public BacktestJobSettingsModel SetCrosses(string jobName, List <CreateJobStep1bPairViewModel> crosses)
{
return(jobs.AddOrUpdate(jobName, (key) => null, (key, oldValue) =>
{
if (!crosses.IsNullOrEmpty())
{
oldValue.CrossesAndTicketSizes = crosses.ToDictionary(c => CrossUtils.GetFromStr(c.Cross), c => c.Quantity);
}
return oldValue;
}));
}
public async Task <GenericActionResult> UnsubscribePair(string dbLoggerName, string pair)
{
return(await DBLoggerManager.Instance.UnsubscribePair(dbLoggerName, CrossUtils.GetFromStr(pair)));
}
public (bool Success, string Message, List <BacktestJobSettingsModel> JobsSettings) ReadFile(string filePath)
{
(bool Success, string Message, List <BacktestJobSettingsModel> JobsSettings)result = (false, null, null);
try
{
if (string.IsNullOrEmpty(filePath))
{
throw new ArgumentNullException(nameof(filePath));
}
if (!File.Exists(filePath))
{
result.Message = $"File {filePath} does not exist";
return(result);
}
using (ExcelPackage excel = new ExcelPackage(new FileInfo(filePath)))
{
var ws = excel.Workbook.Worksheets.FirstOrDefault();
if (ws == null)
{
result.Message = "Excel file is empty";
return(result);
}
// Validate header
if (ws.Dimension.End.Row < 2)
{
result.Message = $"Incorrect length of the Excel file: expected at least 1 header row and 1 job row";
return(result);
}
if (ws.Dimension.End.Column < 6)
{
result.Message = $"Incorrect length of the Excel file: expected at least 5 columns (not counting strat parameters)";
return(result);
}
if (ws.Cells[1, 1].Value.ToString() != "DLL")
{
result.Message = $"Incorrect value for column 1: expected 'DLL'";
return(result);
}
List <BacktestJobSettingsModel> jobsSettings = new List <BacktestJobSettingsModel>();
int rowIndex = 2;
while (ws.Cells[rowIndex, 1].Value != null)
{
#region DLL
string dll = ws.Cells[rowIndex, 1].Value?.ToString();
if (string.IsNullOrEmpty(dll))
{
return(false, $"Failed to parse job definition on row {rowIndex}: missing value for 'DLL'", null);
}
var readDllResult = ReadDll(dll);
if (!readDllResult.Success)
{
result.Message = $"Failed to read DLL: {readDllResult.Message}";
logger.Error(result.Message);
return(result);
}
#endregion
#region Crosses
Dictionary <Cross, int> crossesAndTicketSizes = new Dictionary <Cross, int>();
int colIndex = 2;
string header = ws.Cells[1, colIndex].Value?.ToString();
while (!string.IsNullOrEmpty(header) && header.ToLower().StartsWith("cross"))
{
string crossStrValue = ws.Cells[rowIndex, colIndex].Value?.ToString();
if (!string.IsNullOrEmpty(crossStrValue))
{
string[] parts = crossStrValue.Split(':');
if (parts.Length == 2)
{
if (CrossUtils.TryParse(parts[0], out Cross cross) && int.TryParse(parts[1], out int quantity))
{
if (!crossesAndTicketSizes.ContainsKey(cross))
{
crossesAndTicketSizes.Add(cross, quantity);
}
}
}
}
header = ws.Cells[1, ++colIndex].Value?.ToString();
}
if (crossesAndTicketSizes.IsNullOrEmpty())
{
result.Message = $"Failed to parse at least one cross for job on row {rowIndex}";
return(result);
}
#endregion
#region StartDate
if (ws.Cells[1, colIndex].Value.ToString() != "StartDate")
{
result.Message = $"Incorrect value for column {colIndex}: expected 'StartDate'";
return(result);
}
if (string.IsNullOrEmpty(ws.Cells[rowIndex, colIndex].Value.ToString()) || !DateTime.TryParse(ws.Cells[rowIndex, colIndex++].Value.ToString(), out DateTime startDate))
{
return(false, $"Failed to parse job definition on row {rowIndex}: missing or invalid value for 'StartDate'", null);
}
#endregion
#region EndDate
if (ws.Cells[1, colIndex].Value.ToString() != "EndDate")
{
