BacktestingTickData

class cAlgo.API Since 5.3

DesktopCLICloud

Represents a collection of backtesting tick 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 BacktestingTickData

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

Examples

C#Python

private void OnDataRequested(BacktestingDataRequest request)
{
    var ticks = MarketData.GetTicks(request.PriceDataSourceId.Symbol.Name);
    var data = ticks.Where(tick => tick.Time >= request.StartTime && tick.Time <= request.EndTime)
        .Select(tick => new BacktestingTick(tick.Time, tick.Bid, tick.Ask));
    request.Complete(new BacktestingTickData(data));
}

from System import Array

def on_data_requested(self, request):
    ticks = api.MarketData.GetTicks(request.PriceDataSourceId.Symbol.Name)
    data = [BacktestingTick(tick.Time, tick.Bid, tick.Ask) for tick in ticks if tick.Time >= request.StartTime and tick.Time <= request.EndTime]
    request.Complete(BacktestingTickData(Array[BacktestingTick](data)))

Constructors

Name	Description
BacktestingTickDataDesktopCLICloud	Creates a new instance of BacktestingTickData with passed data.