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Re: running Algo Quant

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#1994
Ryu
Member

Hello, there are a few issues here.

– for the test cases that failed, could you please post a screen shot (or copy the error messages)?

– for the MA crossover strategy, are you able to run Demo010 and Demo011 (under …macrossover package)?

– The inputs are coded in the Demos, e.g.,

   public static void main(String[] args) {
       // setup data source
       Product product = com.numericalmethod.algoquant.product.equity.hkex.HSI.getInstance();
       Equity equityProduct = (Equity) product.as(Equity.class);
       YahooEOD yahoo = new YahooEOD(
               “./test-data/Yahoo”,
               equityProduct,
               new Time(1990, 1, 1, equityProduct.exchange.timeZone),
               new Time(2009, 12, 23, equityProduct.exchange.timeZone),
               “./log/Yahoo”);

       // create the strategy
       int fastLag = 50;
       int slowLag = 250;
       SMA2Crossover strategy = new SMA2Crossover(fastLag, slowLag, product, 1);

       // run simulation
       Simulator simulator = new SimpleSimulator();
       simulator.run(strategy, product, yahoo);
   }

This snippet indicates that we are getting the Yahoo data from a folder named “./test-data/Yahoo”, or download it from the Internet if we cannot find the data in the folder.

AlgoQuant is NOT an application per se. It is a library for you to program and back test your own strategies. So, all the inputs/outputs are done via the Java code.