SmartQuant Discussion

DataSimulator in C# Code
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Author:  brettb [ Fri Feb 27, 2015 12:37 am ]
Post subject:  DataSimulator in C# Code

Hi Guys

I was wondering how to get the DataSimulator working when using Visual Studio only. (Not developing in the OpenQuant application but in Visual Studio). I have an automated system ported over from using the IB API to the OpenQuant2014 API. It runs on live data using QuantRouter (connecting to IB). But i'm hoping to back test it, does back testing have to be done in the OpenQuant program or can i do it in Visual Studio.

I've attempted to load the DataSimulator in Visual Studio but can't seem to get it to return the data simulator object. Always get a Null reference. I thought i could connect to QuantBase where i have the historical big/ask data stored and step through it.

Could you give me any pointers on whether it's possible and how to do it? Otherwise i'll be rebuilding the code again in QuantRouter.


Author:  Dr. Anton Fokin [ Fri Feb 27, 2015 7:11 am ]
Post subject:  Re: DataSimulator in C# Code


I am not sure I completely understand what you are doing, but you can run any OpenQuant 2014 solution directly in VisualStudio as MSVS solution/application. This way you can run the data simulator in a standalone application in Visual Studio.

Or perhaps I am missing something in your question.


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