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mikasoukhov avatar mikasoukhov commented on May 17, 2024

Я мало что понял. О какой проблеме (если это проблема) идет речь?

from stocksharp.

deme3us avatar deme3us commented on May 17, 2024

Я про проблему, что после окончания работы портфель у стратегии отличается от портфеля коннектора (HistoryEmulationConnector), хотя на вход обоим подается один и тот же объект.

Вкратце:
var portfolio = new Portfolio() { Name = "n", BeginValue = 1000000, };
var connector = new HistoryEmulationConnector( new[] { oneSecurity }, new[] { portfolio } ) { ... };
var strategy = new MyStrategy( oneSeries ) { Portfolio = portfolio, ... };
connector.Start( startTime, stopTime );

После окончания работы стратегии:
connector.Portfolios.FirstOrDefault() будет содержать актуальные данные (CurrentValue, RealizedPnL и т.п.)
А strategy.Portfolio не будет содержать актуальных данных (т.е. останется таким же пустым, каким был при создании).

from stocksharp.

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