private static void fillFactory(SimulatorSettingsGridFactory settings)
throws BadParameterException, BadAlgorithmException {
settings.addStock(
"in",
algoStockName(Input.class.getSimpleName()),
"e",
Arrays.asList(new String[] {"open", "close"}));
settings.addStock(
"ema",
algoStockName(Ema.class.getSimpleName()),
new AlgorithmSettingsIteratorFactory()
.add(new MpDouble("P", 0.1, 0.6, 0.5))
.add(new MpSubExecution("", "in")));
settings.addStock(
"level",
algoStockName("." + Level.class.getSimpleName()),
new AlgorithmSettingsIteratorFactory()
.add(new MpDouble("f", 15.0, 20.0, 5))
.add(new MpSubExecution("", Arrays.asList(new String[] {"ema"}))));
settings.addEod(
"os",
algoEodName(OneSideOpenAlgorithm.class.getSimpleName()),
"side",
Arrays.asList(new String[] {"long", "short"}));
final AlgorithmSettingsIteratorFactory factoryPositionSide =
new AlgorithmSettingsIteratorFactory();
factoryPositionSide.add(new MpSubExecution("", Arrays.asList(new String[] {"in", "level"})));
factoryPositionSide.add(new MpInteger("n", 1, 32, 32));
factoryPositionSide.add(new MpInteger("m", 1, 32, 32));
factoryPositionSide.add(new MpDouble("ps", 50000.0, 200001.0, 160000.0));
settings.addEod(
"pnm", algoEodName(PositionNDayMStocks.class.getSimpleName()), factoryPositionSide);
}
private SimulatorSettingsGridList getDefaultSimulatorSettingsGridList(
final StockStorage stockStorage) throws IOException {
try {
final FromToPeriod period = new FromToPeriod("01-01-2013", "01-01-2014");
final SimulatorSettingsGridFactory factory =
new SimulatorSettingsGridFactory(stockStorage, period);
fillFactory(factory);
return factory.getList();
} catch (ParseException | BadParameterException | BadAlgorithmException e) {
throw new IOException(e.getMessage());
}
}