public SimAccount(string accountId, string description, decimal startingbalance, int leverage)
{
_id = accountId;
Desc = description;
_startingbalance = startingbalance;
Leverage = leverage;
_securities = new SecurityTracker();
_currentpositions = new PositionTracker(this);
}
public SimAccount(string accountId, string description, decimal startingbalance, int leverage, string name)
{
_id = accountId;
Desc = description;
_startingbalance = startingbalance;
Leverage = leverage;
_securities = new SecurityTracker <SecurityImpl>(name);
_currentpositions = new PositionTracker(this);
_pipvalueconversionsymbols = Util.GetPipValueSymbolCrosses(Currency);
_positionvalueconversionsymbols = Util.GetPositionValueSymbolCrosses(Currency);
}
/// <summary>
/// Returns the TIK file filter based on the samples used in this backtest
/// </summary>
/// <param name="baseFolder"></param>
/// <param name="symbol"></param>
/// <param name="filter"></param>
/// <param name="startdate"></param>
/// <param name="enddate"></param>
/// <returns></returns>
private static string[] GetTIKFiles(string baseFolder, ISecurityTracker securities, out TickFileFilter filter, int startdate, int enddate)
{
List <string> files = new List <string>();
//Create filter with the symbols as requested
List <string> symbols = new List <string>();
foreach (var sec in securities.ToArray())
{
symbols.Add(sec.Name);
}
filter = new TickFileFilter(symbols);
//Add the initial timeperiod
DateTime ct = Util.Qld2Dt(startdate);
TimeSpan periodlenght = Util.Qld2Dt(enddate) - Util.Qld2Dt(startdate);
//Filter the period
for (int i = 0; i < periodlenght.TotalDays; i++)
{
filter.DateFilter(int.Parse(ct.AddDays(i).ToString("yyyyMMdd")), DateMatchType.Day);
}
//settings
filter.IsDateMatchUnion = true;
filter.DefaultDeny = true;
//Select tickfiles
foreach (var xdate in filter.DateList)
{
foreach (var symbol in filter.SymbolList)
{
//Check if file exists in the zip file
FileInfo fi = new FileInfo(baseFolder + string.Format("\\{0}.zip", symbol));
if (!fi.Exists)
{
throw new FileNotFoundException("Could not find tik archive");
}
using (ZipFile zip = ZipFile.Read(fi.FullName))
{
if (!zip.ContainsEntry(symbol.ToUpper() + xdate.Date + ".TIK"))
{
continue;
}
}
string file = fi.FullName + @"\" + symbol.ToUpper() + xdate.Date + ".TIK";
files.Add(file);
}
}
return(files.ToArray());
}
public void RequestBroker_Default_Succeed(SecurityType type, string name)
{
//Arrange
sut = new SecurityTracker();
//Act
var security = sut[name, type];
//Assert
security.Should().NotBeNull();
security.Name.Should().Be(name);
security.Type.Should().Be(type);
}
public TestSecurityTracker()
{
sut = new SecurityTracker();
}
