public void AddExistsIdNameElementTest_HasArgumentOutOfRangeException()
{
var dic = new SynchronizedDictionary<int, string, string>();
dic.Add(1, "Иванов", "value_1");
dic.Add(1, "Иванов", "value_2");
}
public void AddCurrentElements_Success()
{
var dic = new SynchronizedDictionary<int, string, string>();
dic.Add(1, "Иванов", "value_1");
dic.Add(2, "Иванов", "value_2");
dic.Add(5, "Иванов", "value_3");
dic.Add(5, "Петров", "value_4");
Assert.AreEqual(4, dic.Count);
}
/// <summary>
/// Запустить или остановить сканер инструментов на основе заданных параметров.
/// Результаты будут приходить через событие <see cref="IBTrader.NewScannerResults"/>.
/// </summary>
/// <param name="filter">Фильтр.</param>
/// <param name="isSubscribe"><see langword="true"/> если необходимо подписаться, иначе <see langword="false"/>.</param>
public void SubscribeScanner(ScannerFilter filter, bool isSubscribe)
{
var transactionId = TransactionIdGenerator.GetNextId();
_states.Add(transactionId, filter);
MarketDataAdapter.SendInMessage(new ScannerMarketDataMessage(filter)
{
TransactionId = transactionId,
IsSubscribe = isSubscribe
});
}
public void GetByIdElements_Success()
{
var dic = new SynchronizedDictionary<int, string, string>();
dic.Add(1, "Иванов", "value_1");
dic.Add(2, "Иванов", "value_2");
dic.Add(5, "Иванов", "value_3");
dic.Add(5, "Петров", "value_4");
var elementsById = dic.GetById(5);
Assert.AreEqual(2, elementsById.Count);
}
private MarketDataMessage ProcessMarketDataRequest(MarketDataMessage message)
{
if (message.IsSubscribe)
{
if (message.SecurityId == default || !InnerAdapter.IsMarketDataTypeSupported(DataType.OrderLog))
{
return(message);
}
var isBuild = message.BuildMode == MarketDataBuildModes.Build && message.BuildFrom == DataType.OrderLog;
if (message.DataType2 == DataType.MarketDepth)
{
if (isBuild || !InnerAdapter.IsMarketDataTypeSupported(message.DataType2))
{
var builder = message.DepthBuilder ?? InnerAdapter.CreateOrderLogMarketDepthBuilder(message.SecurityId);
_subscriptionIds.Add(message.TransactionId, new SubscriptionInfo(message.TypedClone())
{
Builder = builder
});
message = message.TypedClone();
message.DataType2 = DataType.OrderLog;
this.AddInfoLog("OL->MD subscribed {0}/{1}.", message.SecurityId, message.TransactionId);
}
}
else if (message.DataType2 == DataType.Ticks)
{
if (isBuild || !InnerAdapter.IsMarketDataTypeSupported(message.DataType2))
{
_subscriptionIds.Add(message.TransactionId, new SubscriptionInfo(message.TypedClone()));
message = message.TypedClone();
message.DataType2 = DataType.OrderLog;
this.AddInfoLog("OL->TICK subscribed {0}/{1}.", message.SecurityId, message.TransactionId);
}
}
}
else
{
TryRemoveSubscription(message.OriginalTransactionId, out _);
}
return(message);
}
public void ProcessRequest(Security security, MarketDataMessage message, bool tryAdd)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
if (message == null)
{
throw new ArgumentNullException(nameof(message));
}
if (message.TransactionId == 0)
{
message.TransactionId = _connector.TransactionIdGenerator.GetNextId();
}
message.FillSecurityInfo(_connector, security);
var value = Tuple.Create((MarketDataMessage)message.Clone(), security);
if (tryAdd)
{
// if the message was looped back via IsBack=true
_pendingSubscriptions.TryAdd(message.TransactionId, value);
}
else
{
_pendingSubscriptions.Add(message.TransactionId, value);
}
_connector.SendInMessage(message);
}
/// <summary>
/// Parses the XML of the configuration section.
