public void TestsFileSystemDataFeedSpeed()
{
var job = new BacktestNodePacket();
var resultHandler = new BacktestingResultHandler();
var mapFileProvider = new LocalDiskMapFileProvider();
var factorFileProvider = new LocalDiskFactorFileProvider(mapFileProvider);
var dataProvider = new DefaultDataProvider();
var algorithm = PerformanceBenchmarkAlgorithms.SingleSecurity_Second;
var feed = new FileSystemDataFeed();
var dataManager = new DataManager(feed, new UniverseSelection(feed, algorithm), algorithm.Settings, algorithm.TimeKeeper);
algorithm.SubscriptionManager.SetDataManager(dataManager);
feed.Initialize(algorithm, job, resultHandler, mapFileProvider, factorFileProvider, dataProvider, dataManager);
algorithm.Initialize();
algorithm.PostInitialize();
var feedThreadStarted = new ManualResetEvent(false);
var dataFeedThread = new Thread(() =>
{
feedThreadStarted.Set();
feed.Run();
})
{
IsBackground = true
};
dataFeedThread.Start();
feedThreadStarted.WaitOne();
var count = 0;
var stopwatch = Stopwatch.StartNew();
var lastMonth = algorithm.StartDate.Month;
foreach (var timeSlice in feed)
{
if (timeSlice.Time.Month != lastMonth)
{
var elapsed = stopwatch.Elapsed.TotalSeconds;
var thousands = count / 1000d;
Console.WriteLine($"{DateTime.Now} - Time: {timeSlice.Time}: KPS: {thousands/elapsed}");
lastMonth = timeSlice.Time.Month;
}
count++;
}
Console.WriteLine("Count: " + count);
stopwatch.Stop();
Console.WriteLine($"Elapsed time: {stopwatch.Elapsed} KPS: {count/1000d/stopwatch.Elapsed.TotalSeconds}");
}
public void TestsFileSystemDataFeedSpeed()
{
var job = new BacktestNodePacket();
var resultHandler = new BacktestingResultHandler();
var mapFileProvider = new LocalDiskMapFileProvider();
var factorFileProvider = new LocalDiskFactorFileProvider(mapFileProvider);
var dataProvider = new DefaultDataProvider();
var algorithm = new BenchmarkTest();
var feed = new FileSystemDataFeed();
feed.Initialize(algorithm, job, resultHandler, mapFileProvider, factorFileProvider, dataProvider);
algorithm.Initialize();
var feedThreadStarted = new ManualResetEvent(false);
Task.Factory.StartNew(() =>
{
feedThreadStarted.Set();
feed.Run();
});
feedThreadStarted.WaitOne();
var stopwatch = Stopwatch.StartNew();
var lastMonth = -1;
var count = 0;
foreach (var timeSlice in feed)
{
if (timeSlice.Time.Month != lastMonth)
{
Console.WriteLine(DateTime.Now + " - Time: " + timeSlice.Time);
lastMonth = timeSlice.Time.Month;
}
count++;
}
Console.WriteLine("Count: " + count);
stopwatch.Stop();
Console.WriteLine("Elapsed time: " + stopwatch.Elapsed);
}