/// <summary>
/// Gets a stock point object for the current line.
/// </summary>
/// <returns>A stock point object for the current line.</returns>
public DatePoint GetStockPoint()
{
if (this.datePoint == null)
{
this.datePoint = new DatePoint(
this.indicators[this.IndicatorLocations["timestamp"]]);
}
return(this.datePoint);
}
/// <summary>
/// Calculates all the buys and sells against the dataset.
/// </summary>
/// <param name="indicatorLibraryAdapter">Moves through each row of the indicatorLibraryAdapter to find the buy and sell points.</param>
public void RunBacktest(TestData indicatorLibraryAdapter, Dictionary <DateTime, Dictionary <string, double> > ILA)
{
TradeCondition newbuyCondition = tradeSystem.BuyCondition;
indicatorLibraryAdapter.Restart();
DatePoint point = indicatorLibraryAdapter.GetStockPoint();
do
{
if (newbuyCondition.Eval(ILA, point))
{
occurance.Add(indicatorLibraryAdapter.GetStockPoint().PointDateTime);
}
point = indicatorLibraryAdapter.GetStockPoint();
} while (indicatorLibraryAdapter.MoveNext());
}
/// <summary>
/// Moves to the next line of the input.
/// </summary>
/// <returns>false if it's at the end of the file.</returns>
public bool MoveNext()
{
if (this.streamReader == null)
{
return(false);
}
if (this.streamReader.EndOfStream)
{
this.streamReader.Close();
this.streamReader = null;
return(false);
}
this.datePoint = null;
this.indicators = this.streamReader.ReadLine().Split(',');
return(true);
}
public DateTime?getDateTime(string indicatorName)
{
if (indicatorName.ElementAt(0) == '#')
{
return(DateTime.Parse(indicatorName.Remove(0, 1)));
}
else
{
int i = this.IndicatorLocations[indicatorName];
string indicator = this.indicators[i];
DatePoint newpoint = new DatePoint();
if (indicator.Trim() == string.Empty)
{
return(null);
}
return(newpoint.ParseDateTime(indicator));
}
}