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 TradeMetricsCalculator(
//StockNameTable nameTable,
TradingTracker tracker,
ITradingDataProvider provider,
TradingSettings settings)
{
if (tracker == null)
{
throw new ArgumentNullException("history");
}
if (provider == null)
{
throw new ArgumentNullException("provider");
}
if (settings == null)
{
throw new ArgumentNullException("settings");
}
var startDate = provider.GetFirstNonWarmupDataPeriods().Min();
var periods = provider.GetAllPeriodsOrdered().Where(d => d >= startDate).ToArray();
var endDate = periods.Last();
if (endDate.Date < endDate)
{
endDate.AddDays(1);
}
if (tracker.MinTransactionTime < startDate)
{
throw new ArgumentOutOfRangeException("the minimum transaction time in trading history is smaller than the start date of provider's data");
}
if (tracker.MaxTransactionTime > endDate)
{
throw new ArgumentOutOfRangeException("the maximum transaction time in trading history is larger than the end date of provider's data");
}
//_nameTable = nameTable;
_dataProvider = provider;
_settings = settings;
_startDate = startDate;
_endDate = endDate;
_initialCapital = tracker.InitialCapital;
_transactionHistory = tracker.TransactionHistory.ToArray();
_completedTransactionHistory = tracker.CompletedTransactionHistory.ToArray();
_periods = periods;
}
public BlockTradingDetailSummarizer(TradingTracker tracker, ITradingDataProvider provider)
{
if (tracker == null)
{
throw new ArgumentNullException("history");
}
if (provider == null)
{
throw new ArgumentNullException("provider");
}
_dataProvider = provider;
_transactionHistory = tracker.TransactionHistory.ToArray();
_periods = _dataProvider.GetAllPeriodsOrdered();
}
