public static void Run(List<DateTime> dates, bool generate = false, bool generate_from_db = false, bool publish_to_db = false, bool use_uat_db = false, bool fullday = false) { TestEngine testEngine = new TestEngine("MacD", dates, generate, generate_from_db, publish_to_db, use_uat_db, fullday); var models = new List<Model>(); models.Add(new ModelMacDTest(new MarketData("DAX:IX.D.DAX.DAILY.IP"), 2, 10, 60)); testEngine.Run(models); }
public static void Run(List<DateTime> dates, bool generate = false, bool generate_from_db = false, bool publish_to_db = false, bool use_uat_db = false, bool fullday = false) { TestEngine testEngine = new TestEngine("ANN", dates, generate, generate_from_db, publish_to_db, use_uat_db, fullday); testEngine.Settings["TRADING_SIGNAL"] = "ANN_FX_5_2_1_IX.D.DAX.DAILY.IP"; testEngine.Settings["TIME_GMT"] = "-4"; var models = new List<Model>(); var index = new MarketData("EURUSD:CS.D.EURUSD.TODAY.IP"); models.Add(new ModelMacDTest(index, 10, 30, 90)); List<MarketData> otherIndices = new List<MarketData>(); otherIndices.Add(index); models.Add(new ModelANN("FX_6_2", (ModelMacD)models[0], null, null, otherIndices)); testEngine.Run(models); }
public static void Run(List<DateTime> dates, bool generate = false, bool generate_from_db = false, bool publish_to_db = false, bool use_uat_db = false, bool fullday = false) { TestEngine testEngine = new TestEngine("heuristic", dates, generate, generate_from_db, publish_to_db, use_uat_db, fullday); testEngine.Settings["TRADING_SIGNAL"] = "FXMole_1_14_CS.D.EURUSD.TODAY.IP,FXMole_1_14_CS.D.GBPUSD.TODAY.IP,FXMole_1_14_CS.D.USDJPY.TODAY.IP,FXMole_1_14_CS.D.AUDUSD.TODAY.IP"; testEngine.Settings["TIME_GMT"] = "-4"; testEngine.Settings["TIME_DECAY_FACTOR"] = "3"; testEngine.Settings["ASSUMPTION_TREND"] = "BEAR"; testEngine.Settings["INDEX_ICEDOW"] = "DOW:IceConnection.DJI"; testEngine.Settings["INDEX_DOW"] = "DOW:IX.D.DOW.DAILY.IP"; testEngine.Settings["INDEX_DAX"] = "DAX:IX.D.DAX.DAILY.IP"; testEngine.Settings["INDEX_CAC"] = "CAC:IX.D.CAC.DAILY.IP"; testEngine.Settings["FX_GBPUSD"] = "GBPUSD:CS.D.GBPUSD.TODAY.IP"; testEngine.Settings["FX_EURUSD"] = "EURUSD:CS.D.EURUSD.TODAY.IP"; testEngine.Settings["FX_USDJPY"] = "USDJPY:CS.D.USDJPY.TODAY.IP"; testEngine.Settings["FX_AUDUSD"] = "AUDUSD:CS.D.AUDUSD.TODAY.IP"; //List<string> rsiRefMappingJPYGBP = new List<string> { testEngine.Settings["FX_GBPEUR"], testEngine.Settings["FX_USDJPY"] }; //List<string> rsiRefMappingUSD = new List<string> { testEngine.Settings["FX_GBPUSD"], testEngine.Settings["FX_EURUSD"] }; //List<decimal> volcoeffsJPYGBP = new List<decimal> { 0.7m, 0.8m }; //List<decimal> volcoeffsUSD = new List<decimal> { 0.75m, 1.0m, 0.8m }; var index = IceStreamingMarketData.Instance; var gbpusd = new MarketData(testEngine.Settings["FX_GBPUSD"]); var eurusd = new MarketData(testEngine.Settings["FX_EURUSD"]); var usdjpy = new MarketData(testEngine.Settings["FX_USDJPY"]); var audusd = new MarketData(testEngine.Settings["FX_AUDUSD"]); var models = new List<Model>(); var macD_10_30_90_gbpusd = new ModelMacD(gbpusd, 10, 30, 90); var macD_10_30_90_eurusd = new ModelMacD(eurusd, 10, 30, 90); var macD_10_30_90_usdjpy = new ModelMacD(usdjpy, 10, 30, 90); var macD_10_30_90_audusd = new ModelMacD(audusd, 10, 30, 90); decimal volcoeffEURUSD = 0.7m; decimal volcoeffGBPUSD = 0.85m; decimal volcoeffUSDJPY = 0.65m; decimal volcoeffAUDUSD = 0.6m; var fxmole_eurusd = new ModelFXMole(new List<MarketData> { eurusd, gbpusd }, macD_10_30_90_eurusd, volcoeffEURUSD); var fxmole_gbpusd = new ModelFXMole(new List<MarketData> { gbpusd, eurusd }, macD_10_30_90_gbpusd, volcoeffGBPUSD); var fxmole_usdjpy = new ModelFXMole(new List<MarketData> { usdjpy, eurusd }, macD_10_30_90_usdjpy, volcoeffUSDJPY); var fxmole_audusd = new ModelFXMole(new List<MarketData> { audusd, eurusd }, macD_10_30_90_audusd, volcoeffAUDUSD); models.Add(macD_10_30_90_gbpusd); models.Add(macD_10_30_90_eurusd); models.Add(macD_10_30_90_usdjpy); models.Add(macD_10_30_90_audusd); models.Add(fxmole_gbpusd); models.Add(fxmole_eurusd); models.Add(fxmole_usdjpy); models.Add(fxmole_audusd); testEngine.Run(models); }