public StatisticsManager(System system, SystemArguments arguments)
{
this.system = system;
this.arguments = arguments;
system.addCollectorsTo(arguments, collectors);
each(arguments.portfolios, p => p.addCollectorsTo(arguments, collectors));
allPortfolio = new Portfolio("ALL", arguments.siv());
each(arguments.symbols, symbol => allPortfolio.Add(symbol, 1.0));
allPortfolio.addCollectorsTo(arguments, collectors);
onNewTrade += doNothing;
}
public void testSystemSystemCurveFileGeneration()
{
var args = new SystemArguments(SYMBOL, new Parameters {
{ "systemId", 320978 },
{ "Risk", 10000 },
{ "RunMode", (double)RunMode.LIVE }
});
MsivTable.MSIVS.insert(SYMBOL.name, args.siv());
var simulator = makeSimulator(args);
simulator.processBars(30);
simulator.writeCurveFiles(curvesDirectory);
var written = curvesDirectory.file(args.liveSystem().fileName(SYMBOL.name) + ".bin");
AreEqual(30 * 3 * 8, written.size());
}
