示例#1
0
        public void TestExecuteStrategy()
        {
            string code  = "rb1710";
            int    start = 20170601;
            int    end   = 20170603;
            IStrategyExecutor_Single executor = StrategyTestUtils.CreateExecutor_CodePeriod(code, start, end);
            MockStrategy             strategy = new MockStrategy();

            executor.Strategy    = strategy;
            executor.OnFinished += Executor_OnFinished;
            executor.Execute();
            //AssertUtils.AssertEqual_List("executorhistory", GetType(), strategy.PrintData);
        }
示例#2
0
        public void TestParamter()
        {
            IStrategy strategy = new MockStrategy_Parameter();

            strategy.Parameters.SetParameterValue("PERIOD", KLinePeriod.KLinePeriod_15Minute);

            string code  = "rb1710";
            int    start = 20170601;
            int    end   = 20170603;
            IStrategyExecutor_Single executor = StrategyTestUtils.CreateExecutor_CodePeriod(code, start, end);

            executor.Strategy = strategy;
            executor.Run();

            //List<string> results = (List<string>)strategy.GetData("RESULT");
            //AssertUtils.AssertEqual_List("StrategyParameter_15Minute", GetType(), results);
        }
示例#3
0
        public void TestExecuteStrategy_MA()
        {
            string code  = "rb1710";
            int    start = 20170601;
            int    end   = 20170603;
            IStrategyExecutor_Single executor = StrategyTestUtils.CreateExecutor_CodePeriod(code, start, end);
            MockStrategy_Ma          strategy = new MockStrategy_Ma();

            executor.Strategy = strategy;
            executor.Run();

            List <float>      floats      = strategy.MAList;
            IDataPackage_Code dataPackage = DataCenter.Default.DataPackageFactory.CreateDataPackage_Code(code, start, end);
            IKLineData_Extend klineData   = dataPackage.GetKLineData(KLinePeriod.KLinePeriod_1Minute);
            List <float>      floats2     = KLineDataUtils.MaList(klineData, klineData.BarPos, klineData.Length - 1, 5);

            for (int i = 0; i < floats.Count; i++)
            {
                Console.WriteLine(floats[i] + "," + floats2[i]);
            }
            AssertUtils.AssertEqual_List(floats2, floats);
        }