Beispiel #1
0
        public static SystemDbBarLoader loader(SystemDetailsTable.SystemDetails details, IEnumerable <Symbol> symbols)
        {
            var symbolRanges = dictionary(symbols,
                                          symbol => MsivBacktestTable.BACKTEST.range(details.id(), symbol.name));

            return(new SystemDbBarLoader(details.interval(), symbols, symbolRanges));
        }
Beispiel #2
0
            void runOneLocal()
            {
                LogC.info("running run " + start + " local to populate S3 cache");
                S3Cache.saveAllQueryResultsToS3(true);
                var s3Cache = runner.s3Cache();

                s3Cache.createBucket();
                S3Cache.setS3Cache(s3Cache);
                var runParameters = parameters(start);
                var symbolRanges  = dictionary(symbols, symbol => MsivBacktestTable.BACKTEST.range(systemId, symbol.name));
                var data          = new SystemDbBarLoader(details.interval(), symbols, symbolRanges);
                var simulator     = new Simulator.Simulator(new SystemArguments(symbols, portfolios, runParameters), data, "QUEDGE");

                simulator.processBars();
                simulator.shutdown();
                S3Cache.saveAllQueryResultsToS3(false);
            }