public void TestGetKline()
{
ThreeMarketsDataProviderModel model = env.CurrentKline;
Assert.AreEqual(10, model.Coin12CoinKline.Close);
Assert.AreEqual(0.3M, model.Coin22CoinKline.Close);
Assert.AreEqual((0.3M / 10) + 0.001M, model.Coin22Coin1Kline.Close);
env.MoveNextTime(out model);
Assert.AreEqual(11, model.Coin12CoinKline.Close);
Assert.AreEqual(0.4M, model.Coin22CoinKline.Close);
Assert.AreEqual((0.4M / 11) - 0.002M, model.Coin22Coin1Kline.Close);
}
/// <summary>
/// 運行策略
///
/// 那個貨幣漲最多就持有那個貨幣，如果都是跌，就平倉
/// </summary>
/// <param name="model"> 當下的市場資訊 </param>
/// <returns></returns>
public override StrategyAction PolicyDecision(ThreeMarketsDataProviderModel model)
{
buffer.Enqueue(model);
if (buffer.Count < ObservationTime || !CanTrading())
{
return(StrategyAction.WaitBuffer);
}
if (Coin1ToCoinChange < 0 && Coin2ToCoinChange < 0)
{
return(StrategyAction.Coin);
}
if (Coin1ToCoinChange > Coin2ToCoinChange)
{
return(StrategyAction.Coin1);
}
else
{
return(StrategyAction.Coin2);
}
}
