public TestDealsAggregator()
{
LoadData1();
CDealsAgregator da = new CDealsAgregator(100, 1M);
da.GenAggrPrice(sourceLst, destLst);
int i = 0;
TestDealStruct(destLst[i++], 2, EnmDealDir.Buy, 73000);
TestDealStruct(destLst[i++], 1, EnmDealDir.Buy, 73000);
TestDealStruct(destLst[i++], 1, EnmDealDir.Buy, 73000);
TestDealStruct(destLst[i++], 1, EnmDealDir.Sell, 77571);
TestDealStruct(destLst[i++], 2, EnmDealDir.Buy, 73040);
TestDealStruct(destLst[i++], 4, EnmDealDir.Sell, 77544);
TestDealStruct(destLst[i++], 1, EnmDealDir.Sell, 77557);
TestDealStruct(destLst[i++], 2, EnmDealDir.Sell, 73020);
LoadData2();
da.GenAggrPrice(sourceLst, destLst);
TestDealStruct(destLst[i++], 2, EnmDealDir.Sell, 73020);
System.Threading.Thread.Sleep(0);
}
/// <summary>
///
/// Create structures - list for deals and stocks
/// for instrument
///
/// Call from -
/// 1)CKernetlTerminal.SubscribeTickersFromConfig - on successfull Authorisation
/// 2)CKernetlTerminal.EditConnectedStock
/// 3)CKernetlTerminal.EditNonConnectedStock
///
/// </summary>
/// <param name="instrument"></param>
public void AddStructuresForSubscribedTicker(string instrument, decimal stepPrice)
{
//if (isin == null)
// return;
lock (OutpListAggrDeals)
if (!OutpListAggrDeals.ContainsKey(instrument))
{
OutpListAggrDeals[instrument] = new List <CDealClass>();
}
lock (OutpStockClass)
if (!OutpStockClass.ContainsKey(instrument))
{
OutpStockClass[instrument] = new CStockClass();
}
//TODO get from GUI
int parPeriod = 30;
if (!_dictDealsAggr.ContainsKey(instrument))
{
_dictDealsAggr[instrument] = new CDealsAgregator(parPeriod, stepPrice);
}
lock (OutpListRawDeals)
if (!OutpListRawDeals.ContainsKey(instrument))
{
OutpListRawDeals[instrument] = new List <CDealClass>();
}
}
public TestLogPerf()
{
//System.Runtime.GCSettings.LatencyMode = System.Runtime.GCLatencyMode.LowLatency;
// CUtil.IncreaseProcessPriority();
Thread.CurrentThread.Priority = ThreadPriority.Highest;
InitTicks();
CDealsList dl = new CDealsList();
dl.DealsList = new List <CDealClass>();
CLogServer lgSrv = new CLogServer();
List <long> lstHighTck = new List <long>();
List <long> lstHighLogTck = new List <long>();
LogBuff = new CLoggerBuffered("TestLogPerf", lgSrv);
(new Thread(ThreadLogProducer)).Start();
Stopwatch swTotal = new Stopwatch();
LogBuff.Log("--------------started----------------------------");
swTotal.Start();
long beforeTck = 0;
long afterTck = 0;
long deltaTck = 0;
long beforeLogTck = 0;
long afterLogTck = 0;
long deltalogTck = 0;
long deltaCycle = 0;
for (int i = 0; i < 10000; i++)
{
beforeTck = swTotal.ElapsedTicks;
int fac = 1;
// for (int j = 1; j < 20; j++)
// fac *= j;
CDealsAgregator da = new CDealsAgregator(100, 1M);
da.GenAggrPrice(sourceLst, dl.DealsList);
//CDealsAgregator da = new CDealsAgregator(sourceLst, dl.DealsList, 100,1M);
