public StatisticsManager(System system, SystemArguments arguments) { this.system = system; this.arguments = arguments; system.addCollectorsTo(arguments, collectors); each(arguments.portfolios, p => p.addCollectorsTo(arguments, collectors)); allPortfolio = new Portfolio("ALL", arguments.siv()); each(arguments.symbols, symbol => allPortfolio.Add(symbol, 1.0)); allPortfolio.addCollectorsTo(arguments, collectors); onNewTrade += doNothing; }
public void testSystemSystemCurveFileGeneration() { var args = new SystemArguments(SYMBOL, new Parameters { { "systemId", 320978 }, { "Risk", 10000 }, { "RunMode", (double)RunMode.LIVE } }); MsivTable.MSIVS.insert(SYMBOL.name, args.siv()); var simulator = makeSimulator(args); simulator.processBars(30); simulator.writeCurveFiles(curvesDirectory); var written = curvesDirectory.file(args.liveSystem().fileName(SYMBOL.name) + ".bin"); AreEqual(30 * 3 * 8, written.size()); }