示例#1
0
        /// <param name="series"> the time series </param>
        /// <returns> a map (key: strategy, value: name) of trading strategies </returns>
        public static IDictionary <Strategy, string> buildStrategiesMap(TimeSeries series)
        {
            Dictionary <Strategy, string> strategies = new Dictionary <Strategy, string>();

            strategies[CCICorrectionStrategy.buildStrategy(series)]  = "CCI Correction";
            strategies[GlobalExtremaStrategy.buildStrategy(series)]  = "Global Extrema";
            strategies[MovingMomentumStrategy.buildStrategy(series)] = "Moving Momentum";
            strategies[RSI2Strategy.buildStrategy(series)]           = "RSI-2";
            return(strategies);
        }