public void ThrowIfNotInitialized() { var strategy = new GridSearchOptimizationStrategy(); Assert.Throws <InvalidOperationException>(() => { strategy.PushNewResults(OptimizationResult.Initial); }); }
public void SinglePoint(decimal step) { var args = new HashSet <OptimizationParameter>() { new OptimizationStepParameter("ema-fast", 0, 0, step), new OptimizationStepParameter("ema-slow", 0, 0, step), new OptimizationStepParameter("ema-custom", 1, 1, step) }; _strategy.Initialize(new Target("Profit", new Maximization(), null), new List <Constraint>(), args, new StepBaseOptimizationStrategySettings()); _strategy.NewParameterSet += (s, parameterSet) => { Assert.AreEqual(0, parameterSet.Value["ema-fast"].ToDecimal()); Assert.AreEqual(0, parameterSet.Value["ema-slow"].ToDecimal()); Assert.AreEqual(1, parameterSet.Value["ema-custom"].ToDecimal()); }; _strategy.PushNewResults(OptimizationResult.Initial); }