private void ProcessSignals(DateTime ts, SystemState systemState, Func <Signal, StockPricesData, int, bool> signalSelector, Func <Signal, StockPricesData, int, float> openPriceSelector)
{
for (int i = 0; i < systemState.Signals.Count; i++)
{
VerifySignal(systemState.Signals[i]);
if (systemState.Signals[i].Rebalance)
{
if (signalSelector(systemState.Signals[i], null, -1))
{
ProcessRebalanceSignal(systemState.Signals[i], ts, systemState, openPriceSelector);
}
}
else
{
(StockPricesData pricesData, int pricesDataIndex) = _dataLoader.GetPricesDataAndIndex(systemState.Signals[i].Stock.FullName, systemState.Signals[i].DataRange, systemState.Signals[i].IntradayInterval, ts);
if (signalSelector(systemState.Signals[i], pricesData, pricesDataIndex))
{
ProcessStandardSignal(systemState.Signals[i], ts, systemState, openPriceSelector, pricesData, pricesDataIndex);
}
}
}
}
private float CalculatePrice(string stockName, StockDataRange dataRange, int intradayInterval, Signal signal, DateTime ts, Func <Signal, StockPricesData, int, float> openPriceSelector)
{
(StockPricesData pricesData, int pricesDataIndex) = _dataLoader.GetPricesDataAndIndex(stockName, dataRange, intradayInterval, ts);
return(openPriceSelector(signal, pricesData, pricesDataIndex));
}