/// <summary>
/// Instantiates a new instance.
/// </summary>
/// <param name="bars">The list of Bar instances to use during the backtest.</param>
public StrategyBacktester(IEnumerable <Bar> bars)
{
var orderCreator = new OrderCreator();
orderCreator.OrderSent += (order) => OrderSent.SafeTrigger(order);
var manager = new StrategyManager(orderCreator);
StrategyInfo = manager.StrategyInfo;
playableBars = new PlayableBars(bars);
runner = new StrategyRunner <T>(
playableBars.ToSingleDataStream(),
orderCreator: orderCreator,
strategyInfo: StrategyInfo);
Strategy = runner.Strategy;
}
/// <summary>
/// Instantiates a new runner.
/// </summary>
/// <param name="barsData">Optional IList<IInstrument> instance to use. If not
/// provided then the StrategyRunner will be loaded with an empty chart.</param>
/// <param name="orderCreator">Optional IOrderCreator instance to use. If not
/// provided a new OrderCreator instance will be created.</param>
/// <param name="output">Optional IOutput instance to use. If not provided a new
/// ConsoleOutput instance will be created.</param>
/// <param name="strategyInfo">Optional IStrategyPerformance instance to use. If
/// not provided a new StrategyPerformance instance will be created.</param>
public StrategyRunner(
IEnumerable <IInstrument> barsData = null,
IOrderCreator orderCreator = null,
IOutput output = null,
IStrategyPerformance strategyInfo = null)
{
Strategy = (T)Activator.CreateInstance(type, "");
if (barsData is null)
{
SetProtectedProperty("BarsData", new List <IInstrument>());
}
else
{
SetProtectedProperty("BarsData", new List <IInstrument>(barsData));
}
if (orderCreator is null)
{
orderCreator = new OrderCreator();
}
if (output is null)
{
output = new ConsoleOutput();
}
if (strategyInfo is null)
{
strategyInfo = new StrategyPerformance();
}
SetProtectedProperty("OrderCreator", orderCreator);
SetProtectedProperty("Output", output);
SetProtectedProperty("StrategyInfo", strategyInfo);
}
