public void GetSampleDataTest()
{
var data = SampleDataGenerator.GetSampleData(100, DateTimeOffset.Now.AddDays(-19), DateTimeOffset.Now,
TimeSpan.FromDays(1));
Assert.IsTrue(data.Count == 20);
Assert.IsTrue(data[0].Close == data[1].Open);
}
public GridOptimizerTests()
{
var startTime = DateTimeOffset.Now.AddDays(-10);
var endTime = DateTimeOffset.Now;
_optimizerSettings = new OptimizerSettings
{
AccountBalance = 10000,
AccountLeverage = 500,
BacktesterType = typeof(OhlcBacktester),
BacktestSettingsType = typeof(BacktestSettings),
};
var data = SampleDataGenerator.GetSampleData(200, startTime, endTime, TimeSpan.FromDays(1));
var symbol = new OhlcSymbol(new TimeBasedBars(TimeSpan.FromDays(1)))
{
Name = "Main"
};
var symbolData = new SymbolBacktestData(symbol, data);
_optimizerSettings.SymbolsData = new List <ISymbolBacktestData> {
symbolData
};
_optimizerSettings.BacktestSettingsParameters = new List <object>
{
startTime,
endTime,
}.ToArray();
_optimizerSettings.TradeEngineType = typeof(BacktestTradeEngine);
_optimizerSettings.TimerContainerType = typeof(TimerContainer);
_optimizerSettings.ServerType = typeof(Server);
_optimizerSettings.RobotSettingsType = typeof(RobotParameters);
_optimizerSettings.RobotType = typeof(SampleBot);
_optimizerSettings.Parameters = new List <OptimizeParameter>()
{
new OptimizeParameter("Periods", 30, 50, 10),
new OptimizeParameter("Deviation", 2),
new OptimizeParameter("Range", 2000, 6000, 2000)
};
_optimizerSettings.BacktesterInterval = TimeSpan.FromHours(1);
_optimizer = new GridOptimizer(_optimizerSettings);
}
public OptimizerTests()
{
var startTime = DateTimeOffset.Now.AddDays(-10);
var endTime = DateTimeOffset.Now;
_optimizerSettings = new OptimizerSettings
{
AccountBalance = 10000,
AccountLeverage = 500,
BacktesterType = typeof(OhlcBacktester),
BacktestSettingsType = typeof(BacktestSettings),
};
var data = SampleDataGenerator.GetSampleData(200, startTime, endTime, TimeSpan.FromDays(1));
var symbol = new OhlcSymbol(new Mock <IBars>().Object)
{
Name = "Main"
};
var symbolData = new SymbolBacktestData(symbol, data);
_optimizerSettings.SymbolsData = new List <ISymbolBacktestData> {
symbolData
};
_optimizerSettings.BacktestSettingsParameters = new List <object>
{
startTime,
endTime,
}.ToArray();
_optimizerSettings.TradeEngineType = typeof(BacktestTradeEngine);
_optimizerSettings.TimerContainerType = typeof(TimerContainer);
_optimizerSettings.TimerContainerParameters = new object[] { Mode.Backtest };
_optimizerSettings.ServerType = typeof(Server);
_optimizerSettings.RobotSettingsType = typeof(RobotParameters);
_optimizerSettings.RobotType = typeof(SampleBot);
_optimizerMock = new Mock <Optimizer>(_optimizerSettings);
}
private List <IBar> GetData(double startPrice, DateTimeOffset startTime, DateTimeOffset endTime)
{
var interval = TimeSpan.FromDays(1);
return(SampleDataGenerator.GetSampleData(startPrice, startTime, endTime, interval));
}