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BacktestingData

interface cAlgo.API Since 5.3

DesktopCLICloud

Base type for backtesting data used for backtesting data source.

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 interface BacktestingData

Namespace: cAlgo.API · Group: DataSource

Examples

private void OnDataRequested(BacktestingDataRequest request)
{
    BacktestingData data = request.DataType == BacktestingDataSourceDataType.Tick
        ? new BacktestingTickData(new[] { new BacktestingTick(request.StartTime, 1.0850, 1.0852) })
        : new BacktestingBarsData(new[] { new BacktestingBar(request.StartTime, 1.0850, 1.0860, 1.0845, 1.0855, 100) });
    request.Complete(data);
}

from System import Array

def on_data_requested(self, request):
    if request.DataType == BacktestingDataSourceDataType.Tick:
        data = BacktestingTickData(Array[BacktestingTick]([BacktestingTick(request.StartTime, 1.0850, 1.0852)]))
    else:
        data = BacktestingBarsData(Array[BacktestingBar]([BacktestingBar(request.StartTime, 1.0850, 1.0860, 1.0845, 1.0855, 100)]))
    request.Complete(data)

See also