/// </summary>
/// <param name="parent">The configuration settings in a corresponding parent configuration section.</param>
/// <param name="configContext">An HttpConfigurationContext when Create is called from the ASP.NET configuration system. Otherwise, this parameter is reserved and is a null reference.</param>
/// <param name="section">The XmlNode that contains the configuration information from the configuration file. Provides direct access to the XML contents of the configuration section.</param>
/// <returns>A configuration object.</returns>
public object Create(object parent, object configContext, System.Xml.XmlNode section)
{
if (section == null)
{
throw new ConfigurationErrorsException("The sourceForge/objectFactory section has not been defined.");
}
objectDefinitions = new SynchronizedDictionary<string, ObjectDefinition>();
if (section.HasChildNodes)
{
// Register each object's configuration, without the constructor or property information
foreach (XmlElement element in section.SelectNodes("object"))
{
// In the event of a reference property or constructor argument already being processed, don't process the definition again
if (objectDefinitions.ContainsKey(element.GetAttribute("id")) == false)
{
ObjectDefinition objectDefinition = GetObjectDefinition(section as XmlElement, element, element.GetAttribute("id"));
objectDefinitions.Add(objectDefinition.Id, objectDefinition);
}
}
}
return this;
}
public void TestAddRemoveByKey()
{
SynchronizedDictionary <int, string> test = new SynchronizedDictionary <int, string>(new IgnoreLocking());
for (int i = 0; i < 10; i++)
{
test.Add(i, i.ToString());
}
for (int i = 0; i < 10; i++)
{
Assert.IsTrue(test.ContainsKey(i));
}
string cmp;
for (int i = 0; i < 10; i++)
{
Assert.IsTrue(test.TryGetValue(i, out cmp) && cmp == i.ToString());
}
for (int i = 0; i < 10; i++)
{
Assert.IsTrue(test.Remove(i));
}
}
/// <summary>
/// To send data request.
/// </summary>
/// <param name="series">The candles series for which data receiving should be started.</param>
/// <param name="from">The initial date from which you need to get data.</param>
/// <param name="to">The final date by which you need to get data.</param>
public void Start(CandleSeries series, DateTimeOffset from, DateTimeOffset to)
{
if (series == null)
{
throw new ArgumentNullException(nameof(series));
}
CandleSeriesInfo info;
lock (_info.SyncRoot)
{
info = _info.TryGetValue(series);
if (info != null)
{
throw new ArgumentException(LocalizedStrings.Str636Params.Put(series), nameof(series));
}
info = new CandleSeriesInfo(series, from, to, Sources, OnNewValues, s =>
{
_info.Remove(s);
OnStopped(s);
});
//Container.Start(series, from, to);
_info.Add(series, info);
}
info.Start();
}
/// <inheritdoc />
protected override void OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
_states.Clear();
break;
case MessageTypes.MarketData:
{
var mdMsg = (MarketDataMessage)message;
if (mdMsg.DataType == MarketDataTypes.MarketDepth)
{
if (mdMsg.IsSubscribe)
{
if (IsSupportOrderBookIncrements)
{
_states.Add(mdMsg.TransactionId, RefTuple.Create(new QuotesDict(new BackwardComparer <decimal>()), new QuotesDict(), _none));
}
}
else
{
_states.Remove(mdMsg.OriginalTransactionId);
}
}
break;
}
}
base.OnSendInMessage(message);
}
private void TrySubscribe(Security subscriber, MarketDataMessage message)
{
//Если уже выполняется поиск данного инструмента, то нет необходимости в повторном вызове OnRegisterXXX.
