public virtual void makeReport(bool bAddParams = true)
{
foreach (string sSymbol in m_sSymbols)
{
m_report.m_dProfit = 0;
m_report.m_nTradeCnt = 0;
//Write Trade history to File
string sData = "";
foreach (TPosItem posItem in m_lstPosHistory_vt)
{
if (posItem.m_sSymbol != sSymbol)
{
continue;
}
m_report.m_dProfit += posItem.m_dProfit_real;
m_report.m_nTradeCnt++;
sData += posItem.getString();
sData += "\r\n";
}
if (CFATManager.m_nRunMode == ERUN_MODE.BACKTEST)
{
string sFile = Path.Combine(Application.StartupPath, string.Format("_log\\backtest_reports\\{0}_{1}_{2}.csv",
DateTime.Now.ToString("yyyy_MM_dd HH_mm_ss_fff"), m_sSiteName, sSymbol));
File.WriteAllText(sFile, sData);
}
//----------------------------------------
//Output backtest result
CFATLogger.output_proc(string.Format("*** BackTest Result : Site {0} : {1} ***", m_sSiteName, sSymbol));
sData = string.Format(" {0}, {1}, Profit,{2:0.00000}, TradeCount = {3},", m_sSiteName, sSymbol, m_report.m_dProfit, m_report.m_nTradeCnt);
if (bAddParams)
{
sData += CFATCommon.m_sOpt_param;
}
CFATLogger.output_opt(sData);
CFATLogger.output_proc(sData);
CFATLogger.output_proc("******************************************");
}
}