afterTck = swTotal.ElapsedTicks;
deltaTck = afterTck - beforeTck;
deltalogTck = afterLogTck - beforeLogTck;
deltaCycle = beforeTck - afterLogTck;
beforeLogTck = swTotal.ElapsedTicks;
long d1 = 1;
DateTime dt = DateTime.Now;
string st1 = "sssssss";
decimal dc1 = 32132.24343M;
LogMsg(new CLogStruct
{
I = i,
DeltaTck = deltaTck,
DeltaLogTck = deltalogTck,
DeltaCycle = deltaCycle,
D1 = d1,
Dt = dt,
St1 = st1,
dc1 = dc1,
LargeStr =
" 121323232434gdfgdgdsfgdfgsdgdfgsfdgsdgdsfgsdfgsdfgdfgsdfgsdfgfdsgsdg"
}
);
if (deltaTck > 100 && i > 0)
{
lstHighTck.Add(deltaTck);
}
if (deltalogTck > 100)
{
lstHighLogTck.Add(deltalogTck);
}
//LogBuff.Log("i= " + i + " deltaTck=" + deltaTck + " deltaLogTck=" + deltalogTck+" "
//+ d1+dt+st1+dc1
// +" 121323232434gdfgdgdsfgdfgsdgdfgsfdgsdgdsfgsdfgsdfgdfgsdfgsdfgfdsgsdg"
//);
afterLogTck = swTotal.ElapsedTicks;
}
swTotal.Stop();
Thread.Sleep(2000);
LogBuff.Log("eclapsed ms=" + swTotal.ElapsedMilliseconds + " ticks=" + swTotal.ElapsedTicks);
LogBuff.Log("high tick ======");
foreach (var v in lstHighTck)
{
LogBuff.Log(" tick=" + v);
}
LogBuff.Log("high tick log======");
foreach (var v in lstHighLogTck)
{
LogBuff.Log(" log tick=" + v);
}
LogBuff.Log("--------finished-------------------------------------------");
}
public TestTicks()
{
string d = DateTime.Now.ToString("yyy_MM_dd__hh_mm_ss");
CLogger logger = new CLogger("TestTicks_" + d, false);
swTot.Reset();
swTot.Start();
InitTicks();
CDealsList dl = new CDealsList();
dl.DealsList = new List <CDealClass>();
List <long> lstDi = new List <long>();
for (int j = 0; j < 3; j++)
{
for (int i = 0; i < 900000; i++)
{
lstTotBeginMs.Add(swTot.ElapsedMilliseconds);
lstTotBeginTicks.Add(swTot.ElapsedTicks);
sw.Reset();
sw.Start();
CDealsAgregator da = new CDealsAgregator(100, 1M);
da.GenAggrPrice(sourceLst, dl.DealsList);
//CDealsAgregator da = new CDealsAgregator(sourceLst, dl.DealsList, 100,1M);
sw.Stop();
lstMS.Add(sw.ElapsedMilliseconds);
//lstTicks.Add(sw.ElapsedTicks);
lstTotEndMs.Add(swTot.ElapsedMilliseconds);
lstTotEndTicks.Add(swTot.ElapsedTicks);
if (i > 1)
{
long di = lstTotBeginMs[i] - lstTotBeginMs[i - 1];
if (di > 10)
{
lstDi.Add(di);
}
}
// System.Threading.Thread.Sleep(1);
}
swTot.Stop();
lstTotBeginMs.Clear();
lstTotBeginTicks.Clear();
lstTotEndMs.Clear();
lstTotEndTicks.Clear();
lstMS.Clear();
}
swFile.Reset();
swFile.Start();
for (int i = 0; i < lstTotBeginTicks.Count; i++)
{
logger.Log("__________________________________");
logger.Log("i=" + i);
logger.Log("iter begin " + lstTotBeginMs[i] + " | " + lstTotBeginTicks[i]);
logger.Log("iter end " + lstTotEndMs[i] + " | " + lstTotEndTicks[i]);
logger.Log("__________________________________");
}
swFile.Stop();
for (int i = 0; i < lstDi.Count; i++)
{
logger.Log(lstDi[i].ToString());
}
logger.Flush();
System.Threading.Thread.Sleep(1000);
}