//Если на инструмент была подписка ранее, то просто вызываем событие SubscriptionSucceed.
var subscribersCount = GetSubscribers(message.DataType).ChangeSubscribers(subscriber, true);
//var securityId = _connector.GetSecurityId(subscriber);
if (subscribersCount == 1)
{
var lookupMessage = new SecurityLookupMessage
{
SecurityId = message.SecurityId,
SecurityType = message.SecurityType,
TransactionId = _connector.TransactionIdGenerator.GetNextId()
};
_lookupMessages.Add(lookupMessage.TransactionId, Tuple.Create(lookupMessage, (MarketDataMessage)message.Clone()));
_connector.LookupSecurities(lookupMessage);
}
else // if (subscribed == true)
{
var reply = new MarketDataMessage
{
OriginalTransactionId = message.TransactionId,
IsSubscribe = true,
};
_connector.SendOutMessage(reply);
}
}
void ICandleSource <Candle> .Start(CandleSeries series, DateTimeOffset from, DateTimeOffset to)
{
if (series == null)
{
throw new ArgumentNullException("series");
}
var indexSecurity = (IndexSecurity)series.Security;
var basketInfo = new IndexSeriesInfo(CandleManager,
indexSecurity
.InnerSecurities
.Select(sec => new CandleSeries(series.CandleType, sec, CloneArg(series.Arg, sec))
{
WorkingTime = series.WorkingTime.Clone(),
}).ToArray(),
from, to, indexSecurity,
c =>
{
if (c.Series == null)
{
c.Series = series;
c.Source = this;
}
CandleManager.Container.AddCandle(series, c);
Processing.SafeInvoke(series, c);
},
() =>
Stopped.SafeInvoke(series));
_info.Add(series, basketInfo);
basketInfo.Start();
}
private void DepthClick(object sender, RoutedEventArgs e)
{
if (Depth.IsChecked == false)
{
// create order book window
var wnd = new QuotesWindow {
Title = SelectedSecurity.Id + " " + LocalizedStrings.MarketDepth
};
_quotesWindows.Add(SelectedSecurity, wnd);
// subscribe on order book flow
Trader.RegisterMarketDepth(SelectedSecurity);
wnd.Show();
}
else
{
Trader.UnRegisterMarketDepth(SelectedSecurity);
var wnd = _quotesWindows[SelectedSecurity];
_quotesWindows.Remove(SelectedSecurity);
wnd.Close();
}
if (!_initialized)
{
TraderOnMarketDepthChanged(Trader.GetMarketDepth(SecurityPicker.SelectedSecurity));
Trader.MarketDepthChanged += TraderOnMarketDepthChanged;
_initialized = true;
}
}
private void RealTimeCandlesClick(object sender, RoutedEventArgs e)
{
foreach (var security in SecurityPicker.SelectedSecurities)
{
var series = new CandleSeries(typeof(TimeFrameCandle), security, InteractiveBrokersTimeFrames.Second5);
if (_realTimeCandles.Keys.Any(s => s.Security == security))
{
Trader.UnSubscribeCandles(series);
_realTimeCandles.GetAndRemove(series).Close();
RealTimeCandles.IsChecked = false;
}
else
{
var wnd = new CandlesWindow
{
Title = security.Id + LocalizedStrings.Str2973
};
_realTimeCandles.Add(series, wnd);
Trader.SubscribeCandles(series);
wnd.Show();
RealTimeCandles.IsChecked = true;
}
}
}
/// <summary>
/// Подписаться на получение свечек.
