static void Main(string[] args) { Strat strat = new Strat("cPrJiV2qrzcg4FH4xv54F6Ko5Eq8QkbygLjUhbfHVEg9Zp2QpyzR", Network.TestNet); Console.WriteLine("Press a key to exit"); Console.Read(); }
//function for coordinating junction public void CoordinateJunctions(int ToD, int[] PreviousStage, Returner ReturnerVariables) { foreach (JunctionAgent JA in Junctions) { JA.MediateAuction(ToD, PreviousStage, ReturnerVariables); } Strat.ProcessZone(this, ToD, PreviousStage, ReturnerVariables); //WriteBidsDataBase(ToD); //WriteSITDataBase(ToD); }
/// <summary> /// Returns the number of tries that are logically expected to be attempted before a success for the provided strat. /// </summary> /// <param name="strat"></param> /// <returns></returns> public int NumberOfTries(Strat strat) { if (strat.Notable && TriesByStrat.TryGetValue(strat.Name, out int tries)) { return(tries); } else { return(1); } }
//*class function public void GenerateBid(int ToD) { foreach (LaneAgent LA in Lanes) { LA.PopulateAgentData(ToD); //AH's function LA.GenerateBidTurns(); //AH's function //LA.PullDataAtTime(ToD); //SB's original function //LA.GenerateBid(); //SB's original function } Strat.ProcessStage(this); }
//*Function for mediating the auction public void MediateAuction(int ToD, int[] PreviousStage, Returner ReturnerVariables) { AllPhases.Clear(); foreach (StageAgent SA in Stages) { SA.GenerateBid(ToD); foreach (double PhaseBid in SA.LanePhases) { AllPhases.Add(PhaseBid); } } Strat.ProcessJunction(this, PreviousStage, ReturnerVariables); }
public void Test1() { LesPaul lesPaul = new LesPaul(); Console.WriteLine(lesPaul.PlaySolo("Playing a solo")); //Console.WriteLine(lesPaul.PlayRhythm("Playing rhythm")); Strat strat = new Strat(); Console.WriteLine(((IGuitar)strat).PlaySolo("Playing my solo")); Console.WriteLine(((IAxe)strat).PlaySolo("Playing my solo")); }
public static KeyValuePair<ConstructGen<double>, ReturnsEval.DataSeriesEvaluator> getWE(Strat strat_) { var ret = pullFromDisk(getPath(strat_)); ret.Value.Name = strat_.ToString(); return ret; }
//Function to generate a bid public void GenerateBidTurns() { //Strat.ProcessLaneTurns(this); Strat.ProcessLane(this); }
public CarryBase(Strat strat_, ExcelOpt.CarryOptARgs carryArgs_) : base(strat_) { Args = carryArgs_; }
public static void UpdateToDisk(Strat strat) { Logger.Debug(string.Format("Attempting to update {0} backtest to disk", strat), typeof (BacktestHelper)); UpdateToDisk(Runners.RunnerFactory.GetRunner(strat)); }
public EnvironmentImpactedBase(Strat strat_, Calculator calculator_) : base(strat_) { EnvironCalc = calculator_; }
protected EnvironBacktestBase(Strat thisStrat_, Calculator calculator_) : base(thisStrat_) { Calculator = calculator_; }
private void PlayTurn() { if (Deck.IsEmpty) { return; } int colourGuess = Strat.ChooseColour(Deck); Card dealtCard1 = Deck.DealRandomCard(); if (colourGuess != dealtCard1.Colour) { DrinksTaken++; return; } if (Deck.IsEmpty) { return; } int highLowGuess = Strat.ChooseHighLow(dealtCard1, Deck); Card dealtCard2 = Deck.DealRandomCard(); if ((highLowGuess == Strategy.HL_HIGH && !dealtCard2.IsHigherThan(dealtCard1)) || (highLowGuess == Strategy.HL_LOW && !dealtCard2.IsLowerThan(dealtCard1)) || (highLowGuess == Strategy.HL_EQUAL && !dealtCard2.HasSameRankAs(dealtCard1))) { DrinksTaken++; return; } if (Deck.IsEmpty) { return; } int inOutGuess = Strat.ChooseInOut(dealtCard1, dealtCard2, Deck); Card dealtCard3 = Deck.DealRandomCard(); if ((highLowGuess == Strategy.IO_IN && !dealtCard3.IsInside(dealtCard1, dealtCard2)) || (highLowGuess == Strategy.IO_OUT && !dealtCard3.IsOutside(dealtCard1, dealtCard2)) || (highLowGuess == Strategy.IO_ON && dealtCard3.IsOnTopOf(dealtCard1, dealtCard2))) { DrinksTaken++; return; } if (Deck.IsEmpty) { return; } bool faceGuess = Strat.ChooseHasFace(Deck); if (Deck.DealRandomCard().IsFace != faceGuess) { DrinksTaken++; return; } if (Deck.IsEmpty) { return; } int suitGuess = Strat.ChooseSuit(Deck); if (Deck.DealRandomCard().Suit != suitGuess) { DrinksTaken++; return; } WonGame = true; return; }
