public TradingStrategyEvaluator(
int numberOfAccounts,
int accountId,
ICapitalManager capitalManager,
ITradingStrategy strategy,
IDictionary <ParameterAttribute, object> strategyParameters,
ITradingDataProvider provider,
StockBlockRelationshipManager relationshipManager,
TradingSettings settings,
ILogger logger,
StreamWriter dumpDataWriter)
{
if (numberOfAccounts <= 0 || accountId < 0 || accountId >= numberOfAccounts)
{
throw new ArgumentOutOfRangeException();
}
if (strategy == null || provider == null || settings == null)
{
throw new ArgumentNullException();
}
_numberOfAccounts = numberOfAccounts;
_accountId = accountId;
_strategy = strategy;
_strategyParameterValues = strategyParameters;
_provider = provider;
_settings = settings;
_equityManager = new EquityManager(capitalManager, _settings.PositionFrozenDays);
_context = new StandardEvaluationContext(_provider, _equityManager, logger, settings, dumpDataWriter, relationshipManager);
_tradingTracker = new TradingTracker(capitalManager.InitialCapital);
}
public TradingStrategyPredicator(
double initialCapital,
double currentCapital,
ITradingStrategy strategy,
IDictionary <ParameterAttribute, object> strategyParameters,
ITradingDataProvider provider,
StockBlockRelationshipManager relationshipManager,
int positionFrozenDays,
IEnumerable <Position> activePositions,
ILogger logger)
{
if (strategy == null || provider == null)
{
throw new ArgumentNullException();
}
_strategy = strategy;
_strategyParameterValues = strategyParameters;
_provider = provider;
_equityManager = new EquityManager(new SimpleCapitalManager(initialCapital, currentCapital), positionFrozenDays);
_unprocessedActivePositions = activePositions.ToList();
_context = new StandardEvaluationContext(_provider, _equityManager, logger, null, null, relationshipManager);
}