main.cpp

#include <stdio.h>
#include <tradingcore2/tradingcore2.h>

void runBuyAndHold() {
  auto cnfund = tr2::ExchangeMgr::getSingleton()->getExchange("cnfund");
  // tr2::CNFundExchange cnfund;

  // cnfund.loadFundValue("../data/cnfund/110022.csv");
  // cnfund.buildTimeStampList();

  auto pWallet = new tr2::Wallet(*cnfund);

  pWallet->deposit(10000, tr2::str2timestampUTC("20100820", "%Y%m%d"));

  tr2::StrategyBAH* bah = new tr2::StrategyBAH(*pWallet, *cnfund);
  bah->init("110022", 10000);

  bah->simulateTrading();

  tr2::PNL pnl;
  pWallet->buildPNL(pnl);

  pnl.print("buy and hold 110022");

  pnl.saveCSV("../data/buyandhold.110022.csv", true);
}

void runSIROC() {
  auto cnfund = tr2::ExchangeMgr::getSingleton()->getExchange("cnfund");
  // tr2::CNFundExchange cnfund;

  // cnfund.loadFundValue("../data/cnfund/110022.csv");
  // cnfund.buildTimeStampList();

  auto pWallet = new tr2::Wallet(*cnfund);

  pWallet->deposit(10000, tr2::str2timestampUTC("20100820", "%Y%m%d"));

  tr2::StrategySI* si = new tr2::StrategySI(*pWallet, *cnfund);
  si->init("110022", "roc", 1, -0.02, -0.015, 0.03, 0.04, 10000);
  si->setStopLess(0.10);

  si->simulateTrading();

  tr2::PNL pnl;
  pWallet->buildPNL(pnl);

  pnl.print("roc 110022");
  si->print();

  pnl.saveCSV("../data/roc.110022.csv", true);
}

void train() {
  auto cnfund = tr2::ExchangeMgr::getSingleton()->getExchange("cnfund");

  // cnfund.loadFundValue("../data/cnfund/110022.csv");
  // cnfund.buildTimeStampList();

  // tr2::trainSingleIndicator2(cnfund, "110022", "roc", "../output", 10000, 2,
  //                            0.005, 0.015, 0.005, 0.03, 2);
  // tr2::trainSingleIndicator2(cnfund, "110022", "rsi", "../output", 10000, 5,
  // 2,
  //                            5, 2, 10, 2);
  tr2::trainSingleIndicator2Ex(*cnfund, "110022", "rsi", "../output", 10000, 5,
                               10, 5, 10, 10, 2);
}

// void startServ(const char* addr) {
//   auto pServ = tr2::newTrainServer2(addr);
//   pServ->run();
// }

int main(int argc, char* argv[]) {
  tr2::LogHelper log(argv[0]);

  tr2::regAllIndicators();
  tr2::regAllExchanges();
  tr2::regAllCtrlConditionHelper();
  tr2::regAllStrategy();

  tr2::Config cfg;
  tr2::loadConfig(cfg, "../cfg/config.yaml.default");

  auto mgr = tr2::ExchangeMgr::getSingleton();
  mgr->init(cfg);

  // runBuyAndHold();
  // runSIROC();
  train();
  // startServ("0.0.0.0:3721");

  return 0;
}