public BackTest(BackTestConfiguration _config)
{
//set internal vars
runLength = _config.runLength;
maxTradesPerDay = _config.maxTradesPerDay;
currencyPair = _config.currencyPair;
timeFrame = _config.timeFrame;
riskPercent = _config.riskPercent;
riskVsReward = _config.riskVsReward;
startingBalance = _config.startingBalance;
startDate = _config.startDate;
connectionString = _config.connectionString;
//initialize defaults
profitTrades = default;
lossTrades = default;
totalTrades = default;
trade = default;
closingPrice = new List <double>();
myAccountSettings = new AccountSettings {
BASEURI = BASEURI, APIKEY = APIKEY, ID = ID
};
myAccount = new AccountAccessor(myAccountSettings);
instruments = new InstrumentAccessor(myAccountSettings, currencyPair);
orders = new OrderAccessor(myAccountSettings);
}
public TradeEngine()
{
//create main timer for polling
mainTimer = new System.Timers.Timer();
mainTimer.Interval = 150000; //launch polling event every 2.5 minutes
mainTimer.AutoReset = true;
mainTimer.Enabled = true;
myAccountSettings = new AccountSettings {
BASEURI = BASEURI, APIKEY = APIKEY, ID = ID
};
//initialize default variables
myAccount = new AccountAccessor(myAccountSettings);
myAccount.RegisterTimer(mainTimer);
instruments = new InstrumentAccessor(myAccountSettings, "EUR_USD");
instruments.RegisterTimer(mainTimer);
orders = new OrderAccessor(myAccountSettings);
//OMG, initialize first object in collection
SMA50 = new List <IndicatorOverTime>();
SMA50.Add(new IndicatorOverTime {
result = Indicators.SMA((instruments.GetBars(50, "M5"))), time = instruments.GetBars(1, "M5").candles[0].time
});
trend = new TrendDirection();
//set because log file is written before trend is actually calculated, so should be sideways until there is enough data to actually determine the trend
trend = TrendDirection.Sideways;
tradeEngineLog = new LogData();
//write headers to csv
using (StreamWriter writer = new StreamWriter(outFile))
{
CsvWriter csvWriter = new CsvWriter(writer);
csvWriter.WriteHeader <LogData>();
csvWriter.NextRecord();
}
WriteLog();
mainTimer.Elapsed += OnUpdate;
}
