public BacktestTradeEngineTests()
{
var server = new Server();
var account = new BacktestAccount(1, 1, "Demo", 500, "Tester");
account.AddTransaction(new Transaction(10000, DateTimeOffset.Now, string.Empty));
var barsMock = new Mock <IBars>();
barsMock.SetReturnsDefault <ISeries <DateTimeOffset> >(new Collections.ExpandableSeries <DateTimeOffset>());
barsMock.SetReturnsDefault <ISeries <double> >(new Collections.ExpandableSeries <double>());
_symbol = new OhlcSymbol(barsMock.Object)
{
Digits = 5,
TickSize = 0.00001,
TickValue = 1,
VolumeStep = 1000,
MaxVolume = 100000000,
MinVolume = 1000,
VolumeUnitValue = 1,
Commission = 1,
Name = "EURUSD",
Slippage = 0.0001
};
_tradeEngine = new BacktestTradeEngine(server, account);
}
protected override Task Run()
{
logger.LogInformation($"Starting backtest from {Config.StartDate} to {Config.EndDate}");
runStopwatch = System.Diagnostics.Stopwatch.StartNew();
BacktestAccount.Run();
runStopwatch.Stop();
OnFinished();
return(Task.CompletedTask);
}
public override async Task <bool> Initialize()
{
if (isInitialized)
{
return(true);
}
isInitialized = true;
logger = this.GetLogger();
if (await BacktestAccount.Initialize().ConfigureAwait(false) == false)
{
return(false);
}
return(await base.Initialize().ConfigureAwait(false));
}
internal _HistoricalTrade(BacktestAccount account, Position position)
{
this.Balance = account.Balance;
//ClosingDealId =
ClosingPrice = position.CurrentExitPrice;
ClosingTime = account.Server.Time; // REVIEW - use extrapolated time?
Comment = position.Comment;
Commissions = position.Commissions;
EntryPrice = position.EntryPrice;
GrossProfit = position.GrossProfit;
Label = position.Label;
NetProfit = position.NetProfit;
Pips = position.Pips;
PositionId = position.Id;
Quantity = position.Quantity;
Swap = position.Swap;
SymbolCode = position.SymbolCode;
TradeType = position.TradeType;
Volume = position.Volume;
}
