void simulationPreBarsSubstitute()
{
bool shouldRaise = false;
if (this.BarsOriginal == null)
{
shouldRaise = true;
}
else
{
if (this.BarsOriginal != this.Executor.Bars)
{
shouldRaise = true;
}
}
try {
if (shouldRaise)
{
this.BarsOriginal = this.Executor.Bars;
this.Executor.EventGenerator.RaiseBacktesterBarsIdenticalButEmptySubstitutedToGrowStep1of4();
}
this.BarsSimulating = this.BarsOriginal.CloneNoBars("BACKTEST for " + this.BarsOriginal);
this.BacktestDataSource = new BacktestDataSource(this.BarsSimulating);
this.BarsSimulating.DataSource = this.BacktestDataSource;
this.BacktestDataSource.StreamingProvider.ConsumerQuoteRegister(
this.BarsSimulating.Symbol, this.BarsSimulating.ScaleInterval, this.backtestQuoteBarConsumer);
this.BacktestDataSource.StreamingProvider.ConsumerBarRegister(
this.BarsSimulating.Symbol, this.BarsSimulating.ScaleInterval, this.backtestQuoteBarConsumer);
this.Executor.BacktestContextInitialize(this.BarsSimulating);
// consumers will expect this.BarsOriginal != null
this.Executor.EventGenerator.RaiseBacktesterSimulationContextInitializedStep2of4();
} catch (Exception e) {
string msg = "PreBarsSubstitute(): Backtester caught a long beard...";
this.Executor.PopupException(msg, e);
} finally {
this.BarsSimulatedSoFar = 0;
setBacktestAborted = false;
this.BacktestAborted.Reset();
this.RequestingBacktestAbort.Reset();
//this.BacktestIsRunningBool = true;
this.BacktestIsRunning.Set();
// Calling ManualResetEvent.Reset closes the gate.
// Threads that call WaitOne on a closed gate will block
this.BacktestCompletedQuotesCanGo.Reset();
}
}
void simulationPreBarsSubstitute() {
bool shouldRaise = false;
if (this.BarsOriginal == null) {
shouldRaise = true;
} else {
if (this.BarsOriginal != this.Executor.Bars) shouldRaise = true;
}
try {
if (shouldRaise) {
this.BarsOriginal = this.Executor.Bars;
this.Executor.EventGenerator.RaiseBacktesterBarsIdenticalButEmptySubstitutedToGrowStep1of4();
}
this.BarsSimulating = this.BarsOriginal.CloneNoBars("BACKTEST for " + this.BarsOriginal);
this.BacktestDataSource = new BacktestDataSource(this.BarsSimulating);
this.BarsSimulating.DataSource = this.BacktestDataSource;
this.BacktestDataSource.StreamingProvider.ConsumerQuoteRegister(
this.BarsSimulating.Symbol, this.BarsSimulating.ScaleInterval, this.backtestQuoteBarConsumer);
this.BacktestDataSource.StreamingProvider.ConsumerBarRegister(
this.BarsSimulating.Symbol, this.BarsSimulating.ScaleInterval, this.backtestQuoteBarConsumer);
this.Executor.BacktestContextInitialize(this.BarsSimulating);
// consumers will expect this.BarsOriginal != null
this.Executor.EventGenerator.RaiseBacktesterSimulationContextInitializedStep2of4();
} catch (Exception e) {
string msg = "PreBarsSubstitute(): Backtester caught a long beard...";
this.Executor.PopupException(msg, e);
} finally {
this.BarsSimulatedSoFar = 0;
setBacktestAborted = false;
this.BacktestAborted.Reset();
this.RequestingBacktestAbort.Reset();
//this.BacktestIsRunningBool = true;
this.BacktestIsRunning.Set();
// Calling ManualResetEvent.Reset closes the gate.
// Threads that call WaitOne on a closed gate will block
this.BacktestCompletedQuotesCanGo.Reset();
}
}
