public void BuildStatsOnBacktestFinished(List <Position> positionsMaster)
{
//// Dictionary<U,V> has no .AsReadonly() (List<T> has it)
//var positionsMasterByEntryBarSafeCopy = this.Executor.ExecutionDataSnapshot.PositionsMasterByEntryBar;
//var positionsMasterByExitBarSafeCopy = this.Executor.ExecutionDataSnapshot.PositionsMasterByExitBar;
//this.DEBUGGING_PositionsMaster = positionsMaster;
//this.DEBUGGING_PositionsMasterByEntryBarSafeCopy = positionsMasterByEntryBarSafeCopy;
//this.DEBUGGING_PositionsMasterByExitBarSafeCopy = positionsMasterByExitBarSafeCopy;
//this.SliceLong.BuildStatsOnBacktestFinished(positionsMasterByEntryBarSafeCopy, positionsMasterByExitBarSafeCopy);
//this.SliceShort.BuildStatsOnBacktestFinished(positionsMasterByEntryBarSafeCopy, positionsMasterByExitBarSafeCopy);
//this.SlicesShortAndLong.BuildStatsOnBacktestFinished(positionsMasterByEntryBarSafeCopy, positionsMasterByExitBarSafeCopy);
//this.SliceBuyHold.BuildStatsOnBacktestFinished(positionsMasterByEntryBarSafeCopy, positionsMasterByExitBarSafeCopy);
ReporterPokeUnit pokeUnit = new ReporterPokeUnit(null);
List <Position> positionsClosed = new List <Position>(this.Executor.ExecutionDataSnapshot.PositionsMaster);
foreach (Position posOpen in this.Executor.ExecutionDataSnapshot.PositionsOpenNow)
{
if (positionsClosed.Contains(posOpen) == false)
{
#if DEBUG
Debugger.Break();
#endif
continue;
}
positionsClosed.Remove(posOpen);
}
pokeUnit.PositionsOpened = this.Executor.ExecutionDataSnapshot.PositionsOpenNow;
pokeUnit.PositionsClosed = positionsClosed;
this.BuildStatsIncrementallyOnEachBarExecFinished(pokeUnit);
}
public void BuildStatsIncrementallyOnEachBarExecFinished(ReporterPokeUnit pokeUnit)
{
Dictionary <int, List <Position> > posByEntry = pokeUnit.PositionsOpenedByBarFilled;
Dictionary <int, List <Position> > posByExit = pokeUnit.PositionsClosedByBarFilled;
int absorbedLong = this.SliceLong.BuildStatsIncrementallyOnEachBarExecFinished(posByEntry, posByExit);
int absorbedShort = this.SliceShort.BuildStatsIncrementallyOnEachBarExecFinished(posByEntry, posByExit);
int absorbedBoth = this.SlicesShortAndLong.BuildStatsIncrementallyOnEachBarExecFinished(posByEntry, posByExit);
int absorbedBH = this.SliceBuyHold.BuildStatsIncrementallyOnEachBarExecFinished(posByEntry, posByExit);
}
public void BuildIncrementalAllReports(ReporterPokeUnit pokeUnit)
{
if (this.ChartFormManager.ChartForm.InvokeRequired)
{
this.ChartFormManager.ChartForm.BeginInvoke((MethodInvoker) delegate { this.BuildIncrementalAllReports(pokeUnit); });
return;
}
foreach (Reporter rep in this.ReporterShortNamesUserInvoked.Values)
{
rep.BuildIncrementalAfterPositionsChangedInRealTime(pokeUnit);
}
}
public void PositionArrowsRealtimeAdd(ReporterPokeUnit pokeUnit)
{
this.PositionArrowsBacktestAdd(pokeUnit.PositionsOpened);
this.PositionArrowsBacktestAdd(pokeUnit.PositionsClosed);
// NO_NEED_TO_CACHE_OPENING_ALERT_BITMAP_FOR_JUST_CLOSED_POSITIONS AlertArrow.Bitmap is dynamic for EntryAlerts until the position is closed;
// foreach (AlertArrow eachNewClosed in pokeUnit.PositionsClosed) {
// if (this.AlertArrowsListByBar.ContainsKey[eachNewClosed.EntryBarIndex] == false) {
//
// }
// List<AlertArrow> alertArrowsSameBarEntry = this.AlertArrowsListByBar[eachNewClosed.EntryBarIndex];
// foreach (AlertArrow eachArrowToResetBitmap in alertArrowsSameBarEntry) {
// if (eachArrowToResetBitmap.AlertArrow != eachNewClosed) return;
// eachArrowToResetBitmap.BitmapResetDueToPositionClose;
// }
// }
}
public void PendingRealtimeAdd(ReporterPokeUnit pokeUnit)
{
Debugger.Break(); //should I NOT assign this.AlertsPendingHistorySafeCopy=alertsPendingHistorySafeCopy;?
