public DefaultStrategy(String strategyName, SimInputData input) { this.StrategyName = strategyName; this.Input = input; this._allocBase = new StaticAlloc(); this._opSet = new OperationSet(); this._adjustment = new DummyAdjustment(); }
public OptiTester(IAlloc alloc, IAdj adj, double startKospiWeight, double endKospiWeight, int testCount) { this.StartKospiWeight = startKospiWeight; this.EndKospiWeight = endKospiWeight; this.TestCount = testCount; this.Alloc = alloc; this.Adj = adj; Trace.Assert(TestCount != 0); }
public AssetRateCalculator(IAlloc alloc, List<IAdj> adjs, SimInputData inputData, MixupRule rule) { Trace.Assert(alloc != null); Trace.Assert(adjs != null); Trace.Assert(inputData != null); this.Alloc = alloc; this.Adjs = adjs; this.InputData = inputData; this.Rule = rule; }
public void Build() { this._allocBase = new StaticAlloc(); this._opSet = new OperationSet(); int key = 0; this._adjustment = new DummyAdjustment(); AddAdjustment_Static(key++, this._adjustment); AddAdjustment_WithMA(key++, this._adjustment, 1); }
public SimCase(String name, IAlloc alloc, List<IAdj> adjs, SimInputData inputData, MixupRule rule, MarketDataSet marketData) { Trace.Assert(name != null); Trace.Assert(alloc != null); Trace.Assert(adjs != null); Trace.Assert(inputData != null); Trace.Assert(marketData != null); this.Name = name; this.Alloc = alloc; this.Adjs = adjs; this.InputData = inputData; this.Rule = rule; this.Calculator = new AssetRateCalculator(alloc, adjs, inputData, rule); this.MarketData = marketData; }
public void SetBaseAlloc(IAlloc allocBase) { this._allocBase = allocBase; }
public void Build() { this._allocBase = new StaticAlloc(); IAdjustment adj = new DummyAdjustment(); AddAdjustment(adj, "Base"); }
public static String GetSimCaseKey(IAlloc alloc, List<IAdj> adjs) { StringBuilder sb = new StringBuilder(); sb.Append(alloc.GetKey()); sb.Append(";["); foreach (IAdj adj in adjs) { sb.Append(adj.GetKey().Trim()); sb.Append(", "); } sb.Append("]"); return sb.ToString(); }