public TransactionProcessor(
IQuoteContext quoteContext,
Account account,
ISimulationSettings settings)
{
this.quoteContext = quoteContext;
this.account = account;
this.delay = settings.Get<TradeDelaySetting>();
this.commission = settings.Get<CommissionSetting>();
this.avgPrice = new double[quoteContext.TickerCount];
}
bool ISimulationContext.Initialize(SyncTickers syncTickers, StrategyBase strategy, ISimulationSettings settings)
{
this.strategy = strategy;
this.settings = settings;
this.syncTickers = syncTickers;
this.account = new Account(settings.Get<InitialEquitySetting>().Value);
this.strategy.QuoteContext = this.quoteContext = new QuoteContext(syncTickers);
this.transactionProcessor = new TransactionProcessor(quoteContext, account, settings);
this.strategy.WalletContext = this.walletContext = new WalletContext(quoteContext, account, transactionProcessor);
this.resultQuotes = new List<SimulationResultQuote>();
return strategy.Initialize();
}