/// <summary> /// Positions the in-game state at the provided node. This node should be inside the current room. /// </summary> /// <param name="nodeToVisit">The node to go to</param> /// <param name="strat">The strat through which the node is being reached. Can be null. If not null, only makes sense if /// it's on a link that connects previous node to new node.</param> public void ApplyVisitNode(RoomNode nodeToVisit, Strat strat) { InRoomState.ApplyVisitNode(nodeToVisit, strat); }
public RVOLBase(ExcelOpt.RVOLOpt.RVolOptArgs args_, Strat strat_) : base(strat_) { RVOLArgs = args_; }
public static void DisplayAvgFlow(Strat strat_) { DisplayAvgFlow(getWE(strat_).Key, string.Format("{0} average flow", EnumDescriptionAttribute.GetDescription(strat_))); }
public BacktestBase(Strat stratCode_) { StrategyCode = stratCode_; }
public BackTestDB(Strat strat_, string strategyCodeDB_) : base(strat_) { DBStratCode = strategyCodeDB_; }
public static IBacktest GetRunner(Strat strat_) { IBacktest ret = null; switch (strat_) { case Strat.Carry_ExMyrINR: ret = new Carry_ExMyrINR(); break; case Strat.Carry_FullUniverse: ret = new CarryFullUniverse(); break; case Strat.Carry_FullUniverse_USDflat: ret = new Carry_USDFlat(); break; case Strat.Carry_FullUniverse_USDflat_10: ret = new Carry_USDFlat_10(); break; case Strat.Carry_FullUniverse_USDflat_15: ret = new Carry_USDFlat_15(); break; case Strat.Carry_FullUniverse_USDflat_20: ret = new Carry_USDFlat_20(); break; case Strat.Carry_FullUniverse_USDflat_100: ret = new Carry_USDFlat_100(); break; case Strat.Carry_FullUniverse_USDflat_5_20: ret = new Carry_USDFlat_5_20(); break; case Strat.Carry_FullUniverse_USDflat_ExcludeVolBreakout_1: ret = new CarryExcludeVolBreakout(); break; case Strat.Carry_FullUniverse_USDFlat_ExcludeVolBreakout_1_Context: ret = new CarryExcludeVolBreakout_Context(); break; case Strat.Carry_FullUniverse_USDflat_ExcludeVolBreakout_2: ret = new CarryExcludeVolBreakout2(); break; case Strat.Carry_FullUniverse_USDFlat_ExcludeVolBreakout_2_Context: ret = new CarryExcludeVolBreakout2_Context(); break; case Strat.Carry_FullUniverse_USDflat_FXVol1M: ret = new Carry_USDFlat_FXVol(); break; case Strat.Carry_FullUniverse_USDflat_FIVol: ret = new Carry_USDFlat_FIVol(); break; case Strat.Carry_FullUniverse_USDflat_OutATMVols_pt7: ret = new Carry_USDFlat_ATMVols_pt7(); break; case Strat.DB_Carry: ret = new BackTestDB(strat_, "Carry"); break; case Strat.DB_Carry_2VaR: ret = new Carry_DB_2VaR(); break; case Strat.DB_ECEM_D15: ret=new BackTestDB(strat_,"EQCEM1"); break; case Strat.DB_ECEM_D27: ret = new BackTestDB(strat_, "EQCEM2"); break; case Strat.DB_ECEM_RV17: ret = new BackTestDB(strat_, "ECEMRV"); break; case Strat.DB_ECEM_RV27: ret = new BackTestDB(strat_, "ECEMRV1"); break; case Strat.DB_ECG10_AD: ret = new BackTestDB(strat_, "ECG10AD"); break; case Strat.DB_ECG10_D10: ret = new BackTestDB(strat_, "EQC2"); break; case Strat.DB_ECG10_D5: ret = new BackTestDB(strat_, "ECORR"); break; case Strat.DB_ECG10_RV17: ret = new BackTestDB(strat_, "ECG10RV1"); break; case Strat.DB_ECG10_RV7: ret = new BackTestDB(strat_, "ECG10RV"); break; case Strat.DB_IRM2: ret = new