public MarketResult Run(IPolicy policy)
{
MarketModelSimulation market = new MarketModelSimulation(initial_cash, price_set);
double[] cash = new double[price_set.Prices.Count];
double[] equity = new double[price_set.Prices.Count];
cash[0] = market.Cash;
equity[0] = market.Equity;
for (int index = 1; index < price_set.Prices.Count - 1; index++)
{
market.StepSecond();
policy.GetTradeOrderCommand(market);
cash[index] = market.Cash;
equity[index] = market.Equity;
}
market.StepSecond();
market.CloseAll();
cash[price_set.Prices.Count - 1] = market.Cash;
equity[price_set.Prices.Count - 1] = market.Equity;
return(new MarketResult(market.Cash, price_set, market, cash, equity));
}
