BacktestingBarsData

class cAlgo.API Since 5.3

DesktopCLICloud

Represents a collection of backtesting bars data.

Environment behaviour

CLI — not supported. Available to plugins only, and plugins cannot run in the CLI.

Cloud — not supported. Available to plugins only, and plugins cannot run in the cloud.

Definition

public class BacktestingBarsData

Namespace: cAlgo.API · Group: DataSource · Implements: BacktestingData

Examples

C#Python

private void OnDataRequested(BacktestingDataRequest request)
{
    var bars = MarketData.GetBars(request.PriceDataSourceId.TimeFrame, request.PriceDataSourceId.Symbol.Name);
    var data = bars.Where(bar => bar.OpenTime >= request.StartTime && bar.OpenTime <= request.EndTime)
        .Select(bar => new BacktestingBar(bar.OpenTime, bar.Open, bar.High, bar.Low, bar.Close, (long)bar.TickVolume));
    request.Complete(new BacktestingBarsData(data));
}

from System import Array

def on_data_requested(self, request):
    bars = api.MarketData.GetBars(request.PriceDataSourceId.TimeFrame, request.PriceDataSourceId.Symbol.Name)
    data = [BacktestingBar(bar.OpenTime, bar.Open, bar.High, bar.Low, bar.Close, int(bar.TickVolume)) for bar in bars if bar.OpenTime >= request.StartTime and bar.OpenTime <= request.EndTime]
    request.Complete(BacktestingBarsData(Array[BacktestingBar](data)))

Constructors

Name	Description
BacktestingBarsDataDesktopCLICloud	Creates a new instance of BacktestingBarsData with passed data.