public Report Evaluate( IEnumerable<StockHandle> stocks, DateTime dateUnderAnalysis )
{
// XXX: system is only created to get the name for the report
var system = myTradingSystemBuilder();
var report = new BackTestingReport( system.Name, dateUnderAnalysis );
var lockObj = new object();
Parallel.ForEach( stocks, stock =>
{
using ( PerfMon.Profile( "Evaluating stock: {0}", stock.Isin ) )
{
lock ( lockObj )
{
system = myTradingSystemBuilder();
}
var systemResult = system.Evaluate( stock, dateUnderAnalysis );
var tradingResult = PerformBackTesting( systemResult );
lock ( lockObj )
{
report.AddResult( tradingResult );
}
}
} );
return report;
}
public Report Evaluate(IEnumerable <StockHandle> stocks, DateTime dateUnderAnalysis)
{
// XXX: system is only created to get the name for the report
var system = myTradingSystemBuilder();
var report = new BackTestingReport(system.Name, dateUnderAnalysis);
var lockObj = new object();
Parallel.ForEach(stocks, stock =>
{
using (PerfMon.Profile("Evaluating stock: {0}", stock.Isin))
{
lock ( lockObj )
{
system = myTradingSystemBuilder();
}
var systemResult = system.Evaluate(stock, dateUnderAnalysis);
var tradingResult = PerformBackTesting(systemResult);
lock ( lockObj )
{
report.AddResult(tradingResult);
}
}
});
return(report);
}
