private static void Main(string[] args)
{
// create a virtual trade manager
var virtualTradeManager = new VirtualTradeManager();
// create day trading strategy
var strategy = new DayTradingStrategy("NEOUSD");
// create new backtester
var tester = new BackTester();
// test the strategy on bitfinex
tester.Test(new ExchangeBitfinexAPI(), strategy);
}
/// <summary>
/// Backtest strategy for the specified symbol.
/// </summary>
/// <param name="api">exchange api</param>
/// <param name="strategy">strategy to test</param>
public void Test(ExchangeAPI api, IStrategy strategy, DateTime startTime)
{
// Get candle sticks
var allCandles = _cache.Load(strategy.Symbol);
if (allCandles == null)
{
allCandles = DownloadCandlesFromExchange(api, strategy.Symbol, startTime, DateTime.Now);
_cache.Save(strategy.Symbol, allCandles);
}
// convert from utc->local date/teim
foreach (var candle in allCandles)
{
candle.Timestamp = candle.Timestamp.AddHours(2);
}
// backtest strategy
var virtualTradeManager = new VirtualTradeManager();
for (int i = allCandles.Count - 50; i > 0; i--)
{
virtualTradeManager.Candle = allCandles[i];
strategy.OnCandle(allCandles, i, virtualTradeManager);
}
// dump all trades to console
foreach (var trade in virtualTradeManager.Trades)
{
((VirtualTrade)trade).Dump();
}
// show results
Console.WriteLine("");
Console.WriteLine("Backtesting results");
Console.WriteLine($"Symbol : {strategy.Symbol} on {api.Name}");
Console.WriteLine($"Period : {allCandles[allCandles.Count - 1].Timestamp:dd-MM-yyyy HH:mm} / {allCandles[0].Timestamp:dd-MM-yyyy HH:mm}");
Console.WriteLine($"Starting capital : $ 1000");
Console.WriteLine($"Ending capital : $ {virtualTradeManager.AccountBalance:0.00}");
virtualTradeManager.DumpStatistics();
Console.ReadLine();
}
private static void Main(string[] args)
{
var startTime = new DateTime(2018, 5, 14, 0, 0, 0);
var settings = new Settings();
// create a virtual trade manager
var virtualTradeManager = new VirtualTradeManager();
// create day trading strategy
var strategy = new DayTradingStrategy("ETHBTC", settings);
// create new backtester
var tester = new BackTester();
// test the strategy on bitfinex
tester.Test(new ExchangeBitfinexAPI(), strategy, startTime);
}