BackTestDB(strat_, "IRM2"); break; case Strat.DB_IRM2ACC: ret = new BackTestDB(strat_, "IRM2 ACC"); break; case Strat.DB_IRM5: ret = new BackTestDB(strat_, "IRM5"); break; case Strat.DB_IRM5ACC: ret = new BackTestDB(strat_, "IRM5 ACC"); break; case Strat.DB_IRM10: ret = new BackTestDB(strat_, "IRM10"); break; case Strat.DB_MR: ret = new BackTestDB(strat_, "EMMR"); break; case Strat.DB_Tech5: ret = new BackTestDB(strat_, "Tech 5"); break; case Strat.DB_Tech13: ret = new BackTestDB(strat_, "Tech 13"); break; case Strat.DB_Tech16: ret = new BackTestDB(strat_, "Tech 16"); break; case Strat.DB_Tech27: ret = new BackTestDB(strat_, "Tech 27"); break; case Strat.RVOL: ret = new RVOL.RVOL_NoFlip_G10_EM(); break; case Strat.RVOL_NoJPYMYRINR: ret = new RVOL.RVOL_NoFlip_G10_EM_NoJPYMYRINR(); break; case Strat.RVOL_NDF2: ret = new RVOL.RVOL_NoFlip_G10_EM_NDF2(); break; case Strat.RVOL_ExclCorr_r1: ret = new RVOL.RVOL_NoFlip_G10_EM_ExclCorr_r1(); break; case Strat.RVOL_ExclCorr_pct10: ret = new RVOL.RVOL_NoFlip_G10_EM_ExclCorr_pct10(); break; case Strat.RVOL_FlipDXY21: ret = new RVOL.RVOL_FlipDXY21_G10_EM(); break; case Strat.RVOL_G10: ret = new RVOL.RVOL_G10(); break; case Strat.RVOL_EM: ret = new RVOL.RVOL_EM(); break; case Strat.RVOL_USDflat_SF: ret = new RVOL.RVOL_USDflat_SF(); break; case Strat.Scratchpad: ret = new ScratchPad(); break; case Strat.CommodBreakout: ret = new BreakOutOptEqualER(); break; case Strat.CommodsBreakout_VolEER: ret = new BreakoutLTVolER(); break; case Strat.CommodsBreakout_ScratchPad: ret = new BreakoutScratchPad(); break; case Strat.FXBreakout_AsiaIncG10: ret = new Breakout.AsiaIncG10Raw(); break; case Strat.FxBreakout_CEEMEA: ret = new Breakout.CEEMEARaw(); break; case Strat.FXBreakout_Americas: ret = new Breakout.Americas(); break; default: Logger.Warn(string.Format("Runner for '{0}' has not been set up in factory", strat_), typeof (RunnerFactory)); break; } return ret; }
public static void CompareResults(Strat[] strats_) { var results = new BindingList<Backtest.SimResultGen<Strat>>(); foreach(var s in strats_) { var we = getWE(s); if (we.Value == null) continue; var eval = we.Value; var wts = we.Key; results.Add(new Backtest.SimResultGen<Strat>(s, wts, eval)); } var grid = new SI.Controls.BoundInfraGrid(); grid.Bind(results); grid.AddClickHandler("Sharpe", (a, b) => { ((Backtest.SimResultGen<Strat>)b.ListObject).Perf.Display(); }); grid.AddClickHandler("NumRebals", (a, b) => { ((Backtest.SimResultGen<Strat>)b.ListObject).Weights.DisplayInGrid("Weights"); }); grid.AddClickHandler("Stat", (a, b) => { ((Backtest.SimResultGen<Strat>)b.ListObject).WtsAnalyzer.Display("weights analysis"); }); grid.Grid.DisplayLayout.Bands[0].Columns["Param3"].Hidden = true; grid.Grid.DisplayLayout.Bands[0].Columns["Param4"].Hidden = true; grid.DisplayInShowForm("Comparison of results"); }
public bool IsStratEnabled(Strat strat) { // Non-notable strats are always enabled. Beyond that, strats are enabled by default unless disabled return(!strat.Notable || !DisabledStrats.Contains(strat.Name)); }
public static void CommitBacktest(Strat strat_, KeyValuePair<ConstructGen<double>, ReturnsEval.DataSeriesEvaluator> kvp_) { Logger.Debug(string.Format("Commiting {0} backtest to disk", strat_), typeof (BacktestHelper)); kvp_.WriteToDisk(getPath(strat_)); }
public MoveToNodeAction(string intent, SuperMetroidModel model, InGameState initialInGameState, Strat stratUsed, ExecutionResult executionResult) : base(intent, model, initialInGameState, executionResult) { StratUsed = stratUsed; }
private static string getPath(Strat strat_) { return string.Format(@"{0}\{1}.we", DIR, strat_); }