public bool publishTradeHistory()
{
if (m_nPublishedPosCnt == m_lstPosHistory_vt.Count)
{
return(false);
}
string sMsg = "";
sMsg = m_sSiteName;
sMsg += "@";
sMsg += m_sID;
sMsg += "@";
sMsg += CFATCommon.m_dtCurTime.ToString("yyyy/MM/dd HH:mm:ss.fff");
sMsg += "@";
TPosItem posItem = null;
for (int i = m_nPublishedPosCnt; i < m_lstPosHistory_vt.Count; i++)
{
posItem = m_lstPosHistory_vt[i];
sMsg += posItem.getString();
sMsg += "@";
}
m_nPublishedPosCnt = m_lstPosHistory_vt.Count;
CMQClient.publish_msg(sMsg, CFATCommon.MQ_TOPIC_POSHISTORY);
return(true);
}
public void publish_min()
{
m_product_A.publish_min();
m_product_B.publish_min();
if (m_nType_price != EPRODUCT_TYPE_PRICE.A_B)
{
m_product_C.publish_min();
}
//Publish self data
string sTxt = "";
TRatesMin ratesMin = m_rates.getMin(0);
DateTime dtTime_cur = ratesMin.m_dtTime;
if (dtTime_cur != m_dtTime_published_min)
{
ratesMin = m_rates.getMin(1);
sTxt = string.Format("{0},{1},{2},{3},{4},{5},{6}", "CFD", m_sSymbolCFD, ratesMin.m_dtTime,
ratesMin.dBid_open, ratesMin.dBid_high, ratesMin.dBid_low, ratesMin.dBid_close);
CMQClient.publish_msg(sTxt, CFATCommon.MQ_TOPIC_PRICE_MIN);
m_dtTime_published_min = dtTime_cur;
}
//-----------------------
}
public void publish_tick()
{
string sTxt = "";
if (m_dBid != m_dBid_published_tick || m_dAsk != m_dAsk_published_tick)
{
sTxt = string.Format("{0},{1},{2},{3},{4}", getSiteName(), getSymbol(), getTickTime(), m_dBid, m_dAsk);
CMQClient.publish_msg(sTxt, CFATCommon.MQ_TOPIC_PRICE_TICK);
m_dBid_published_tick = m_dBid;
m_dAsk_published_tick = m_dAsk;
}
}
public virtual void publishVariables()
{
string sTxt = m_sLogicID;
foreach (KeyValuePair <string, string> varItem in m_vars_publish)
{
sTxt += "@";
sTxt += varItem.Key;
sTxt += ",";
sTxt += varItem.Value;
}
CMQClient.publish_msg(sTxt, CFATCommon.MQ_TOPIC_VARS);
}
public static void publishTradeHistory()
{
bool bPublished = false;
foreach (KeyValuePair <string, CSite> entry in CSiteMng.g_allSites)
{
bPublished |= entry.Value.publishTradeHistory();
}
if (bPublished)
{
CMQClient.publish_msg("DONE", CFATCommon.MQ_TOPIC_POSHISTORY);
}
}
public void publish_min()
{
string sTxt = "";
TRatesMin ratesMin = getMinRates(0);
DateTime dtTime_cur = ratesMin.m_dtTime;
if (dtTime_cur != m_dtTime_published_min)
{
ratesMin = getMinRates(0);
sTxt = string.Format("{0},{1},{2},{3},{4},{5},{6}", getSiteName(), getSymbol(), ratesMin.m_dtTime,
ratesMin.dBid_open, ratesMin.dBid_high, ratesMin.dBid_low, ratesMin.dBid_close);
CMQClient.publish_msg(sTxt, CFATCommon.MQ_TOPIC_PRICE_MIN);
m_dtTime_published_min = dtTime_cur;
}
}
public CFATManager(ERUN_MODE nMode = ERUN_MODE.BACKTEST, string sMode = "")
{
m_configGeneral = new TGeneralInfo();
CConfigMng.load_config_general(ref m_configGeneral);
CMQClient.connectToMQ(m_configGeneral.sHost, m_configGeneral.sUser, m_configGeneral.sPwd);
CFATLogger.output_proc(string.Format("###### Start Mode = {0} #######", sMode));
CFATManager.m_nRunMode = nMode;
m_lstLogics = new List <CLogic>();
m_configLogics = new List <Dictionary <string, string> >();
m_configSites = new List <Dictionary <string, string> >();
m_configWorkTimes = new List <TWorkTimeInterval>();
}
public void publishParams()
{
string sMsg = m_sLogicID;
string sName = "";
for (int i = 0; i < m_params.getCount(); i++)
{
sName = m_params.getName(i);
sMsg += "@";
sMsg += sName;
sMsg += ",";
sMsg += m_params.getVal_string(sName);
}
//Add System name
sMsg += "@";
sMsg += "system_name,";
sMsg += CFATManager.getSystemName();
CMQClient.publish_msg(sMsg, CFATCommon.MQ_TOPIC_PARAM_C2V);
}
public virtual void publish_min()
{
//Publish self data
string sTxt = "";
DateTime dtTime_cur = CFATCommon.m_dtCurTime;
if (dtTime_cur != m_dtTime_published_min)
{
foreach (KeyValuePair <string, double> indItem in m_indVals)
{
if (m_indDisablePublish.Contains(indItem.Key))
{
continue;
}
sTxt = string.Format("{0},{1},{2},{3},{4},{5},{6}", "Indicators", indItem.Key, dtTime_cur,
indItem.Value, indItem.Value, indItem.Value, indItem.Value);
CMQClient.publish_msg(sTxt, CFATCommon.MQ_TOPIC_PRICE_MIN);
}
m_dtTime_published_min = dtTime_cur;
}
//-----------------------
}
public void publish_tick()
{
m_product_A.publish_tick();
m_product_B.publish_tick();
if (m_nType_price != EPRODUCT_TYPE_PRICE.A_B)
{
m_product_C.publish_tick();
}
//Publish self data
string sTxt = "";
TRatesMin ratesMin = m_rates.getMin(0);
DateTime dtTime_cur = ratesMin.m_dtTime;
if (m_dBid != m_dBid_published_tick || m_dAsk != m_dAsk_published_tick)
{
sTxt = string.Format("{0},{1},{2},{3},{4}", "CFD", m_sSymbolCFD, ratesMin.m_dtTime, m_dBid, m_dAsk);
CMQClient.publish_msg(sTxt, CFATCommon.MQ_TOPIC_PRICE_TICK);
m_dBid_published_tick = m_dBid;
m_dAsk_published_tick = m_dAsk;
}
//-----------------------
}
private void frmMain_FormClosing(object sender, FormClosingEventArgs e)
{
CMQClient.disConnect();
}
