public void RunAsync(SyncTickers syncTickers, StrategyBase strategy, ISimulationSettings settings)
{
if (syncTickers == null) throw new ArgumentNullException("syncTickers");
if (strategy == null) throw new ArgumentNullException("strategy");
if (settings == null) throw new ArgumentNullException("settings");
if (IsBusy) throw new InvalidOperationException("Already running.");
var asyncSimulationAlgorithm = new SimulationContextAsyncDecorator(SimulationContextFactory.CreateContext());
cancelSimulation = () => asyncSimulationAlgorithm.Cancel();
simulationTask = Task.Factory.StartNew(() =>
{
using (asyncSimulationAlgorithm)
{
var runResult = base.SimulationAlgorithmFlow(asyncSimulationAlgorithm, syncTickers, strategy, settings);
lock (cancelRaceConditionSync) { cancelSimulation = delegate { }; }
EndInfo = new SimulationEndEventArgs
{
Error = runResult.Error,
Result = runResult.Value,
EndReason =
runResult.Error != null ? SimulationEndReason.Error :
runResult.Value != null ? SimulationEndReason.Completion :
SimulationEndReason.Cancellation
};
SimulationEnded(this, EndInfo);
}
});
//while (simulationTask.Status < TaskStatus.Running) ;
}
bool ISimulationContext.Initialize(SyncTickers syncTickers, StrategyBase strategy, ISimulationSettings settings)
{
this.strategy = strategy;
this.settings = settings;
this.syncTickers = syncTickers;
this.account = new Account(settings.Get<InitialEquitySetting>().Value);
this.strategy.QuoteContext = this.quoteContext = new QuoteContext(syncTickers);
this.transactionProcessor = new TransactionProcessor(quoteContext, account, settings);
this.strategy.WalletContext = this.walletContext = new WalletContext(quoteContext, account, transactionProcessor);
this.resultQuotes = new List<SimulationResultQuote>();
return strategy.Initialize();
}