SmartQuant Discussion

this.AddStrategy(s);

BarFactory.Add(Instrument, BarType.Time, BarSize.Minute);

      bool isReminderSet;
      
      protected override void OnTrade(SmartQuant.Instrument instrument, SmartQuant.Trade trade)
      {
         if (!isReminderSet)
         {
            isReminderSet = true;
            
            AddReminder(Clock.DateTime.AddHours(1));
         }
      }   
      
      protected override void OnReminder(DateTime dateTime, object data)
      {
         BarFactory.Add(Instrument, BarType.Time, BarSize.Minute);
      }   

#
        private long barSize = 600;

   public Backtest(Framework framework)
         : base(framework)      {      }

        private string baseCurrency = "USD";

        public override void Run()
      {
            StrategyManager.Mode = StrategyMode.Backtest;

            framework.EventManager.Clear();
            StrategyManager.Global.Clear();

            Instrument instrument1 = InstrumentManager.Instruments["ES_"];

         strategy = new MyStrategy(framework, "AllocationStrategy");

            strategy.AddInstrument(instrument1);

            BarFactory.Clear();
            BarFactory.Add(instrument1, BarType.Time, barSize, BarInput.Bar);

            DataSimulator.SubscribeBar = true;
            DataSimulator.DateTime1 = new DateTime(2017, 04, 01);
       DataSimulator.DateTime2 = new DateTime(2019,3, 31);
 
            ExecutionSimulator.Connect();
            if (ExecutionSimulator == null)
                Console.WriteLine("ExecutionSimulator == null");

            if (ExecutionSimulator.CommissionProvider == null)
            {
                Console.WriteLine("CommissionProvider == null");
                ExecutionSimulator.CommissionProvider = new CommissionProvider();
            }

            ExecutionSimulator.CommissionProvider.Type = CommissionType.PerShare;
            ExecutionSimulator.CommissionProvider.Commission = 2.01;

            ExecutionSimulator.FillOnBar = true; //otherwise it will only fill on trade.. which we do not have...
            ExecutionSimulator.FillAtLimitPrice = true;
            ExecutionSimulator.FillAtStopPrice = true;

            strategy.Init(); //mainly to setup accounts and therelike. so that we could add an account value here..
            strategy.Portfolio.Account.CurrencyId = CurrencyId.GetId(baseCurrency);
            strategy.Portfolio.Account.Deposit(1e6);
            StartStrategy();
      }

         BarFactoryItem item = BarFactory.Add(instrument1, BarType.Time, barSize, BarInput.Bar);
         
         item.InputBarSize = 60; // size from database
         item.InputBarType = BarType.Time; // type from database
         

framework.EventBus.ReminderOrder = ReminderOrder.After;