/// </summary>
/// <param name="series">Серия свечек.</param>
/// <param name="from">Начальная дата, с которой необходимо получать данные.</param>
/// <param name="to">Конечная дата, до которой необходимо получать данные.</param>
public void SubscribeCandles(CandleSeries series, DateTimeOffset from, DateTimeOffset to)
{
if (series == null)
{
throw new ArgumentNullException("series");
}
if (series.CandleType != typeof(TimeFrameCandle))
{
throw new ArgumentException(LocalizedStrings.NotSupportCandle.Put("OANDA", series.CandleType), "series");
}
if (!(series.Arg is TimeSpan))
{
throw new ArgumentException(LocalizedStrings.WrongCandleArg.Put(series.Arg), "series");
}
var transactionId = TransactionIdGenerator.GetNextId();
_series.Add(transactionId, series);
SendInMessage(new MarketDataMessage
{
TransactionId = transactionId,
DataType = MarketDataTypes.CandleTimeFrame,
//SecurityId = GetSecurityId(series.Security),
Arg = series.Arg,
IsSubscribe = true,
From = from,
To = to,
}.FillSecurityInfo(this, series.Security));
}
public void OnlyGottenTrackingBeginsWhenTrackGottenConstructorIsCalled()
{
// Construct with trackAll enabled
var sd = new SynchronizedDictionary <string, string>(false, true);
sd.Add("key1", "value1");
sd.Add("key2", "value2");
// Check that Access Tracking is disabled
Assert.IsFalse(sd.TrackAccessed);
Assert.IsNull(sd.Accessed);
// Check that Gotten Tracking is enabled
Assert.IsTrue(sd.TrackGotten);
Assert.IsNotNull(sd.Gotten);
}
public void TestDisposed()
{
SynchronizedDictionary <int, string> test = new SynchronizedDictionary <int, string>(new SimpleReadWriteLocking());
test.Dispose();
test.Add(1, "");
}
private void HistoryCandlesClick(object sender, RoutedEventArgs e)
{
var series = new CandleSeries
{
CandleType = typeof(TimeFrameCandle),
Security = SelectedSecurity,
Arg = CandlesPeriods.SelectedItem,
};
var wnd = new CandlesWindow {
Title = series.ToString()
};
_сandles.Add(series, wnd);
Trader.SubscribeCandles(series, DateTime.Today.Subtract(TimeSpan.FromTicks(((TimeSpan)series.Arg).Ticks * 30)), DateTime.Now);
wnd.Show();
}
public void Add()
{
var dictionary = new SynchronizedDictionary <string, string>();
dictionary.Add("1", "11");
Assert.Contains("11", dictionary["1"]);
}
private void OnChartPanelSubscribeIndicatorElement(ChartIndicatorElement element, CandleSeries candleSeries, IIndicator indicator)
{
_drawTimer.Cancel();
_elements.Add(new RefPair <IChartElement, int>(element, 0));
_indicators.Add(element, indicator);
_drawTimer.Activate();
}
/// <summary>
/// To get historical candles.
/// </summary>
/// <param name="security">The instrument for which you need to get candles.</param>
/// <param name="candleMessageType">The candle message type.</param>
/// <param name="arg">The candle parameter (for example, time-frame).</param>
/// <param name="count">Maximum ticks count.</param>
/// <param name="isSuccess">Whether all data were obtained successfully or the download process has been interrupted.</param>
/// <returns>Historical candles.</returns>
public IEnumerable <CandleMessage> GetHistoricalCandles(Security security, Type candleMessageType, object arg, long count, out bool isSuccess)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
//if (timeFrame <= TimeSpan.Zero)
// throw new ArgumentException("Тайм-фрейм должен быть больше 0.");
var transactionId = TransactionIdGenerator.GetNextId();
var series = new CandleSeries(candleMessageType.ToCandleType(), security, arg);
this.AddInfoLog(LocalizedStrings.Str2146Params, series, count);
var info = RefTuple.Create(new List <CandleMessage>(), new SyncObject(), false, series, false);
_candleInfo.Add(transactionId, info);
var mdMsg = new MarketDataMessage
{
//SecurityId = GetSecurityId(series.Security),
DataType = GetCandleType(series.CandleType),
TransactionId = transactionId,
Count = count,
Arg = arg,
IsSubscribe = true,
}.FillSecurityInfo(this, series.Security);
_candleSeries.Add(transactionId, series);
SendInMessage(mdMsg);
lock (info.Second)
{
if (!info.Third)
{
info.Second.Wait();
}
}
isSuccess = info.Fifth;
return(info.First);
}
public void Add()
{
var dictionary = new SynchronizedDictionary<string, string>();
dictionary.Add("1", "11");
Assert.Contains("11", dictionary["1"]);
}
/// <summary>
/// Register candles builder.
/// </summary>
/// <param name="builder">Candles builder.</param>
public void Register(ICandleBuilder builder)
{
if (builder == null)
{
throw new ArgumentNullException(nameof(builder));
}
_builders.Add(builder.CandleType, builder);
}
/// <summary>
/// Зарегистрировать хранилище свечек.
