예제 #1
0
 public Simulator(SystemArguments args, BarLoader data, string topicPrefix)
 {
     newBarListeners     = new LazyDictionary <Symbol, Action <Bar> >(symbol => doNothing);
     this.data           = data;
     symbols             = args.symbols;
     bridge              = args.bridgeBase(topicPrefix);
     dateIndex           = 0;
     processBarComplete += doNothing;
     interval            = args.interval();
 }
예제 #2
0
        public static Simulator run(int systemId, IEnumerable <Symbol> symbols, IEnumerable <QPortfolio> portfolios, int runNumber, BarLoader data, bool dumpParamsOnly, bool shutdown)
        {
            var parameters = new Parameters {
                { "systemId", systemId },
                { "RunMode", (double)RunMode.STO },
                { "RunNumber", runNumber }
            };

            try {
                parameters.runNumber();
                LogC.err("" + parameters);
                if (dumpParamsOnly)
                {
                    return(null);
                }
                var simulator = new Simulator(new SystemArguments(symbols, portfolios, parameters), data, "QUEDGE");
                simulator.processBars();
                if (shutdown)
                {
                    simulator.shutdown();
                }
                else
                {
                    var metrics = simulator.metrics();
                    LogC.verbose(() => "skipping shutdown based on noShutdown parameter.");
                    LogC.verbose(() => toShortString(metrics["ALL"]));
                }
                return(simulator);
            } catch (Exception e) {
                throw Bomb.toss("\nFailed in run " + runNumber + "\nUsing:\n" + parameters + "\n", e);
            }
        }