private async Task _runTicks(List <Tick> ticks, AlgoService algo, TickProcessor tickPro,
CancellationToken ct)
{
await Task.Factory.StartNew(() =>
{
var lastOptimizeDate = StartDate;
for (int i = 0; i < ticks.Count; i++)
{
if (ct.IsCancellationRequested == true)
{
ct.ThrowIfCancellationRequested();
}
Tick tick = ticks[i];
//if (RunTestWithOptimizer &&
// tick.Time.Date.AddDays(0 - OptimizeInterval) > lastOptimizeDate &&
// tick.Time.Date.AddDays(0 - OptimizeLookback) > StartDate)
//{
// //TODO new algo instance need to be created here
// //algo.Optimize(tick.Time.Date, AlgoType,
// // CompleteHour, EntryLev, ExitLev,
// // CompleteHour2, EntryLev2, ExitLev2, OptimizeLookback).Wait(ct);
// algo.ResetAlgoParams();
// lastOptimizeDate = tick.Time.Date;
//}
bool isClosePos = false;
double riskLev = -1;
var signal = algo.OnTick(tick, out isClosePos, out riskLev, SL);
tickPro.OnTick(tick, signal, isClosePos, riskLev);
if (i % 100 == 0)
{
_setProgress(i * 100 / ticks.Count);
}
}
_setProgress(100);
}, ct);
}
private async Task _runTicks(List<Tick> ticks, AlgoService algo, TickProcessor tickPro,
CancellationToken ct)
{
await Task.Factory.StartNew(() =>
{
var lastOptimizeDate = StartDate;
for (int i = 0; i < ticks.Count; i++)
{
if (ct.IsCancellationRequested == true)
{
ct.ThrowIfCancellationRequested();
}
Tick tick = ticks[i];
//if (RunTestWithOptimizer &&
// tick.Time.Date.AddDays(0 - OptimizeInterval) > lastOptimizeDate &&
// tick.Time.Date.AddDays(0 - OptimizeLookback) > StartDate)
//{
// //TODO new algo instance need to be created here
// //algo.Optimize(tick.Time.Date, AlgoType,
// // CompleteHour, EntryLev, ExitLev,
// // CompleteHour2, EntryLev2, ExitLev2, OptimizeLookback).Wait(ct);
// algo.ResetAlgoParams();
// lastOptimizeDate = tick.Time.Date;
//}
bool isClosePos = false;
double riskLev = -1;
var signal = algo.OnTick(tick, out isClosePos, out riskLev, SL);
tickPro.OnTick(tick, signal, isClosePos, riskLev);
if(i % 100 == 0)
_setProgress(i*100/ticks.Count);
}
_setProgress(100);
}, ct);
}
