Пример #1
0
        public void HolidayEffectStrategyTest()
        {
            var data       = CreateMarketData();
            var parameters = new HolidayEffectParameters();

            var target = SimulateStrategy(data, x => x.Create(parameters));

            var actual = ToApprovedString(target);

            Approvals.Verify(actual);
        }
Пример #2
0
 public IStrategy Create(IParameters parameters)
 {
     return(parameters switch
     {
         LinearRegressionParameters p => Create(p),
         RelativeStrengthParameters p => Create(p),
         DeltaParameters p => Create(p),
         VolumeParameters p => Create(p),
         GradientParameters p => Create(p),
         EntropyParameters p => Create(p),
         StaticDatesParameters p => Create(p),
         MovingAverageParameters p => Create(p),
         HolidayEffectParameters p => Create(p),
         WeightedParameters p => Create(p),
         OptimalStoppingParameters p => Create(p),
         ProbabilityParameters p => Create(p),
         SpreadParameters p => Create(p),
         ClusteringParameters p => Create(p),
         _ => throw new NotImplementedException(),
     });
Пример #3
0
 public HolidayEffectStrategy(
     HolidayEffectParameters parameters, IStakingService stakingService)
 {
     _parameters     = parameters;
     _stakingService = stakingService;
 }