Handy-UserStrategyBase-extension-method-for-getting-FirstValidIndex

Here is a handy UserStrategyBase extension method for C# developers. Put the following in your (supporting) library to use it. (I presume you know what to do for creating and building a library for use with WL.). The method returns the greatest FirstValidIndex for all TimeSeries-based member fields in your strategy. Note that it doesn't account for static fields. Adjust for your needs.

See the code comments for additional details.

CODE:
using System.Reflection;
using WealthLab.Backtest;
using WealthLab.Core;

namespace WLUtility.Extensions
{
    public static partial class UserStrategyBaseExtensions
    {
        /// <summary>
        ///     Go through all TimeSeries-based fields in the UserStrategyBase and return the first valid index by
        ///     utilizing reflection to find the greatest TimeSeries FirstValidIndex property value.
        /// </summary>
        /// <param name="userStrategyBase"></param>
        /// <returns>The greatest first valid index of the TimeSeries-based fields of the given userStrategyBase.</returns>
        public static int GetFirstValidIndex(this UserStrategyBase userStrategyBase)
        {
            var firstValidIndex = 0;

            // Use reflection to discover TimeSeries-based fields and then find the greatest FirstValidIndex.
            // Note: properties have backing fields, so we need only scan the fields.
            foreach (var fieldInfo in userStrategyBase.GetType()
                         .GetFields(BindingFlags.Instance | BindingFlags.Public | BindingFlags.NonPublic))
            {
                // look for TimeSeries or inherited from TimeSeries
                if (!fieldInfo.FieldType.IsAssignableTo(typeof(TimeSeries)))
                {
                    // not a TimeSeries-based field
                    continue;
                }

                var fieldValue = (TimeSeries) fieldInfo.GetValue(userStrategyBase);
                if (fieldValue != null && fieldValue.FirstValidIndex > firstValidIndex)
                {
                    firstValidIndex = fieldValue.FirstValidIndex;
                }
            }

            return firstValidIndex;
        }
    }
}

At the end of your strategy's Initialize() method, call the extension method as follows:

CODE:
        StartIndex = this.GetFirstValidIndex();