PreExecute-PostExecute

FLX8

2022-06-07T22:43:52Z - 2022-06-07T22:43:52Z ago

In the documentation is saids that both PreExecute and PostExecute executes immediate before and after the main iteration.

CODE:

public override void PreExecute(DateTime dt, List<BarHistory> participants)
      {
         if (dt.ToLongDateString() != date)
         {
            date = dt.ToLongDateString();
            WriteToDebugLog(date);
         }
      }

      public override void Execute(BarHistory bars, int idx)
      {
      }

      public override void PostExecute(DateTime dt, List<BarHistory> participants)
      {
         WriteToDebugLog($"\tTotal Positions: {GetPositionsAllSymbols()}");
      }

If I did this on a single asset, it will log the date then the positions, once per day.

But if I do this on a Portfolio, it will print all the dates of the bactest from start to end, then print the positions from start to end.

I am merely inspecting what happens on a day-to-day when running the backtest. How do I get it so that code runs from PreExecute -> Execute -> PostExecute for every loop?

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FLX8

2022-06-07T23:08:01Z - 2022-06-07T23:08:01Z ago

I like to note that if I pass a false argument to WriteToDebug() that this is corrected so this may be related.

Eugene8

2022-06-08T05:34:14Z - 2022-06-08T05:34:14Z ago

Passing a false to WriteDebugLog switches the output to sequential:

https://www.youtube.com/watch?v=EqxgxLfF4Dw&t=10s
https://www.wealth-lab.com/Discussion/A-Chronological-Debug-Output-Preference-6902

Best Answer

FLX8

2022-06-11T13:52:33Z - 2022-06-11T13:52:33Z ago

CODE:
private string date = "";

      private string datestring = "";
      private string target = @"C:\Users\netfe\Desktop\WL Strategies\text.txt";

        public override void PreExecute(DateTime dt, List<BarHistory> participants)
        {
         if (date != dt.ToLongDateString())
         {
            date = dt.ToLongDateString();
            datestring += date;
         }
           File.WriteAllText(target, datestring);        
           
        }

        public override void Execute(BarHistory bars, int idx)
        {

              
        }

      public override void BacktestComplete()
      {
         
         Directory.SetCurrentDirectory(@"C:\Users\netfe\Desktop\WL Strategies\");
         Process.Start(@"C:\Program Files\Notepad++\notepad++.exe", "text.txt");

         
      }

if I place

CODE:
File.WriteAllText(target, datestring);

in PreExecute, it will write a bunch of dates to file.

if I place it in either BacktestComplete() or Execute(), it will write an empty file.

what is it that I am not understanding about these methods? If I store a string to a variable, shouldn't I be able to write the contents of this variable to a file in the BacktestComplete() method?

Eugene8

2022-06-11T14:06:30Z - 2022-06-11T14:06:30Z ago

The class level date variable is not changing. You should key off bars.DateTimes[idx] in Execute(), for example.

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