public void Test()
{
double profit = 0;
int itemCount = _testSet.First().Value.Length;
int actionCount = 0;
List <int> rsiPeriod = _testSet.Keys.ToList();
for (int i = 0; i < itemCount; i++)
{
Dictionary <int, SequenceClass> preparedSequence = new();
rsiPeriod.ForEach(rsiPeriod => preparedSequence.Add(rsiPeriod, _testSet[rsiPeriod][i]));
List <PredictionStruct> predictions = GetPredictions(preparedSequence);
SequenceClass sequence = preparedSequence.FirstOrDefault().Value;
actionCount += predictions.Count;
predictions.ForEach(prediction => {
OrderModel order = new(
endPeriodClosePrice: sequence.EndPeriodClosePrice,
order: prediction.LimitOrder,
firstLow: sequence.FirstPeriodLowPrice,
firstHigh: sequence.FirstPeriodHighPrice,
lowestPrice: sequence.LowestPrice,
highestPrice: sequence.HighestPrice,
nonFirstHighestPrice: sequence.NonFirstHighestPrice,
nonFirstLowestPrice: sequence.NonFirstLowestPrice);
var result = order.AssessProfitFromOrder(operation: _operation, stopLoss: prediction.StopLossDistance, takeProfit: prediction.TakeProfitDistance, commission: _commission);
if (result.outcome != ActionOutcome.NoAction)
{
profit += result.profit;
}
});
}
IsSuccess = profit > 0;
Profit = profit / actionCount;
}
public static bool CheckActivation(this SequenceClass sequence, double[] weights, ParametersModel parameter)
{
bool returnVar = true;
double[] rsiSequence = sequence.RsiSequence[^ parameter.IndicatorLastPointSequence..];