/// </summary>
/// <param name="storage">Хранилище свечек.</param>
public void RegisterCandleStorage(IMarketDataStorage <CandleMessage> storage)
{
if (storage == null)
{
throw new ArgumentNullException("storage");
}
_candleStorages.Add(Tuple.Create(storage.Security.ToSecurityId(), storage.Drive), storage);
}
public static SynchronizedDictionary <Security, decimal> GetSecuritiesPositions(this IConnector connector, Portfolio portfolio,
List <Security> securities)
{
SynchronizedDictionary <Security, decimal> result = new SynchronizedDictionary <Security, decimal>();
securities.ForEach(s => { result.Add(s, GetSecurityPosition(connector, portfolio, s)); });
return(result);
}
private SmartComTimeFrames(SmartBarInterval interval, TimeSpan value)
{
Interval = interval;
_value = value;
_intervals.Add(interval, this);
_values.Add(value, this);
}
private void SubscribeStrategyEvents(SessionStrategy sessionStrategy)
{
if (!sessionStrategy.Strategy.GetIsEmulation())
{
_logManager.Sources.Add(sessionStrategy.Strategy);
}
_events.Add(sessionStrategy.Strategy, new StrategyEvents(sessionStrategy, TryStartTimer));
}
public SnapshotStorageDate(string fileName, ISnapshotSerializer <TKey, TMessage> serializer)
{
if (fileName.IsEmpty())
{
throw new ArgumentNullException(nameof(fileName));
}
_fileName = fileName;
_serializer = serializer ?? throw new ArgumentNullException(nameof(serializer));
if (File.Exists(_fileName))
{
Debug.WriteLine($"Snapshot (Load): {_fileName}");
using (var stream = File.OpenRead(_fileName))
{
_version = new Version(stream.ReadByte(), stream.ReadByte());
while (stream.Position < stream.Length)
{
var size = stream.Read <int>();
var buffer = new byte[size];
stream.ReadBytes(buffer, buffer.Length);
var offset = stream.Position;
var message = _serializer.Deserialize(_version, buffer);
var key = _serializer.GetKey(message);
_snapshots.Add(key, message);
_offsets.Add(key, offset);
}
_currOffset = stream.Length;
}
}
else
{
_version = _serializer.Version;
_currOffset = _versionLen;
}
}
public void AddingKeysDoesNotAffectTrackingStatusOrCollectionsWhenInitiallyDisabled()
{
var sd = new SynchronizedDictionary <string, string>();
sd.Add("key1", "value1");
sd.Add("key2", "value2");
// First ensure that items are available
Assert.IsTrue(sd.ContainsKey("key1"));
Assert.IsTrue(sd.ContainsKey("key2"));
// Now ensure that tracking is disabled by default
Assert.IsFalse(sd.TrackAccessed);
Assert.IsFalse(sd.TrackGotten);
// Now ensure that tracking collections are null
Assert.IsNull(sd.Accessed);
Assert.IsNull(sd.Gotten);
}
public void SubscribeUnSubscribe(Security security, MarketDataMessage message)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
_pendingSubscriptions.Add(message.TransactionId, Tuple.Create((MarketDataMessage)message.Clone(), security));
_connector.SendInMessage(message);
}
public static void set_SessionID_Login_OK(string sessionid)
{
long d = long.Parse(DateTime.Now.ToString("yyMMddHHmm00"));
decimal sid = 0;
if (decimal.TryParse(sessionid, out sid))
{
dicSessionID_Login_OK.Add(sid, d);
}
}
public void TestLock()
{
LockCounterFactory <SimpleReadWriteLocking> factory = new LockCounterFactory <SimpleReadWriteLocking>();
ILockStrategy lck = factory.Create();
SynchronizedDictionary <int, string> test = new SynchronizedDictionary <int, string>(lck);
