public BacktestSession CreateSession(Guid accountId, TickerType tickerType, BarItemType barType, string barDataFile, Guid cacheId) { if (backtestSessions == null) { backtestSessions = new Dictionary <Guid, BacktestSession>(); } this.cacheId = cacheId; //this line should raise an exception if file is invalid BarItemFile.ValidateFile(barDataFile); BacktestSession backtestSession = new BacktestSession(accountId, tickerType, barDataFile, cacheId); //backtestSession.SignalClosePosition += OnSignalClosePosition; //backtestSession.SignalOpenPosition += OnSignalOpenPosition; backtestSession.StrategyClosePosition += OnStrategyClosePosition; backtestSession.StrategyOpenPosition += OnStrategyOpenPosition; backtestSessions.Add(backtestSession.SessionId, backtestSession); brokerAccounts[accountId].Orders.Initialize(barType, backtestSession.SessionId); return(backtestSession); }
public IBacktestSession CreateSession(CurrencyPairOption currencyPair, string barDataFile) { if (backtestSessions == null) { backtestSessions = new Dictionary <Guid, BacktestSession>(); } //this line should raise an exception if file is invalid BarItemFile.ValidateFile(barDataFile); BacktestSession backtestSession = new BacktestSession(currencyPair, barDataFile); backtestSessions.Add(backtestSession.SessionId, backtestSession); return(backtestSession); }