public static void TestCorrectedExtremumsFast(string toolName, int startStop, int endStop, int stopStep,
int startTrStop, int endTrStop, int trStopStep, int pegTopSize)
{
var repository = new HistoryRepository(toolName, false);
var headers = new List <string> {
"Stop", "Trailing stop", "Breakeven size"
};
headers.AddRange(TradesResult.GetHeaders());
var table = new List <List <string> >();
for (int stop = startStop; stop <= endStop; stop += stopStep)
{
for (int trStop = Math.Max(startTrStop, stop); trStop <= endTrStop; trStop += trStopStep)
{
for (double breakevenSize = 0.0; breakevenSize <= 0.61; breakevenSize += 0.2)
{
var strat = new CorrectedExtremumStrategy(stop, pegTopSize, breakevenSize, trStop);
var result = strat.Run(repository.Days);
result.PrintDepo(@"depo\" + stop.ToString("D4") + "_" + trStop.ToString("D4") + "_" +
((int)(100 * breakevenSize)).ToString("D2") + ".txt");
var currentText = new List <string> {
stop.ToString(), trStop.ToString(), breakevenSize.ToEnString()
};
currentText.AddRange(result.GetTableRow());
table.Add(currentText);
}
}
}
TablesWriter.PrintExcel("out.xlsx", headers, table);
}
private HiPOSDetailsListListModel GetDataList(string StoreName, DateTime startDate, DateTime endDate)
{
decimal num = default(decimal);
HiPOSDetailsListListModel hiPOSDetailsListListModel = new HiPOSDetailsListListModel();
SiteSettings masterSettings = SettingsManager.GetMasterSettings();
HiPOSHelper hiPOSHelper = new HiPOSHelper();
string format = "yyyyMMdd";
TradesResult hishopTrades = hiPOSHelper.GetHishopTrades(masterSettings.HiPOSAppId, masterSettings.HiPOSMerchantId, StoreName, startDate.ToString(format), endDate.ToString(format), base.CurrentPageIndex, base.CurrentPageSize);
if (hishopTrades.error == null)
{
List <StoreResponse> list = hishopTrades.merchant_trades_response.detail.ToList();
num = list.Sum((StoreResponse r) => r.count);
hiPOSDetailsListListModel.rows = new List <Dictionary <string, object> >();
foreach (StoreResponse item in list)
{
string systemStoreId = this.GetSystemStoreId(item.name);
Dictionary <string, object> dictionary = item.ToDictionary();
dictionary["total"] = dictionary["total"].ToDecimal(0).F2ToString("f2");
dictionary.Add("systemStoreId", systemStoreId);
dictionary.Add("DeviceCount", item.devices.Count());
foreach (DeviceResponse device in item.devices)
{
device.total = device.total.F2ToString("f2").ToDecimal(0);
}
hiPOSDetailsListListModel.rows.Add(dictionary);
}
}
hiPOSDetailsListListModel.sum_amount = hishopTrades.merchant_trades_response.total.F2ToString("f2").ToDecimal(0);
hiPOSDetailsListListModel.total = num.ToInt(0);
hiPOSDetailsListListModel.recordcount = hishopTrades.merchant_trades_response.items_count;
return(hiPOSDetailsListListModel);
}
public void AddRow(TradeParams parameters, TradesResult result)
{
var row = parameters.GetTableRow(paramsFieldNames)
.Concat(result.GetTableRow(resultsFieldNames))
.ToList();
table.Add(row);
}
public TradesResult Run(List <Day> days)
{
var result = new TradesResult();
foreach (var day in days)
{
var profit = GetDaysDeal(day.FiveMins);
if (profit == null)
{
continue;
}
result.AddDeal(profit);
}
return(result);
}
public static TradesResult TestTakeProfit(List <List <Tick> > candles, uint timeOffset, int exitMovingSize, int stopLoss, int takeProfit)
{
if (timeOffset > TimeFrame)
{
throw new Exception("Bad time offset");
}
var tradesResult = new TradesResult();
foreach (var candle in candles)
{
int dealResult = GetCandleResult(candle, timeOffset, exitMovingSize, stopLoss, takeProfit);
if (dealResult == -1)
{
continue;
}
tradesResult.AddDeal(dealResult);
}
return(tradesResult);
}
public static string GetValue(string fieldName, TradesResult result) => mapper[fieldName](result);
public void PrintDepoWithParamsName(TradeParams parameters, TradesResult result)
{
string filename = GetFilenameByParams(parameters);
File.WriteAllLines(Path.Combine(outputPath, depoPrintsDir, filename), result.GetDepositSizes().Select(s => s.ToString()));
}