Assert.IsTrue(ReferenceEquals(lck, test.Lock));
test.Add(42, "42");
Assert.AreEqual(1, factory.TotalWriterCount);
Assert.AreEqual(0, factory.TotalReaderCount);
test[42] = "51";
Assert.AreEqual(2, factory.TotalWriterCount);
test.Add(1, "52");
Assert.AreEqual(3, factory.TotalWriterCount);
test.Remove(-1);
Assert.AreEqual(4, factory.TotalWriterCount);
test.Remove(1);
Assert.AreEqual(5, factory.TotalWriterCount);
Assert.AreEqual("51", test[42]);
Assert.AreEqual(1, factory.TotalReaderCount);
foreach (KeyValuePair <int, string> i in test)
{
GC.KeepAlive(i);
}
Assert.AreEqual(2, factory.TotalReaderCount);
Assert.AreEqual(false, test.ContainsKey(-1));
Assert.AreEqual(3, factory.TotalReaderCount);
Assert.AreEqual(1, test.Count);
Assert.AreEqual(4, factory.TotalReaderCount);
string cmp;
Assert.IsTrue(test.TryGetValue(42, out cmp) && cmp == "51");
Assert.AreEqual(5, factory.TotalReaderCount);
}
/// <inheritdoc />
protected override bool OnSendInMessage(Message message)
{
switch (message.Type)
{
case MessageTypes.Reset:
_depths.Clear();
break;
case MessageTypes.MarketData:
{
var mdMsg = (MarketDataMessage)message;
if (mdMsg.SecurityId == default)
{
break;
}
if (mdMsg.DataType2 == DataType.MarketDepth)
{
if (mdMsg.IsSubscribe)
{
if (mdMsg.PassThroughOrderBookInrement)
{
break;
}
if (mdMsg.MaxDepth != null)
{
var actualDepth = mdMsg.MaxDepth.Value;
var supportedDepth = InnerAdapter.NearestSupportedDepth(actualDepth);
if (supportedDepth != actualDepth)
{
mdMsg = mdMsg.TypedClone();
mdMsg.MaxDepth = supportedDepth;
_depths.Add(mdMsg.TransactionId, actualDepth);
this.AddInfoLog("MD truncate {0}/{1} ({2}->{3}).", mdMsg.SecurityId, mdMsg.TransactionId, actualDepth, supportedDepth);
}
}
}
else
{
RemoveSubscription(mdMsg.OriginalTransactionId);
}
}
break;
}
}
return(base.OnSendInMessage(message));
}
public void Subscribe(Security security, MarketDataMessage message)
{
if (security == null)
{
throw new ArgumentNullException(nameof(security));
}
//var indexSecurity = security as IndexSecurity;
//if (indexSecurity != null)
// indexSecurity.InnerSecurities.ForEach(s => _connector.SubscribeMarketData(s, message));
//else if (security is ContinuousSecurity)
// SubscribeContinuous((ContinuousSecurity)security, message);
//else
//{
//TrySubscribe(security, message);
_pendingSubscriptions.Add(message.TransactionId, Tuple.Create((MarketDataMessage)message.Clone(), security));
_connector.SendInMessage(message);
//}
}
public void SynchronizedDictionaryUnitTest()
{
SynchronizedDictionary<int, string> dictionary = new SynchronizedDictionary<int, string>();
dictionary.Add(1, "one");
dictionary.Add(2, "two");
Assert.IsTrue(dictionary.Count == 2);
foreach (KeyValuePair<int, string> keyValuePair in dictionary)
{
Assert.IsTrue(dictionary.ContainsKey(keyValuePair.Key));
Assert.IsTrue(dictionary.ContainsValue(keyValuePair.Value));
}
dictionary.Remove(1);
Assert.IsTrue(dictionary.Count == 1);
dictionary.Clear();
Assert.IsTrue(dictionary.Count == 0);
}
/// <summary>
/// 设置扩展属性
/// 若指定属性不存在，则添加该属性，若指定属性已存在，则修改该属性
/// </summary>
/// <param name="name"></param>
/// <param name="value"></param>
public virtual void SetValue(string name, object value)
{
if (extendProperties.ContainsKey(name))
{
extendProperties[name] = value;
}
else
{
extendProperties.Add(name, value);
}
}