Пример #1
0
        public void TestStrategies()
        {
            var gri = new PeriodicalGrowthRateIndicator(this._closePrice, 5);

            // Rules
            IRule buyingRule  = new CrossedUpIndicatorRule(gri, Decimal.Zero);
            IRule sellingRule = new CrossedDownIndicatorRule(gri, Decimal.Zero);

            var strategy = new Strategy(buyingRule, sellingRule);

            // Check trades
            var result    = _mockdata.Run(strategy).TradeCount;
            var expResult = 3;

            Assert.AreEqual(expResult, result);
        }
Пример #2
0
        public void testStrategies()
        {
            PeriodicalGrowthRateIndicator gri = new PeriodicalGrowthRateIndicator(this.closePrice, 5);

            // Rules
            IRule buyingRule  = new CrossedUpIndicatorRule(gri, Decimals.ZERO);
            IRule sellingRule = new CrossedDownIndicatorRule(gri, Decimals.ZERO);

            IStrategy strategy = new BaseStrategy(buyingRule, sellingRule);

            // Check trades
            int result    = seriesManager.Run(strategy).GetTradeCount();
            int expResult = 3;

            Assert.AreEqual(expResult, result);
        }
Пример #3
0
        public void setUp()
        {
            IIndicator <decimal> evaluatedIndicator = new FixeddecimalIndicator(8, 9, 10, 12, 9, 11, 12, 13);

            rule = new CrossedUpIndicatorRule(evaluatedIndicator, Decimals.TEN);
        }
 public virtual void SetUp()
 {
     _evaluatedIndicator = new FixedDecimalIndicator(8, 9, 10, 12, 9, 11, 12, 13);
     _rule = new CrossedUpIndicatorRule(_evaluatedIndicator, Decimal.Ten);
 }