public static void UseBarBacktest(this IDataSimulator simulator, Instrument instrument, BarSeries inputBars, params long[] barSizes)
{
var framework = ((DataSimulator)simulator).GetFramework();
framework.EventManager.Dispatcher.SimulatorStop += DispatcherSimulatorStop;
var dm = framework.DataManager;
if (simulator.DateTime1 == DateTime.MinValue)
{
simulator.DateTime1 = inputBars.First.OpenDateTime;
simulator.DateTime2 = inputBars.Last.CloseDateTime;
}
var list = new List <BarSeries>();
foreach (var size in barSizes)
{
if (BarInSimulator(simulator, instrument, size))
{
continue;
}
if (size == inputBars.First.Size)
{
list.Add(inputBars);
}
else
{
var bars = GetTimeBars(dm, instrument, size, simulator.DateTime1, simulator.DateTime2);
if (bars.Count == 0)
{
bars = inputBars.TimeCompress(instrument, size);
}
list.Add(bars);
}
}
if (list.Count == 0)
{
return;
}
simulator.Series.AddRange(list);
simulator.SubscribeBar = false;
simulator.SubscribeBarSlice = false;
simulator.SubscribeAsk = false;
simulator.SubscribeBid = false;
simulator.SubscribeTrade = false;
simulator.SubscribeQuote = false;
simulator.SubscribeLevelII = false;
}
