public Carteira(FacadeBacktester facade, float capitalInicial, system.Config config, system.TradeSystem tradeSystem, MonteCarlo mc)
{
this.facade = facade;
this.capitalInicial = capitalInicial;
this.capitalLiq = capitalInicial;
posicoesAbertas = new Dictionary <Ativo, Posicao>();
this.config = config;
posicoesFechadas = new List <Posicao>();
capitalPosicao = 0;
this.tradeSystem = tradeSystem;
estatistica = new Estatistica(capitalInicial);
capitalMes = capitalInicial;
this.monteCarlo = mc;
}
public Carteira RunSingle(string name, ICaller caller, model.system.Config config, model.system.TradeSystem ts)
{
backTester = new BackTester(this, dh.periodos[0], config, ts);
return(backTester.runMonteCarlo(caller, name));
}
public Carteira RunValidation(ICaller caller, model.system.Config config, model.system.TradeSystem ts, string name = "??")
{
backTester = new BackTester(this, dh.periodos[0], config, ts);
return(backTester.runSingleBackTest(caller, new MonteCarlo(name)));
}
public Carteira Run(ICaller caller, model.system.Config config, model.system.TradeSystem ts, string name = "??")
{
backTester = new BackTester(this, dh.periodos[0], config, ts);
backTester.runBackTest(caller, name);
return(backTester.carteira);
}
