public IEnumerable <Order> Init(DateTime currentDateTime, DateTime startSimulate, out List <string> logRecords)
{
logRecords = new List <string>();
string swapFilePath = Path.Combine(rootPath, "swap.txt");
string symbolPath = Path.Combine(rootPath, Symbol);
InputData inData = new InputData();
inData.LoadFromDirectory(symbolPath, new SwapCollection().LoadSwap(swapFilePath),
/*currentDateTime.AddMinutes( - CustomParam.InitHistoryMinutes)*/
startSimulate, currentDateTime);
DateTime dateTemp = inData.Data.Count == 0 ? startSimulate : inData.Data.Last().DateTime;
int shift = Meta.iBarShift(Symbol, CurrentGraphPeriod, dateTemp, false);
for (int i = shift; i > 0; i--)
{
GroupTick gt = new GroupTick();
gt.DateTime = currentDateTime.AddMinutes(-i);
gt.OpenBid = gt.OpenAsk = Meta.iOpen(CustomParam.Symbol, CurrentGraphPeriod, i);
gt.MaxBid = gt.MaxAsk = Meta.iHigh(CustomParam.Symbol, CurrentGraphPeriod, i);
gt.MinBid = gt.MinAsk = Meta.iLow(CustomParam.Symbol, CurrentGraphPeriod, i);
if (gt.OpenBid == 0 || gt.MaxBid == 0 || gt.MinBid == 0)
{
continue;
}
inData.AddGroupTick(gt);
}
logRecords.Add(string.Format("{0} {1} were loaded.", Symbol, inData.Data.Count));
CustomParam.InitHistoryMinutes = 0;
InputData inputData = inData;
Logger = new Log4Smart.Logger(false);
Engine = new Engine(Logger, Logger);
//save state of CurrentStrategyParam
int temp = CurrentStrategyParam["InitHistoryMinutes"];
CurrentStrategyParam["InitHistoryMinutes"] = 0;
string firstRawParam = CurrentStrategyParam.GetStringParameter("P1String");
CurrentStrategyParam.SetStringParameter("P1String", CustomParam.RawStrategyParam);
Advisor.TesterInit(CurrentStrategyParam, Logger);
Account acc = new Account(10000000, 4);
Engine.StartTest(inputData, Advisor, acc, false);
//restor state of CurrentStrategyParam
CurrentStrategyParam["InitHistoryMinutes"] = temp;
CurrentStrategyParam.SetStringParameter("P1String", firstRawParam);
IsSuccessful = Engine.IsTestSuccessfull;
if (!Engine.IsTestSuccessfull)
{
string directory = Path.GetDirectoryName(System.Reflection.Assembly.GetEntryAssembly().Location);
string fullDir = directory + string.Format("/errors/{0}/{1}/{2}/", inputData.Symbol, Guid.NewGuid().ToString(), inputData.Data.First().DateTime.ToString("yyyyMMdd"));
Logger.SaveLogToFile(fullDir, "error");
}
return(Engine.GetLimitOrders().Union(Engine.GetMarketOrders()));
}
