public void MinimizeTest()
{
var genes = new[]
{
new GeneConfiguration
{
Key = "1",
Actual = 1.23
},
new GeneConfiguration
{
Key = "2",
Actual = 123,
Min = 1,
Max = 123
},
new GeneConfiguration
{
Key = "3",
Min = 1,
Max = 2
}
};
var config = new OptimizerConfiguration
{
Genes = genes,
FitnessTypeName = "Optimization.OptimizerFitness",
EnableFitnessFilter = true,
};
var unit = new Mock <SharpeMaximizer>(config, new FitnessFilter())
{
CallBase = true
};
unit.Setup(x => x.RunAlgorithm(It.IsAny <Dictionary <string, object> >(), It.IsAny <IOptimizerConfiguration>())).Returns <Dictionary <string, object>, IOptimizerConfiguration>((l, c) =>
{
return(new Dictionary <string, decimal> {
{ "SharpeRatio", 1 }, { "CompoundingAnnualReturn", 1 }, { "TotalNumberOfTrades", 1 },
{ "LossRate", 0.1m }
});
});
GeneFactory.Initialize(config.Genes);
RandomizationProvider.Current = new BasicRandomization();
var chromosome = new Chromosome(true, genes, false);
var actual = unit.Object.Minimize(new[] { 3.21, 321, 456 }, chromosome);
Assert.AreEqual(0.999, actual.Error);
Assert.AreEqual(1.23, actual.ParameterSet[0]);
Assert.AreEqual(123, actual.ParameterSet[1]);
Assert.AreEqual(456, actual.ParameterSet[2]);
var nextActual = unit.Object.Minimize(new[] { 3.21, 321, 789 }, chromosome);
Assert.AreEqual(0.999, nextActual.Error);
Assert.AreEqual(3.21, nextActual.ParameterSet[0]);
Assert.AreEqual(321, nextActual.ParameterSet[1]);
Assert.AreEqual(789, nextActual.ParameterSet[2]);
}
public void RandomBetweenPrecisionTest()
{
var actual = GeneFactory.RandomBetween(1.1m, 1.2m, 1);
Assert.IsTrue(actual >= 1.1m && actual <= 1.2m);
}
public void LoadTest()
{
var actual = GeneFactory.Load();
Assert.IsNotNull(actual);
}
public void RandomBetweenTest()
{
var actual = GeneFactory.RandomBetween(0, 1);
Assert.IsTrue(actual < 2);
}
public void InitializeTest()
{
GeneFactory.Initialize(new GeneConfiguration[0]);
Assert.IsNotNull(GeneFactory.Config);
}