public void bestShouldBeBuyAndHoldOnLoss()
{
MockTimeSeries series = new MockTimeSeries(6.0M, 3.0M, 6.0M, 6.0M);
TimeSeriesManager manager = new TimeSeriesManager(series);
IStrategy bestStrategy = new TotalProfitCriterion().ChooseBest(manager, strategies);
Assert.AreEqual(buyAndHoldStrategy, bestStrategy);
}
public void bestShouldBeAlwaysOperateOnProfit()
{
MockTimeSeries series = new MockTimeSeries(6.0M, 9.0M, 6.0M, 6.0M);
TimeSeriesManager manager = new TimeSeriesManager(series);
IStrategy bestStrategy = new TotalProfitCriterion().ChooseBest(manager, strategies);
Assert.AreEqual(alwaysStrategy, bestStrategy);
}
public void setUp()
{
ITimeSeries mockSeries = new MockTimeSeries(
29.49M, 28.30M, 27.74M, 27.65M, 27.60M, 28.70M, 28.60M,
28.19M, 27.40M, 27.20M, 27.28M, 27.00M, 27.59M, 26.20M,
25.75M, 24.75M, 23.33M, 24.45M, 24.25M, 25.02M, 23.60M,
24.20M, 24.28M, 25.70M, 25.46M, 25.10M, 25.00M, 25.00M,
25.85M);
seriesManager = new TimeSeriesManager(mockSeries);
closePrice = new ClosePriceIndicator(mockSeries);
}
private void ButtonLoad_Click(object sender, EventArgs e)
{
if (TSP == null)
{
TSP = new TimeSeriesManager(Fiat, Frequency,
useKraken: false, useInternet: true,
view: this);
CryptoPresenter = new Presenter(this, TSP);
}
CryptoPresenter.Update(Fiat, Frequency, useLowerFrequencies: false);
Loaded = true;
}
/**
* @param manager the time series manager
* @param strategies a list of strategies
* @return the best strategy (among the provided ones) according to the criterion
*/
public IStrategy ChooseBest(TimeSeriesManager manager, List <IStrategy> strategies)
{
IStrategy bestStrategy = strategies[0];
decimal bestCriterionValue = Calculate(manager.TimeSeries, manager.Run(bestStrategy));
for (int i = 1; i < strategies.Count; i++)
{
IStrategy currentStrategy = strategies[i];
decimal currentCriterionValue = Calculate(manager.TimeSeries, manager.Run(currentStrategy));
if (BetterThan(currentCriterionValue, bestCriterionValue))
{
bestStrategy = currentStrategy;
bestCriterionValue = currentCriterionValue;
}
}
return(bestStrategy);
}
public void setUp()
{
seriesForRun = new MockTimeSeries(
new decimal[] { 1, 2, 3, 4, 5, 6, 7, 8, 9 },
new DateTime[] {
DateTime.Parse("2013-01-01T00:00:00-05:00"),
DateTime.Parse("2013-08-01T00:00:00-05:00"),
DateTime.Parse("2013-10-01T00:00:00-05:00"),
DateTime.Parse("2013-12-01T00:00:00-05:00"),
DateTime.Parse("2014-02-01T00:00:00-05:00"),
DateTime.Parse("2015-01-01T00:00:00-05:00"),
DateTime.Parse("2015-08-01T00:00:00-05:00"),
DateTime.Parse("2015-10-01T00:00:00-05:00"),
DateTime.Parse("2015-12-01T00:00:00-05:00")
});
manager = new TimeSeriesManager(seriesForRun);
strategy = new BaseStrategy(new FixedRule(0, 2, 3, 6), new FixedRule(1, 4, 7, 8));
strategy.SetUnstablePeriod(2); // Strategy would need a real test class
}
