public void Start()
{
BarItemFile barItemFile = new BarItemFile(barDataFile);
navigator = barItemFile.GetReader();
lastPrice = navigator.ReadBarItem();
Initialize(lastPrice);
if (cachingEnabled)
{
OpenCache();
}
ForwardDataFeed(lastPrice);
while (!navigator.EOF() && !paused)
{
lastPrice = navigator.ReadBarItem();
//WriteBarItem2(barItem);
ForwardDataFeed(lastPrice);
}
if (cachingEnabled)
{
CloseCache();
}
}
public BacktestSession CreateSession(Guid accountId, TickerType tickerType, BarItemType barType, string barDataFile, Guid cacheId)
{
if (backtestSessions == null)
{
backtestSessions = new Dictionary <Guid, BacktestSession>();
}
this.cacheId = cacheId;
//this line should raise an exception if file is invalid
BarItemFile.ValidateFile(barDataFile);
BacktestSession backtestSession = new BacktestSession(accountId, tickerType, barDataFile, cacheId);
//backtestSession.SignalClosePosition += OnSignalClosePosition;
//backtestSession.SignalOpenPosition += OnSignalOpenPosition;
backtestSession.StrategyClosePosition += OnStrategyClosePosition;
backtestSession.StrategyOpenPosition += OnStrategyOpenPosition;
backtestSessions.Add(backtestSession.SessionId, backtestSession);
brokerAccounts[accountId].Orders.Initialize(barType, backtestSession.SessionId);
return(backtestSession);
}
public IBacktestSession CreateSession(CurrencyPairOption currencyPair, string barDataFile)
{
if (backtestSessions == null)
{
backtestSessions = new Dictionary <Guid, BacktestSession>();
}
//this line should raise an exception if file is invalid
BarItemFile.ValidateFile(barDataFile);
BacktestSession backtestSession = new BacktestSession(currencyPair, barDataFile);
backtestSessions.Add(backtestSession.SessionId, backtestSession);
return(backtestSession);
}
