public override void Reset()
{
// enable prompting of system parameters to user,
// so they do not have to recompile to change things
ParamPrompt.Popup(this, true, _black);
Int32 numOfInterval = 1;
BarInterval[] intervaltypes = new BarInterval[numOfInterval];
Int32[] intervalValues = new Int32[numOfInterval];
for (Int32 i = 0; i < numOfInterval; i++)
{
intervaltypes[i] = BarType;
intervalValues[i] = NumItemPerBar;
}
_blt = new BarListTracker(intervalValues, intervaltypes);
_blt.GotNewBar += new SymBarIntervalDelegate(blt_GotNewBar);
GenericParamUpdateHelper.updateParam(this, GenericParameter, false);
Hashtable SMAInputParamTmp = new Hashtable();
SMAInputParamTmp["lookbackperiod"] = _barsback;
SMAInputParamTmp["minmumsignallength"] = 1;
_SMAFromATSGlobalIndicator = new ATSGlobalIndicatorPersonal.SMA();
_SMAFromATSGlobalIndicator.Param = SMAInputParamTmp;
_SMAFromATSGlobalIndicator.Initializatin();
_isShutDown = false;
TotalProfit = 0m;
_pt.Clear();
}
public override void Reset()
{
// enable prompting of system parameters to user,
// so they do not have to recompile to change things
ParamPrompt.Popup(this, true, _black);
Int32 numOfInterval = 1;
BarInterval[] intervaltypes = new BarInterval[numOfInterval];
Int32[] intervalValues = new Int32[numOfInterval];
for (Int32 i = 0; i < numOfInterval; i++)
{
intervaltypes[i] = BarType;
intervalValues[i] = NumItemPerBar;
}
_blt = new BarListTracker(intervalValues, intervaltypes);
_blt.GotNewBar += new SymBarIntervalDelegate(blt_GotNewBar);
#region <在策略中实现从外部文件读取参数>
//传递优化参数或系统参数
GenericParamUpdateHelper.updateParam(this, GenericParameter, false);
if (File.Exists(SMAExternalParam))
{
DataTable paramTableInput = null;
StreamReader sr = new StreamReader(SMAExternalParam, Encoding.GetEncoding("GB18030"));
paramTableInput = CsvParser.Parse(sr, true);
sr.Close();
foreach (DataRow dr in paramTableInput.Rows)
{
if (paramTableInput.Columns.Contains("key") && paramTableInput.Columns.Contains("value"))
{
string tmpKey = dr["key"].ToString();
string tmpValue = dr["value"].ToString();
if (tmpKey == "genericparam")
{
GenericParameter = tmpValue;
}
//传递外部参数
GenericParamUpdateHelper.updateParam(this, GenericParameter, false);
}
}
}
#endregion
Hashtable SMAInputParamTmp = new Hashtable();
SMAInputParamTmp["lookbackperiod"] = _barsback;
SMAInputParamTmp["minmumsignallength"] = 1;
_SMAFromATSGlobalIndicator = new ATSGlobalIndicatorPersonal.SMA();
_SMAFromATSGlobalIndicator.Param = SMAInputParamTmp;
_SMAFromATSGlobalIndicator.Initializatin();
_isShutDown = false;
TotalProfit = 0m;
_pt.Clear();
}
public override void Reset() //对于新的一天来计算的时候要进行重置
{
// enable prompting of system parameters to user,
// so they do not have to recompile to change things
ParamPrompt.Popup(this, true, _black);
Int32 numOfInterval = 1;
BarInterval[] intervaltypes = new BarInterval[numOfInterval];
Int32[] intervalValues = new Int32[numOfInterval];
for (Int32 i = 0; i < numOfInterval; i++)
{
intervaltypes[i] = BarType;
intervalValues[i] = NumItemPerBar;
}
_blt = new BarListTracker(intervalValues, intervaltypes);
_blt.GotNewBar += new SymBarIntervalDelegate(blt_GotNewBar);
GenericParamUpdateHelper.updateParam(this, GenericParameter, false);
Hashtable ShortSMAInputParamTmp = new Hashtable(); //对于SMA indicator进行更新，用今天重新计算的SMA，而不用昨天
Hashtable LongSMAInputParamTmp = new Hashtable();
ShortSMAInputParamTmp["lookbackperiod"] = _shortbarsback;
LongSMAInputParamTmp["lookbackperiod"] = _shortbarsback + _incrementbarsback;
ShortSMAInputParamTmp["minmumsignallength"] = _shortbarsback;
LongSMAInputParamTmp["minmumsignallength"] = _shortbarsback + _incrementbarsback;
_ShortSMAFromATSGlobalIndicator = new ATSGlobalIndicatorPersonal.SMA();
_LongSMAFromATSGlobalIndicator = new ATSGlobalIndicatorPersonal.SMA();
_ShortSMAFromATSGlobalIndicator.Param = ShortSMAInputParamTmp;
_LongSMAFromATSGlobalIndicator.Param = LongSMAInputParamTmp;
_ShortSMAFromATSGlobalIndicator.Initializatin();
_LongSMAFromATSGlobalIndicator.Initializatin();
// reset the parameters of ATR
Hashtable ATRInputParamTmp = new Hashtable();
ATRInputParamTmp["lookbackperiod"] = _shortbarsback;
ATRInputParamTmp["minmumsignallength"] = 14;
_ATRFromATSGlobalIndicator = new ATSGlobalIndicatorPersonal.ATR();
_ATRFromATSGlobalIndicator.Param = ATRInputParamTmp;
_ATRFromATSGlobalIndicator.Initializatin();
//---------------------------------------------------------
_isShutDown = false;
TotalProfit = 0m;
_pt.Clear();
if (_shortbarsback != 34 || _incrementbarsback != 84)
{
Console.WriteLine("yo hey");
}
}