public Portfolio.Portfolio BackTest(Indicator.GenericIndicator indicator, HistoricalDataSet dataSet, Portfolio.Portfolio portfolio) { Ranking[][] rankingTable = dataSet.GetRankingTable(indicator); SetUpPortFolio(portfolio, rankingTable[0]); for (int i = 1; i < rankingTable.Length; i += 1) { UpdatePortfolio(portfolio, rankingTable[i - 1], rankingTable[i]); } return(portfolio); }
public Portfolio.Portfolio BackTest(Indicator.GenericIndicator indicator, HistoricalDataSet dataSet, Portfolio.Portfolio portfolio) { Ranking[][] rankingTable = dataSet.GetRankingTable(indicator); SetUpPortFolio(portfolio, rankingTable[0]); for(int i = 1; i < rankingTable.Length; i += 1) { UpdatePortfolio(portfolio, rankingTable[i-1], rankingTable[i]); } return portfolio; }