public override void Run()
{
Instrument instrument1 = InstrumentManager.Instruments["AAPL"];
//Instrument instrument2 = InstrumentManager.Instruments["MSFT"];
//Instrument instrument3 = InstrumentManager.Instruments["CSCO_2001"];
//Instrument instrument4 = InstrumentManager.Instruments["IF1409"];
//Instrument instrument5 = InstrumentManager.Instruments["IF999"];
// Create SMA Crossover strategy
strategy = new SMACrossoverLoadOnStart_Strategy(framework, "SMACrossover");
//strategy = new DynamicBreakOut2(framework, "DynamicBreakOut2");
//strategy = new DualThrust_RangeBreak_Strategy(framework, "DualThrust_RangeBreak_Strategy");
// Add instruments
strategy.AddInstrument(instrument1);
//strategy.AddInstrument(instrument2);
//strategy.AddInstrument(instrument3);
//strategy.AddInstrument(instrument4);
//strategy.AddInstrument(instrument5);
PbTickDataImport ptdi = new PbTickDataImport();
ptdi.ReadFile(instrument1.Id, @"D:\1.data");
DataSimulator.Series.Add(ptdi.Trades);
DataSimulator.SubscribeAll = false;
ExecutionSimulator.FillOnBar = true;
// Set simulation interval
//DataSimulator.DateTime1 = new DateTime(2015, 04, 16);
//DataSimulator.DateTime1 = new DateTime(2001, 01, 01);
//DataSimulator.DateTime1 = new DateTime(2014, 06, 01);
DataSimulator.DateTime1 = new DateTime(2013, 12, 16, 9, 30, 01);
DataSimulator.DateTime2 = new DateTime(2013, 12, 20, 16, 00, 0);
//DataSimulator.DateTime2 = new DateTime(2013, 12, 31);
//DataSimulator.DateTime2 = new DateTime(2001, 12, 31);
//DataSimulator.DateTime2 = new DateTime(2016, 11, 02);
// Add 1 minute bars
BarFactory.Add(instrument1, BarType.Time, barSize60);
BarFactory.Add(instrument1, BarType.Time, barSize86400);
//BarFactory.Add(instrument2, BarType.Time, barSize);
//BarFactory.Add(instrument3, BarType.Time, barSize);
//BarFactory.Add(instrument4, BarType.Time, barSize60);
//BarFactory.Add(instrument4, BarType.Time, barSize86400);
//BarFactory.Add(instrument5, SmartQuant.BarType.Time, barSize60);
//BarFactory.Add(instrument5, SmartQuant.BarType.Time, barSize86400);
// Run the strategy
StartStrategy();
}
public override void Run()
{
// Prepare running.
Console.WriteLine("Prepare running in {0} mode...", framework.StrategyManager.Mode);
// Get trading instruments.
Instrument ins1 = InstrumentManager.Instruments["AAPL"];
// Create SMA Crossover with Loading data on start strategy.
// and add trading instruments.
SMACrossoverLoadOnStart_Strategy smaCrossoverLOS = new SMACrossoverLoadOnStart_Strategy(framework, "SMACrossoverLOS");
smaCrossoverLOS.Instruments.Add(ins1);
// Set strategy as main.
strategy = smaCrossoverLOS;
Console.WriteLine("Prepare running in {0} mode...", framework.StrategyManager.Mode);
// Set DataSimulator's dates.
DataSimulator.DateTime1 = new DateTime(2013, 01, 01);
DataSimulator.DateTime2 = new DateTime(2013, 12, 18);
// Set property for suspend trading during simulation.
SMACrossoverLoadOnStart_Strategy.SuspendTrading = true;
// Add 5 minute bars (300 seconds) for trading instruments.
BarFactory.Add(ins1, SmartQuant.BarType.Time, barSize);
StartStrategy(StrategyMode.Backtest);
DataSimulator.DateTime1 = new DateTime(2013, 12, 18);
DataSimulator.DateTime2 = new DateTime(2013, 12, 31);
// Set property for trading.
SMACrossoverLoadOnStart_Strategy.SuspendTrading = false;
// Run.
Console.WriteLine("Run in {0} mode.", framework.StrategyManager.Mode);
StartStrategy(StrategyMode.Backtest);
return;
}
