static public OnePeriodResult Load(string path, DateTime startDateTime, int period)
{
OnePeriodResult result = new OnePeriodResult();
using (StreamReader strReader = new StreamReader(Path.Combine(path, "strategy_allData.csv")))
{
string[] strEquity = strReader.ReadLine().Replace("{", "").Replace("}", "").Trim().Split(new char[] { ',' });
int lastEquity = 0;
foreach (string currString in strEquity)
{
if (currString.Length == 0)
{
continue;
}
int currEquity = Int32.Parse(currString);
if (lastEquity == 0)
{
result.dictDayEquity.Add(startDateTime, 0);
}
else
{
result.dictDayEquity.Add(startDateTime, currEquity - lastEquity);
}
lastEquity = currEquity;
do
{
startDateTime = startDateTime.AddDays(1);
} while (startDateTime.DayOfWeek == DayOfWeek.Saturday);
}
}
return(result);
}
static public TestResult Load(string path, int learningPeriod, int testPeriod)
{
TestResult result = new TestResult();
foreach (string periodPath in Directory.GetDirectories(path))
{
string[] testParam = Path.GetFileName(periodPath).Split(new char[] { '_' });
DateTime dateTime = DateTime.ParseExact(testParam[0], "yyyyMMdd", CultureInfo.InvariantCulture);
result.listOnePeriodresult.Add(OnePeriodResult.Load(periodPath, dateTime, testPeriod));
}
return(result);
}
