void messageLoop()
{
MSG msg;
bool quit = false;
mApp.beforeWindowShown();
ShowWindow(mHWnd, SW_NORMAL);
while(!quit)
{
if (PeekMessage(&msg, NULL, 0, 0, PM_REMOVE))
{
if (WM_QUIT == msg.message)
{
quit = true;
willQuit();
}
TranslateMessage(&msg);
DispatchMessage(&msg);
}
else {
processTick();
}
}
}
/**
* Main application process cycle is here. Calculates frames delay so we can use
* real time for tick processing.
*/
void Application::run() {
running = true;
while (running) {
frameLength = frameEnd - frameStart;
dt = frameLength.count();
frameStart = std::chrono::system_clock::now();
processEvents();
processTick();
processRender();
frameEnd = std::chrono::system_clock::now();
}
}
Backtester::TransactionData & Backtester::backtest(DataSet & dataSet, const Specimen* strategy)
{
bought = false;
sold = false;
transactionData = TransactionData();
map<shared_ptr<Indicator>, double>* indicatorValues;
int i = 0;
while (i < dataSet.getSize())
{
indicatorValues = dataSet.getIndicatorValues(i);
processTick(dataSet.getOpenPrice(i), *indicatorValues, strategy);
if (rand() % 2 == 0) {
processTick(dataSet.getHighPrice(i), *indicatorValues, strategy);
processTick(dataSet.getLowPrice(i), *indicatorValues, strategy);
}
else
{
processTick(dataSet.getLowPrice(i), *indicatorValues, strategy);
processTick(dataSet.getHighPrice(i), *indicatorValues, strategy);
}
processTick(dataSet.getClosePrice(i), *indicatorValues, strategy);
i++;
}
if (bought)
{
double gain = dataSet.getClosePrice(i - 1) - transactionData.buyPrices.back();
if (gain > 0)
{
transactionData.gains += priceToPips(gain);
transactionData.goodTransactionCount++;
}
else
{
transactionData.losses += -priceToPips(gain);
transactionData.badTransactionCount++;
}
bought = false;
sold = false;
}
else if (sold)
{
double gain = transactionData.sellPrices.back() - dataSet.getClosePrice(i - 1);
if (gain > 0)
{
transactionData.gains += priceToPips(gain);
transactionData.goodTransactionCount++;
}
else
{
transactionData.losses += -priceToPips(gain);
transactionData.badTransactionCount++;
}
bought = false;
sold = false;
}
return transactionData;
}