void RunKrxCreditDepositRateOptimizerExperiment()
{
StrategyBaseInput input = new StrategyBaseInput();
//input.StartDate = new DateTime(2001, 1, 1);
input.StartDate = new DateTime(2006, 1, 1);
input.EndDate = new DateTime(2011, 5, 1);
input.EndDate = DateTime.Now;
input.InitInvestAmount = 1000000000;
GeneralOptimizer strategy = new GeneralOptimizer("KrxCreditDepositRateOptimizer", input);
strategy.Build();
for (int i = 0; i < 20; ++i)
{
double weight = 0.5 + 0.1 * (double)i;
strategy.AddAdjustment(new KrxCreditDepositRateAdjustment(new CreditPolicyStatic(weight)),
String.Format("Static ({0:n2})", weight));
strategy.AddAdjustment(new KrxCreditDepositRateAdjustment(new CreditPolicyWithMA(weight)),
String.Format("MA ({0:n2})", weight));
}
List<IResultHandler> resultHandlers = new List<IResultHandler>();
//resultHandlers.Add(new CsvOutHandler());
resultHandlers.Add(this);
Experiment experiment = new Experiment(strategy, resultHandlers);
experiment.Run();
}
void RunTemp_OptimizerType()
{
StrategyBaseInput input = new StrategyBaseInput();
input.ReadStartDate = new DateTime(1990, 1, 1);
input.StartDate = new DateTime(2001, 1, 1);
input.EndDate = new DateTime(2011, 5, 1);
input.EndDate = DateTime.Now;
input.InitInvestAmount = 1000000000;
GeneralOptimizer strategy = new GeneralOptimizer("", input);
strategy.Build();
for (int i = 0; i < 20; ++i)
{
double weight = 0.5 + 0.1 * i;
//KrxCreditDepositRateAdjustment cdAdj2 = new KrxCreditDepositRateAdjustment(new CreditPolicyWithUpDownMA(weight));
//strategy.AddAdjustment(cdAdj2, String.Format("({0:n2})", weight));
//MaeBokRateAdj adj = new MaeBokRateAdj(new BokRatePolicy_Static(), weight);
ExcelAdj adj = new ExcelAdj("data\\LinMacEquityAdj.xlsx", "Sheet1", weight);
strategy.AddAdjustment(adj, String.Format("ExcelAdj ({0:n2})", weight));
}
List<IResultHandler> resultHandlers = new List<IResultHandler>();
//resultHandlers.Add(new CsvOutHandler());
resultHandlers.Add(this);
Experiment experiment = new Experiment(strategy, resultHandlers);
experiment.Run();
}
void RunDollarPriceAdjExperiment()
{
StrategyBaseInput input = new StrategyBaseInput();
input.StartDate = new DateTime(2001, 1, 1);
//input.StartDate = new DateTime(2006, 1, 1);
input.EndDate = new DateTime(2011, 5, 1);
input.EndDate = DateTime.Now;
input.InitInvestAmount = 1000000000;
GeneralOptimizer strategy = new GeneralOptimizer("DollarPriceOptimizer", input);
strategy.Build();
for (int i = 0; i < 20; ++i)
{
double weight = 0.5 + 0.1 * (double)i;
//double weight = i;
strategy.AddAdjustment(new DollarPriceAdj(weight), String.Format("{0:n2}", weight));
}
List<IResultHandler> resultHandlers = new List<IResultHandler>();
//resultHandlers.Add(new CsvOutHandler());
resultHandlers.Add(this);
Experiment experiment = new Experiment(strategy, resultHandlers);
experiment.Run();
}
