public Portfolio.Portfolio BackTest(Indicator.GenericIndicator indicator, HistoricalDataSet dataSet, Portfolio.Portfolio portfolio)
{
Ranking[][] rankingTable = dataSet.GetRankingTable(indicator);
SetUpPortFolio(portfolio, rankingTable[0]);
for (int i = 1; i < rankingTable.Length; i += 1)
{
UpdatePortfolio(portfolio, rankingTable[i - 1], rankingTable[i]);
}
return(portfolio);
}
public Portfolio.Portfolio BackTest(Indicator.GenericIndicator indicator, HistoricalDataSet dataSet, Portfolio.Portfolio portfolio)
{
Ranking[][] rankingTable = dataSet.GetRankingTable(indicator);
SetUpPortFolio(portfolio, rankingTable[0]);
for(int i = 1; i < rankingTable.Length; i += 1)
{
UpdatePortfolio(portfolio, rankingTable[i-1], rankingTable[i]);
}
return portfolio;
}
