public Carteira(FacadeBacktester facade, float capitalInicial, system.Config config, system.TradeSystem tradeSystem, MonteCarlo mc) { this.facade = facade; this.capitalInicial = capitalInicial; this.capitalLiq = capitalInicial; posicoesAbertas = new Dictionary <Ativo, Posicao>(); this.config = config; posicoesFechadas = new List <Posicao>(); capitalPosicao = 0; this.tradeSystem = tradeSystem; estatistica = new Estatistica(capitalInicial); capitalMes = capitalInicial; this.monteCarlo = mc; }
public Carteira RunSingle(string name, ICaller caller, model.system.Config config, model.system.TradeSystem ts) { backTester = new BackTester(this, dh.periodos[0], config, ts); return(backTester.runMonteCarlo(caller, name)); }
public Carteira RunValidation(ICaller caller, model.system.Config config, model.system.TradeSystem ts, string name = "??") { backTester = new BackTester(this, dh.periodos[0], config, ts); return(backTester.runSingleBackTest(caller, new MonteCarlo(name))); }
public Carteira Run(ICaller caller, model.system.Config config, model.system.TradeSystem ts, string name = "??") { backTester = new BackTester(this, dh.periodos[0], config, ts); backTester.runBackTest(caller, name); return(backTester.carteira); }