Backtest opti (#10)

* Opti backtest

* clean
This commit is contained in:
Oda
2025-02-06 15:47:24 +07:00
committed by GitHub
parent 0987fa76cf
commit 9819fe014e
9 changed files with 78 additions and 47 deletions

View File

@@ -13,9 +13,10 @@ public static class TradingBox
HashSet<Signal> previousSignal)
{
var signalOnCandles = new HashSet<Signal>();
var limitedCandles = newCandles.ToList().TakeLast(600).ToList();
foreach (var strategy in strategies)
{
strategy.UpdateCandles(newCandles);
strategy.UpdateCandles(limitedCandles.ToHashSet());
var signals = strategy.Run();
if (signals == null || signals.Count == 0) continue;