/// <summary>
/// Builds a container for Backtesting.
/// </summary>
/// <param name="config">The algorithm configuration to use.</param>
/// <typeparam name="T">The algorithm type.</typeparam>
/// <returns>ExchangeProviderContainer.</returns>
public ExchangeProvidersContainer BuildBacktestingContainer <T>(AlgorithmConfiguration config)
where T : IBaseAlgorithm
{
var backtestTimer = new BacktestTimerProvider(_loggerFactory, Configuration.Instance.BacktestSettings);
var dataImplementation = new BacktestDataProvider(_loggerFactory, _databaseContext, backtestTimer);
var tradingImplementation = new BacktestTradingProvider(_loggerFactory, backtestTimer, dataImplementation);
var dataProvider = new DataProvider(_loggerFactory, dataImplementation, config);
var tradingProvider = new TradingProvider(_loggerFactory, tradingImplementation, dataProvider, _allocationManager);
// Doubly linked inheritance for backtesting edge case
dataImplementation.ParentImplementation = dataProvider;
tradingImplementation.ParentImplementation = tradingProvider;
return(new ExchangeProvidersContainer(_loggerFactory, dataProvider, backtestTimer, tradingProvider, typeof(T)));
}
/// <summary>
/// Run timer provider until finished.
/// </summary>
/// <param name="backtestTimer">Active timer of the backtest.</param>
/// <returns>Whether the backtest is finished.</returns>
private ResponseObject WaitTillBacktestFinished(BacktestTimerProvider backtestTimer)
{
while (!backtestTimer.Finished)
{
Thread.Sleep(10);
}
(bool hasErrored, var error) = backtestTimer.ErrorRegister;
if (hasErrored)
{
backtestTimer.LogOutput();
_logger.LogError(error, "Exception during backtesting");
return(new ResponseObject(ResponseCode.Error, error.ToString()));
}
return(new ResponseObject(ResponseCode.Success));
}
