = ForexSuite.SymbolsManager.GetProfitSymbol(this.SymbolName);
double coefToUSD = ForexSuite.QuotesManager.ConvertCurrency(profitSymbol, "USD", inData.Data.Last().DateTime, ForexSuite.SymbolsManager.ValueFromPips(profitSymbol, 1));
dictResp.Add(currParam["TP"], new ResetTimeAnalyzer(currParam["TP"], 1 / 60d, fPredictor.Bids, fPredictor.Asks, coefToUSD));
IEnumerable <int> buyArray = null, sellArray = null;
switch (Side)
{
case ResetTimeAnalysis.SideAnalyser.Buy:
buyArray = Enumerable.Range(0, (inData.Data.Count - 1));
break;
default:
sellArray = Enumerable.Range(0, (inData.Data.Count - 1));
break;
}
dictResp[currParam["TP"]].Process(buyArray, sellArray);
}
}
ResetTimeScript rts = new ResetTimeScript(dictResp.Values.ToList(), "",
GetScriptDirectory(this.SymbolName, "AllPoints", fromNullable, toNullable));;
rts.Save();
}