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Avoid adding totalPerformance to live minute result file
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+15
-3
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Engine/Results/LiveTradingResultHandler.cs

Lines changed: 15 additions & 3 deletions
Original file line numberDiff line numberDiff line change
@@ -855,8 +855,15 @@ protected override void StoreResult(Packet packet)
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// swap out our charts with the sampled data
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minuteCharts.Remove(PortfolioMarginKey);
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live.Results.Charts = minuteCharts;
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var totalPerformance = live.Results.TotalPerformance;
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live.Results.TotalPerformance = null; // we don't need to save this in minute data
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SaveResults(CreateKey("minute"), live.Results);
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// restore total performance
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live.Results.TotalPerformance = totalPerformance;
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// 10 minute resolution data, save today
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var tenminuteSampler = new SeriesSampler(TimeSpan.FromMinutes(10));
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var tenminuteCharts = tenminuteSampler.SampleCharts(live.Results.Charts, start, stop);
@@ -983,9 +990,14 @@ private static void Truncate(LiveResult result, DateTime start, DateTime stop)
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(x.LastFillTime != null && x.LastFillTime >= start && x.LastFillTime <= stop) ||
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(x.LastUpdateTime != null && x.LastUpdateTime >= start && x.LastUpdateTime <= stop)
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).ToDictionary(x => x.Id);
986-
result.TotalPerformance.ClosedTrades = result.TotalPerformance.ClosedTrades
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.Where(x => x.ExitTime >= start && x.ExitTime <= stop)
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.ToList();
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var closedTrades = result.TotalPerformance?.ClosedTrades;
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if (closedTrades != null && closedTrades.Count > 0)
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{
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result.TotalPerformance.ClosedTrades = closedTrades
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.Where(x => x.ExitTime >= start && x.ExitTime <= stop)
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.ToList();
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}
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//Log.Trace("LiveTradingResultHandler.Truncate: Truncate Outgoing: " + result.Charts["Strategy Equity"].Series["Equity"].Values.Count);
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}

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