Examples with MovingAvgMeanReversionBackAllocator suite.trade.backalloc.strategy.MovingAvgMeanReversionBackAllocator used on opensource projects

Example 1 with MovingAvgMeanReversionBackAllocator

use of suite.trade.backalloc.strategy.MovingAvgMeanReversionBackAllocator in project suite by stupidsing.

the class BackAllocBackTestTest method testBackTestSingle.

@Test
public void testBackTestSingle() {
    Asset asset = cfg.queryCompany("0945.HK");
    BackAllocator backAllocator = new MovingAvgMeanReversionBackAllocator().backAllocator();
    assertGrowth(out(runner.backTest(backAllocator, period, Read.each(asset))));
}