Allow testing of custom tick data
Created at 01 Sep 2014, 23:41
Allow testing of custom tick data
01 Sep 2014, 23:41
You could enable us to select a file like the 1m backtest data, but that isn't scaleable. A better feature would be if you can provide us with a lower level hook into the historical data feed.
I dream of something like this:
interface CustomDataSource { IEnumerable<cAlgoTick> FetchTickData() } // Then on our robot, we can implement this interface to pull in any custom data we need. public class MyRobot : Robot, CustomDataSource { public override void OnTick(){ // Custom tick data comes in through here and the rest of the platform works as usual } public IEnumerable<cAlgoTick> FetchTickData(){ // load from tick data files, stream from socket, pull from redis, whatever.. yield return new cAlgoTick(); } }
http://msdn.microsoft.com/en-us/library/9k7k7cf0.aspx
A system like this would be very flexible. You could even allow us to provide databars (MarketSeries) in a similar fashion.
Spotware
02 Sep 2014, 09:50
Thank you for your idea. We will consider it. Currently we plan to provide an ability to load tick data from a CSV file.
@Spotware