Example #1
0
        public IBacktestSession CreateSession(CurrencyPairOption currencyPair, string barDataFile)
        {
            if (backtestSessions == null)
            {
                backtestSessions = new Dictionary <Guid, BacktestSession>();
            }

            //this line should raise an exception if file is invalid
            BarItemFile.ValidateFile(barDataFile);

            BacktestSession backtestSession = new BacktestSession(currencyPair, barDataFile);

            backtestSessions.Add(backtestSession.SessionId, backtestSession);

            return(backtestSession);
        }
Example #2
0
 public void LoadPriceHistory(CurrencyPairOption currencyPair, Dictionary <DateTime, BarItem> priceBars)
 {
     throw new NotImplementedException();
 }
Example #3
0
 public BacktestSession(CurrencyPairOption currencyPair, string barDataFile)
 {
     this.currencyPair = currencyPair;
     this.barDataFile  = barDataFile;
     this.sessionId    = Guid.NewGuid();
 }