if (null == pokeUnit.QuoteGeneratedThisUnit)
{
Debugger.Break();
return;
}
if (null == pokeUnit.QuoteGeneratedThisUnit.ParentStreamingBar)
{
Debugger.Break();
return;
}
int barIndex = pokeUnit.QuoteGeneratedThisUnit.ParentStreamingBar.ParentBarsIndex;
this.AlertsPendingHistorySafeCopy.Add(barIndex, pokeUnit.AlertsNew);
}
public void ConsumeQuoteOfStreamingBar(Quote quote)
{
//Bar barLastFormed = quoteToReach.ParentStreamingBar;
ExecutionDataSnapshot snap = this.backtester.Executor.ExecutionDataSnapshot;
foreach (Indicator indicator in snap.Indicators.Values)
{
try {
indicator.OnNewStreamingQuote(quote);
} catch (Exception ex) {
Debugger.Break();
}
}
if (snap.AlertsPending.Count > 0)
{
var dumped = snap.DumpPendingAlertsIntoPendingHistoryByBar();
if (dumped > 0)
{
//string msg = "here is at least one reason why dumping on fresh quoteToReach makes sense"
// + " if we never reach this breakpoint the remove dump() from here"
// + " but I don't see a need to invoke it since we dumped pendings already after OnNewBarCallback";
string msg = "DUMPED_BEFORE_SCRIPT_EXECUTION_ON_NEW_BAR_OR_QUOTE";
}
int pendingCountPre = this.backtester.Executor.ExecutionDataSnapshot.AlertsPending.Count;
int pendingFilled = this.backtester.Executor.MarketSimStreaming.SimulatePendingFill(quote);
int pendingCountNow = this.backtester.Executor.ExecutionDataSnapshot.AlertsPending.Count;
if (pendingCountNow != pendingCountPre - pendingFilled)
{
string msg = "NOT_ONLY it looks like AnnihilateCounterparty worked out!";
}
if (pendingCountNow > 0)
{
string msg = "pending=[" + pendingCountNow + "], it must be prototype-induced 2 closing TP & SL";
}
}
//this.backtester.Executor.Script.OnNewQuoteCallback(quoteToReach);
ReporterPokeUnit pokeUnit = this.backtester.Executor.ExecuteOnNewBarOrNewQuote(quote);
}
public int InvokeOnceHooksForOrderStateAndDelete(Order order, ReporterPokeUnit pokeUnit)
{
int hooksInvoked = 0;
lock (this.hooksLock) {
foreach (OrderPostProcessorStateHook hook in this.hooks)
{
string msg = "processing hook [" + hook + "] ";
if (hook.InvokedThusCanBeDeleted)
{
continue;
}
if (hook.Order != order)
{
continue;
}
if (hook.OrderState != order.State)
{
continue;
}
hook.CurrentlyExecuting = true;
hook.Delegate(order, pokeUnit);
hook.CurrentlyExecuting = false;
hook.InvokedThusCanBeDeleted = true;
msg += " ... done";
hooksInvoked++;
}
int hooksRemoved = this.RemoveAllInvoked();
if (hooksRemoved != hooksInvoked)
{
string msg = "hooksRemoved[" + hooksRemoved + "] != hooksInvoked[" + hooksInvoked + "]; I don't wanna be stuck on threading issues...";
throw new Exception(msg);
}
}
return(hooksInvoked);
}
public void PositionsRealtimeAdd(ReporterPokeUnit pokeUnit)
{
if (pokeUnit.PositionsOpened != null && pokeUnit.PositionsOpened.Count > 0)
{
lock (lockPositionsOpened) {
if (this.PositionsOpenedCloneCanBeZeriofiedAfterPickup == null)
{
this.PositionsOpenedCloneCanBeZeriofiedAfterPickup = new List <Position>();
}
foreach (Position eachNewOpened in pokeUnit.PositionsOpened)
{
if (this.PositionsOpenedCloneCanBeZeriofiedAfterPickup.Contains(eachNewOpened))
{
continue;
}
this.PositionsOpenedCloneCanBeZeriofiedAfterPickup.Add(eachNewOpened);
}
}
}
if (pokeUnit.PositionsClosed != null && pokeUnit.PositionsClosed.Count > 0)
{
lock (lockPositionsClosed) {
if (this.PositionsClosedCloneCanBeZeriofiedAfterPickup == null)
{
this.PositionsClosedCloneCanBeZeriofiedAfterPickup = new List <Position>();
}
foreach (Position eachNewClosed in pokeUnit.PositionsClosed)
{
if (this.PositionsClosedCloneCanBeZeriofiedAfterPickup.Contains(eachNewClosed))
{
continue;
}
this.PositionsClosedCloneCanBeZeriofiedAfterPickup.Add(eachNewClosed);
}
}
}
}
public override void BuildIncrementalAfterPositionsChangedInRealTime(ReporterPokeUnit pokeUnit)
{
}
public override void BuildIncrementalAfterPositionsChangedInRealTime(ReporterPokeUnit pokeUnit)
{
Debugger.Break();
this.reversePositionsCalcCumulativesDumpToTitleAndOLV();
}
public virtual void BuildIncrementalAfterPositionsChangedInRealTime(ReporterPokeUnit pokeUnit)
{
string msg = "DERIVED_REPORTERS_MUST_IMPLEMENT BuildIncrementalAfterPositionsChangedInRealTime(ReporterPokeUnit)" + this.TabText + "/" + this.GetType();
throw new NotImplementedException(msg);
}
public virtual void PendingRealtimeAdd(ReporterPokeUnit pokeUnit)
{
throw new NotImplementedException();
}
public override void PendingRealtimeAdd(ReporterPokeUnit pokeUnit)
{
this.ScriptExecutorObjects.PendingRealtimeAdd(pokeUnit);
}
public override void PositionsRealtimeAdd(ReporterPokeUnit pokeUnit)
{
this.ScriptExecutorObjects.PositionArrowsRealtimeAdd(pokeUnit);
}