result.Message = $"Incorrect value for column {colIndex}: expected 'EndDate'";
return(result);
}
if (string.IsNullOrEmpty(ws.Cells[rowIndex, colIndex].Value.ToString()) || !DateTime.TryParse(ws.Cells[rowIndex, colIndex++].Value.ToString(), out DateTime endDate))
{
return(false, $"Failed to parse job definition on row {rowIndex}: missing or invalid value for 'EndDate'", null);
}
#endregion
#region StartTime
if (ws.Cells[1, colIndex].Value.ToString() != "StartTime")
{
result.Message = $"Incorrect value for column {colIndex}: expected 'StartTime'";
return(result);
}
if (string.IsNullOrEmpty(ws.Cells[rowIndex, colIndex].Value.ToString()) || !DateTime.TryParse(ws.Cells[rowIndex, colIndex++].Value.ToString(), out DateTime startTime))
{
return(false, $"Failed to parse job definition on row {rowIndex}: missing or invalid value for 'StartTime'", null);
}
#endregion
#region EndTime
if (ws.Cells[1, colIndex].Value.ToString() != "EndTime")
{
result.Message = $"Incorrect value for column {colIndex}: expected 'EndTime'";
return(result);
}
if (string.IsNullOrEmpty(ws.Cells[rowIndex, colIndex].Value.ToString()) || !DateTime.TryParse(ws.Cells[rowIndex, colIndex++].Value.ToString(), out DateTime endTime))
{
return(false, $"Failed to parse job definition on row {rowIndex}: missing or invalid value for 'EndTime'", null);
}
#endregion
#region UseHistoDatabase
if (ws.Cells[1, colIndex].Value.ToString() != "UseHistoDatabase")
{
result.Message = $"Incorrect value for column {colIndex}: expected 'UseHistoDatabase'";
return(result);
}
if (string.IsNullOrEmpty(ws.Cells[rowIndex, colIndex].Value.ToString()) || !bool.TryParse(ws.Cells[rowIndex, colIndex++].Value.ToString(), out bool useHistoDatabase))
{
return(false, $"Failed to parse job definition on row {rowIndex}: missing or invalid value for 'UseHistoDatabase'", null);
}
#endregion
#region Parameters
Dictionary <string, BacktestJobStrategyParameterModel> parameters = new Dictionary <string, BacktestJobStrategyParameterModel>();
for (int paramColIndex = colIndex; paramColIndex <= ws.Dimension.End.Column; paramColIndex++)
{
string key = ws.Cells[1, paramColIndex].Value.ToString();
string value = ws.Cells[rowIndex, paramColIndex].Value.ToString();
if (!string.IsNullOrEmpty(key) && !parameters.ContainsKey(key))
{
parameters.Add(key, new BacktestJobStrategyParameterModel()
{
Name = key,
Tooltip = null,
Value = value
});
}
}
#endregion
var jobSettings = new BacktestJobSettingsModel()
{
AlgorithmClass = readDllResult.AlgorithmClass,
CrossesAndTicketSizes = crossesAndTicketSizes,
EndDate = endDate,
EndTime = endTime,
NewFileName = readDllResult.DllFileName,
OriginalFileName = readDllResult.DllFileName,
Parameters = parameters.Values.ToList(),
StartDate = startDate,
StartTime = startTime,
StrategyClass = readDllResult.StrategyClass,
StrategyName = readDllResult.StrategyName,
StrategyVersion = readDllResult.StrategyVersion,
UseHistoDatabase = useHistoDatabase
};
jobSettings.JobName = createJobControllerUtils.AssignJobNameAndAddToDictionary(jobSettings);
jobsSettings.Add(jobSettings);
rowIndex++;
}
if (jobsSettings.Count > 0)
{
result.Success = true;
result.Message = $"Parsed {jobsSettings.Count} jobs";
result.JobsSettings = jobsSettings;
}
else
{
result.Message = "Found no job in the file";
}
return(result);
}
}
catch (ArgumentNullException ex)
{
result.Message = $"Not reading Excel file: missing or invalid parameter {ex.ParamName}";
logger.Error(result.Message);
return(result);
}
catch (Exception ex)
{
result.Message = "Failed to read Excel file";
logger.Error(result.Message, ex);
return(result);
}
}