Engine

Constructors

this
this(string csvPath_IN)

Members

Functions

CurrentDate
Date CurrentDate()
Fund
void Fund(double cashValue_IN)
GetBuffer
Buffer GetBuffer()
GetEquity
double GetEquity(Date date_IN, int index_IN)
GetJournal
EventJournal GetJournal()
GetLastNClosePricesBatch
double[][] GetLastNClosePricesBatch(string[] symbols_IN, int N)
GetPrice
double[] GetPrice(string[] symbols_IN, Date date_IN, int index_IN, PriceMode mode)
GetPrice
double GetPrice(string symbol_IN, Date date_IN, int index_IN, PriceMode mode)
IncrementDate
void IncrementDate()
Liquidate
Engine_t Liquidate(Logger_t log)
PositionEntry
Event PositionEntry(string assetName, double quantity, PriceMode mode, Logger_t log)
PositionExit
Event PositionExit(string assetName, double quantity)
ProcessOrders
Engine_t ProcessOrders(string[] assets, double[] quantities, PriceMode mode, Logger_t log)
Refresh
void Refresh(double initialDeposit_IN, Date startDate_IN)