public void Execute(SortedList<DateTime, double> marketData)
{
List<Tuple<DateTime, DateTime>> simDateList = GetSimDateList(this._from, this._until, _startGapMonth, _durationMonth);
_marketData = marketData;
//_marketData = MarketDataManager.Ins().Get_PX_LAST_Data(
// this._ticker, this._currency);
if (_marketData.Count == 0)
{
logger.Error("Fatal error");
return;
}
foreach (Tuple<DateTime, DateTime> eachSimDate in simDateList)
{
// each simulation을 진행할 클래스를 만들어서 진행하고 결과를 받도록 한다.
EachDynamicPropSim eachSim = new EachDynamicPropSim(
this.Key, this._ticker, eachSimDate, _marketData, this._lossCutEach,
this._leverageEach, this._maxInvestmentEach, _policy);
eachSim.ExecuteSim();
EachSims.Add(eachSim);
}
SetStatisticData();
}
