/// <summary>
/// Instantiates a new instance.
/// </summary>
/// <param name="bars">The list of Bar instances to use during the backtest.</param>
public StrategyBacktester(IEnumerable <Bar> bars)
{
var orderCreator = new OrderCreator();
orderCreator.OrderSent += (order) => OrderSent.SafeTrigger(order);
var manager = new StrategyManager(orderCreator);
StrategyInfo = manager.StrategyInfo;
playableBars = new PlayableBars(bars);
runner = new StrategyRunner <T>(
playableBars.ToSingleDataStream(),
orderCreator: orderCreator,
strategyInfo: StrategyInfo);
Strategy = runner.Strategy;
}
/// <summary>
/// Triggers the OrderSent event.
/// </summary>
/// <param name="orderInfo">The information about the order.</param>
protected virtual void TriggerOrderSent(OrderInfo orderInfo)
{
OrderSent.SafeTrigger(orderInfo);
}
/// <summary>
/// Called when an order has been sent. Triggers the OrderSent event.
/// </summary>
/// <param name="order">The order information that was sent.</param>
private void OnOrderSent(OrderInfo order)
{
OrderSent.SafeTrigger(order);
}