/// <summary>
/// Start code execution or backtest
/// </summary>
/// <param name="historicalData">Available historical data</param>
/// <param name="selectedData">Historical data to use</param>
/// <param name="accounts">Available accounts</param>
/// <param name="portfolios">Available portfolios</param>
/// <param name="state">Signal state to use for signal (Running or Backtesting)</param>
public void Start(List <HistoricalData> historicalData, List <HistoricalData> selectedData,
List <AccountInfo> accounts, SignalState state)
{
if (!selectedData.Any())
{
RaiseOutput("Failed to start: selected data collection is empty");
return;
}
_prevExecution = DateTime.MinValue;
_selectedData.AddRange(selectedData);
_dataProvider = new DataProvider(historicalData);
((DataProvider)_dataProvider).NewBarAppended += OnNewBarAppended;
try
{
var msc = DateTime.UtcNow;
var success = Code.SetParameters(CodeParameters.Select(ToExternalCodeParameters).ToList());
if (!success)
{
RaiseOutput("Failed to set user code parameters");
return;
}
if (Code is IndicatorBase)
{
var indicator = Code as IndicatorBase;
success = indicator.Init(ToCodeSelection(_selectedData[0]), _dataProvider);
if (success)
{
var seconds = (DateTime.UtcNow - msc);
var maxRecords = 0;
if (indicator.Series.Count > 0)
{
indicator.Series.Select(series => series.Length).Max();
}
RaiseOutput(
$" *** Initialization: {indicator.Series.Count} series, {maxRecords} records, time: {seconds.TotalMilliseconds:0} ms{Environment.NewLine}");
}
}
else if (Code is SignalBase)
{
var signal = Code as SignalBase;
_backtestProgress = -1;
_broker = new SimulationBroker(accounts.Select(a => new SimulationAccount
{
Balance = a.Balance,
Currency = a.Currency,
ID = a.ID,
Password = a.Password,
UserName = a.UserName
}));
success = signal.Init(_broker, _dataProvider, _selectedData.Select(ToCodeSelection).ToList(),
state, new StrategyParams(-1));
if (success)
{
var span = (DateTime.UtcNow - msc);
RaiseOutput($" *** Initialization time: {span.TotalMilliseconds:0} ms{Environment.NewLine}");
_tmrBacktestStatusCheck.Start();
if (state == SignalState.Running)
{
_tmrPeriodicExecution.Start();
}
else if (state == SignalState.Backtesting)
{
_backtestProgress = 0F;
RaiseOutput(DateTime.Now + " > Starting backtest for " + signal.Name);
signal.StartBacktest(new CommonObjects.BacktestSettings());
}
}
}
if (!success)
{
RaiseOutput("Failed to initialize user code instance");
}
}
catch (Exception ex)
{
RaiseOutput(ex.ToString());
}
}
