Given I am backtesting a group of instruments... what is a generic technique to detect the beginning and end of the entire backtested group... not per instrument?
I notice Initialize() and Dispose() get called for each instrument (multiple times), which is what I don't want.
Can't hard code any times/dates or instruments as reference points, since these are variable...
There has GOT to be a simple way to do this. For example is there a GUID for the entire multi-instrument backtest I can reference? A function to override? Some other technique?
Thanks a lot!
-Marc
I notice Initialize() and Dispose() get called for each instrument (multiple times), which is what I don't want.
Can't hard code any times/dates or instruments as reference points, since these are variable...
There has GOT to be a simple way to do this. For example is there a GUID for the entire multi-instrument backtest I can reference? A function to override? Some other technique?
Thanks a lot!
-Marc
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