void RunMixUp()
{
SimInputData input = new SimInputData();
input.ReadStartDate = new DateTime(1990, 1, 1);
input.StartDate = new DateTime(2001, 1, 1);
input.EndDate = new DateTime(2011, 5, 1);
//input.EndDate = DateTime.Now;
input.InitInvestAmount = (long)100 * 100000000;
DefaultStrategy strategy = new DefaultStrategy("", input);
strategy.SetBaseAlloc(new StaticAlloc("SA", 0.33, 0.33, 0.34));
strategy.Build();
DollarPriceAdjustment dollarPriceAdj = new DollarPriceAdjustment(0.9);
KrxCreditDepositRateAdjustment cdAdj = new KrxCreditDepositRateAdjustment(new CreditPolicyWithMA(1.5));
KrxCreditDepositRateAdjustment cdAdj2 = new KrxCreditDepositRateAdjustment(new CreditPolicyWithUpDownMA(1.5));
MaeKoVolAdjustment maeAdj = new MaeKoVolAdjustment(1.2);
MaeBokRateAdjustment maeBokRateAdj = new MaeBokRateAdjustment(new BokRatePolicy_Static(), 1.0);
MacroAA_Adjustment macroAA_Adj = new MacroAA_Adjustment();
strategy.AddAdjustment(cdAdj2, "CD2");
strategy.AddAdjustment(maeAdj, "MaeKoVol");
strategy.AddAdjustment(maeBokRateAdj, "MaeBokRate");
strategy.AddAdjustment(macroAA_Adj, "MacroAA");
ExcelAdjustment deltaVol_Adj = new ExcelAdjustment("DeltaVolEqIrAdj_result.xlsx", "Sheet1", 1.5);
strategy.AddAdjustment(deltaVol_Adj, "DeltaVolEqIr");
//ExcelAdj deltaVolBase_Adj = new ExcelAdj("DeltaVolBaseEqIrAdj_result.xlsx", "Sheet1", 1.5);
//strategy.AddAdjustment(deltaVolBase_Adj, "DeltaVolBaseEqIr");
//ExcelAdj deltaVolAggr_Adj = new ExcelAdj("DeltaVolEqIrAggrAdj_result.xlsx", "Sheet1", 1.0);
//strategy.AddAdjustment(deltaVolAggr_Adj, "DeltaVolEqIrAggr");
//ExcelAdj deltaVolBaseAggr_Adj = new ExcelAdj("DeltaVolBaseEqIrAggrAdj_result.xlsx", "Sheet1", 1.5);
//strategy.AddAdjustment(deltaVolBaseAggr_Adj, "DeltaVolBaseEqIrAggr");
List<IResultHandler> resultHandlers = new List<IResultHandler>();
//resultHandlers.Add(new CsvOutHandler());
resultHandlers.Add(this);
Experiment experiment = new Experiment(strategy, resultHandlers);
experiment.Run();
}
void RunDefaultStrategyExperiment()
{
SimInputData input = new SimInputData();
input.StartDate = new DateTime(2001, 1, 1);
input.EndDate = DateTime.Now;
input.InitInvestAmount = 1000000000;
IStrategy strategy = new DefaultStrategy("Default", input);
strategy.Build();
List<IResultHandler> resultHandlers = new List<IResultHandler>();
//resultHandlers.Add(new CsvOutHandler());
resultHandlers.Add(this);
Experiment experiment = new Experiment(strategy, resultHandlers);
experiment.Run();
}
